{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260717", "trade_date": "20260720", "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_20260717.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": 103, "active_contracts": 0, "conditional_contracts": 103, "active_plan_contracts": 0, "watch_candidate_contracts": 103, "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 20260720 已 25 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": 103, "vwap_official_count": 103, "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": "20260720", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 41, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260720.json", "triggers": [ "plan_regime_COLD_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": 103, "status_counts": { "TOUCHED": 50, "OBSERVE": 28, "ACTIONABLE": 4, "NEAR_TRIGGER": 7, "CANCELLED": 14 }, "actionable_count": 4, "touched_count": 50, "cancelled_count": 14, "near_trigger_count": 7, "observe_count": 28, "chase_ceiling_blocked_count": 50, "invalid_price_broken_count": 14, "sector_divergence": [ { "theme": "电力行业", "signals": 58, "chase": 33, "invalidation": 3 }, { "theme": "油气开采及服务 / 石油行业", "signals": 19, "chase": 7, "invalidation": 7 }, { "theme": "公路铁路运输 / 公路桥梁", "signals": 17, "chase": 3, "invalidation": 4 } ], "top_reasons": [ { "reason": "trigger_touched_but_above_exec_high", "count": 50 }, { "reason": "invalid_price_broken", "count": 14 }, { "reason": "minute_energy_amount_too_low", "count": 14 }, { "reason": "near_trigger", "count": 7 }, { "reason": "signal_contract_missing_price_fields", "count": 7 }, { "reason": "waiting_trigger", "count": 7 }, { "reason": "trigger_touched", "count": 4 } ], "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": "SHSE.600021", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 5100, "blocked_by": "chase_ceiling", "day_return_pct": 9.6579, "reason": "上海电力，position_sized_by_target_pct，现价 16.35，触发 15.29，失效 14.83" }, { "symbol": "SHSE.601857", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 7600, "blocked_by": "chase_ceiling", "day_return_pct": 6.8027, "reason": "中国石油，position_sized_by_target_pct，现价 10.99，触发 10.33，失效 10.02" }, { "symbol": "SHSE.601939", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 8000, "blocked_by": "chase_ceiling", "day_return_pct": 2.5591, "reason": "建设银行，position_sized_by_target_pct，现价 10.42，触发 10.20，失效 9.89" }, { "symbol": "SHSE.600101", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 9200, "blocked_by": "chase_ceiling", "day_return_pct": 6.7217, "reason": "明星电力，position_sized_by_target_pct，现价 9.05，触发 8.65，失效 8.39" }, { "symbol": "SHSE.600505", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 6700, "blocked_by": "chase_ceiling", "day_return_pct": 6.6379, "reason": "西昌电力，position_sized_by_target_pct，现价 12.37，触发 11.66，失效 11.31" }, { "symbol": "SZSE.000862", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 15400, "blocked_by": "chase_ceiling", "day_return_pct": 8.4, "reason": "银星能源，position_sized_by_target_pct，现价 5.42，触发 5.00，失效 4.85" }, { "symbol": "SHSE.600969", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 9400, "blocked_by": "chase_ceiling", "day_return_pct": 9.7651, "reason": "郴电国际，position_sized_by_target_pct，现价 8.88，触发 8.28，失效 8.03" }, { "symbol": "SZSE.000993", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 7700, "blocked_by": "chase_ceiling", "day_return_pct": 7.2927, "reason": "闽东电力，position_sized_by_target_pct，现价 10.74，触发 10.15，失效 9.85" }, { "symbol": "SZSE.000601", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 11900, "blocked_by": "chase_ceiling", "day_return_pct": 8.0247, "reason": "韶能股份，position_sized_by_target_pct，现价 7.00，触发 6.66，失效 6.46" }, { "symbol": "SHSE.601016", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 22100, "blocked_by": "chase_ceiling", "day_return_pct": 8.0, "reason": "节能风电，position_sized_by_target_pct，现价 3.78，触发 3.63，失效 3.52" }, { "symbol": "SZSE.000767", "rule": "VWAP_RECLAIM", "wanted_qty": 22200, "blocked_by": "chase_ceiling", "day_return_pct": 9.9415, "reason": "晋控电力，position_sized_by_target_pct，现价 3.76，触发 3.54，失效 3.43" }, { "symbol": "SZSE.000600", "rule": "VWAP_RECLAIM", "wanted_qty": 9300, "blocked_by": "chase_ceiling", "day_return_pct": 10.049, "reason": "建投能源，position_sized_by_target_pct，现价 8.98，触发 8.32，失效 8.07" }, { "symbol": "SHSE.600979", "rule": "VWAP_RECLAIM", "wanted_qty": 20100, "blocked_by": "chase_ceiling", "day_return_pct": 5.0633, "reason": "广安爱众，position_sized_by_target_pct，现价 4.15，触发 4.05，失效 3.93" }, { "symbol": "SHSE.600011", "rule": "VWAP_RECLAIM", "wanted_qty": 11200, "blocked_by": "chase_ceiling", "day_return_pct": 7.2254, "reason": "华能国际，position_sized_by_target_pct，现价 7.42，触发 7.02，失效 6.81" }, { "symbol": "SHSE.600452", "rule": "VWAP_RECLAIM", "wanted_qty": 8300, "blocked_by": "chase_ceiling", "day_return_pct": 10.011, "reason": "涪陵电力，position_sized_by_target_pct，现价 10.00，触发 9.33，失效 9.05" }, { "symbol": "SZSE.000531", "rule": "VWAP_RECLAIM", "wanted_qty": 13700, "blocked_by": "chase_ceiling", "day_return_pct": 4.8276, "reason": "穗恒运Ａ，position_sized_by_target_pct，现价 6.08，触发 5.90，失效 5.72" }, { "symbol": "SHSE.600795", "rule": "VWAP_RECLAIM", "wanted_qty": 17100, "blocked_by": "chase_ceiling", "day_return_pct": 2.7368, "reason": "国电电力，position_sized_by_target_pct，现价 4.88，触发 4.80，失效 4.66" }, { "symbol": "SHSE.600780", "rule": "VWAP_RECLAIM", "wanted_qty": 13300, "blocked_by": "chase_ceiling", "day_return_pct": 4.3406, "reason": "通宝能源，position_sized_by_target_pct，现价 6.25，触发 6.10，失效 5.92" }, { "symbol": "SZSE.000791", "rule": "VWAP_RECLAIM", "wanted_qty": 10500, "blocked_by": "chase_ceiling", "day_return_pct": 6.7476, "reason": "甘肃能源，position_sized_by_target_pct，现价 7.91，触发 7.58，失效 7.35" }, { "symbol": "SZSE.000690", "rule": "VWAP_RECLAIM", "wanted_qty": 17000, "blocked_by": "chase_ceiling", "day_return_pct": 5.8065, "reason": "宝新能源，position_sized_by_target_pct，现价 4.92，触发 4.78，失效 4.64" }, { "symbol": "SZSE.000543", "rule": "VWAP_RECLAIM", "wanted_qty": 10100, "blocked_by": "chase_ceiling", "day_return_pct": 6.762, "reason": "皖能电力，position_sized_by_target_pct，现价 8.21，触发 7.84，失效 7.60" }, { "symbol": "SZSE.000539", "rule": "VWAP_RECLAIM", "wanted_qty": 14300, "blocked_by": "chase_ceiling", "day_return_pct": 9.9812, "reason": "粤电力Ａ，position_sized_by_target_pct，现价 5.84，触发 5.59，失效 5.42" }, { "symbol": "SHSE.600027", "rule": "VWAP_RECLAIM", "wanted_qty": 17300, "blocked_by": "chase_ceiling", "day_return_pct": 3.4409, "reason": "华电国际，position_sized_by_target_pct，现价 4.81，触发 4.71，失效 4.57" }, { "symbol": "SHSE.600995", "rule": "VWAP_RECLAIM", "wanted_qty": 6700, "blocked_by": "chase_ceiling", "day_return_pct": 5.41, "reason": "南网储能，position_sized_by_target_pct，现价 12.47，触发 12.12，失效 11.76" }, { "symbol": "SHSE.600900", "rule": "VWAP_RECLAIM", "wanted_qty": 2800, "blocked_by": "chase_ceiling", "day_return_pct": 3.3226, "reason": "XD长江电，position_sized_by_target_pct，现价 28.92，触发 28.19，失效 27.34" }, { "symbol": "SHSE.600578", "rule": "VWAP_RECLAIM", "wanted_qty": 14600, "blocked_by": "chase_ceiling", "day_return_pct": 10.0, "reason": "XD京能电，position_sized_by_target_pct，现价 5.72，触发 5.49，失效 5.33" }, { "symbol": "SZSE.000027", "rule": "VWAP_RECLAIM", "wanted_qty": 13000, "blocked_by": "chase_ceiling", "day_return_pct": 3.3871, "reason": "深圳能源，position_sized_by_target_pct，现价 6.41，触发 6.29，失效 6.10" }, { "symbol": "SZSE.002039", "rule": "VWAP_RECLAIM", "wanted_qty": 4100, "blocked_by": "chase_ceiling", "day_return_pct": 4.4057, "reason": "黔源电力，position_sized_by_target_pct，现价 20.38，触发 19.96，失效 19.36" }, { "symbol": "SHSE.600868", "rule": "VWAP_RECLAIM", "wanted_qty": 31500, "blocked_by": "chase_ceiling", "day_return_pct": 4.7431, "reason": "梅雁吉祥，position_sized_by_target_pct，现价 2.65，触发 2.57，失效 2.49" }, { "symbol": "SHSE.601991", "rule": "VWAP_RECLAIM", "wanted_qty": 13100, "blocked_by": "chase_ceiling", "day_return_pct": 10.0, "reason": "大唐发电，position_sized_by_target_pct，现价 6.38，触发 5.98，失效 5.80" }, { "symbol": "SHSE.600863", "rule": "VWAP_RECLAIM", "wanted_qty": 16600, "blocked_by": "chase_ceiling", "day_return_pct": 10.0877, "reason": "华能蒙电，position_sized_by_target_pct，现价 5.02，触发 4.69，失效 4.55" }, { "symbol": "SHSE.600023", "rule": "VWAP_RECLAIM", "wanted_qty": 15600, "blocked_by": "chase_ceiling", "day_return_pct": 3.0948, "reason": "浙能电力，position_sized_by_target_pct，现价 5.33，触发 5.24，失效 5.08" }, { "symbol": "SZSE.000720", "rule": "VWAP_RECLAIM", "wanted_qty": 25100, "blocked_by": "chase_ceiling", "day_return_pct": 8.8525, "reason": "新能泰山，position_sized_by_target_pct，现价 3.32，触发 3.22，失效 3.12" }, { "symbol": "SHSE.600131", "rule": "VWAP_RECLAIM", "wanted_qty": 5500, "blocked_by": "chase_ceiling", "day_return_pct": 6.5957, "reason": "国网信通，position_sized_by_target_pct，现价 15.03，触发 14.54，失效 14.10" }, { "symbol": "SZSE.002479", "rule": "VWAP_RECLAIM", "wanted_qty": 16000, "blocked_by": "chase_ceiling", "day_return_pct": 4.6278, "reason": "富春环保，position_sized_by_target_pct，现价 5.20，触发 5.09，失效 4.94" }, { "symbol": "SZSE.002142", "rule": "VWAP_RECLAIM", "wanted_qty": 2500, "blocked_by": "chase_ceiling", "day_return_pct": 2.4336, "reason": "宁波银行，position_sized_by_target_pct，现价 32.41，触发 31.92，失效 30.96" }, { "symbol": "SHSE.601398", "rule": "VWAP_RECLAIM", "wanted_qty": 10800, "blocked_by": "chase_ceiling", "day_return_pct": 1.8494, "reason": "工商银行，position_sized_by_target_pct，现价 7.71，触发 7.59，失效 7.36" }, { "symbol": "SHSE.601288", "rule": "VWAP_RECLAIM", "wanted_qty": 12600, "blocked_by": "chase_ceiling", "day_return_pct": 2.9734, "reason": "农业银行，position_sized_by_target_pct，现价 6.58，触发 6.42，失效 6.23" }, { "symbol": "SHSE.600036", "rule": "VWAP_RECLAIM", "wanted_qty": 2100, "blocked_by": "chase_ceiling", "day_return_pct": 2.1305, "reason": "招商银行，position_sized_by_target_pct，现价 38.83，触发 38.20，失效 37.05" }, { "symbol": "SHSE.600000", "rule": "VWAP_RECLAIM", "wanted_qty": 9100, "blocked_by": "chase_ceiling", "day_return_pct": 2.9312, "reason": "浦发银行，position_sized_by_target_pct，现价 9.13，触发 8.97，失效 8.70" }, { "symbol": "SZSE.300164", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 6800, "blocked_by": "chase_ceiling", "day_return_pct": 16.6031, "reason": "通源石油，position_sized_by_target_pct，现价 12.22，触发 10.73，失效 10.41" }, { "symbol": "SHSE.600028", "rule": "VWAP_RECLAIM", "wanted_qty": 15900, "blocked_by": "chase_ceiling", "day_return_pct": 3.9761, "reason": "中国石化，position_sized_by_target_pct，现价 5.23，触发 5.07，失效 4.92" }, { "symbol": "SZSE.000554", "rule": "VWAP_RECLAIM", "wanted_qty": 12000, "blocked_by": "chase_ceiling", "day_return_pct": 7.5969, "reason": "泰山石油，position_sized_by_target_pct，现价 6.94，触发 6.70，失效 6.50" }, { "symbol": "SHSE.600871", "rule": "VWAP_RECLAIM", "wanted_qty": 38500, "blocked_by": "chase_ceiling", "day_return_pct": 5.8824, "reason": "石化油服，position_sized_by_target_pct，现价 2.16，触发 2.12，失效 2.06" }, { "symbol": "SHSE.601808", "rule": "VWAP_RECLAIM", "wanted_qty": 6800, "blocked_by": "chase_ceiling", "day_return_pct": 5.8773, "reason": "中海油服，position_sized_by_target_pct，现价 12.25，触发 11.94，失效 11.58" }, { "symbol": "SZSE.300191", "rule": "VWAP_RECLAIM", "wanted_qty": 2900, "blocked_by": "chase_ceiling", "day_return_pct": 12.4267, "reason": "潜能恒信，position_sized_by_target_pct，现价 28.77，触发 27.65，失效 26.82" }, { "symbol": "SHSE.600012", "rule": "VWAP_RECLAIM", "wanted_qty": 4400, "blocked_by": "chase_ceiling", "day_return_pct": 8.7536, "reason": "皖通高速，position_sized_by_target_pct，现价 18.76，触发 17.68，失效 17.15" }, { "symbol": "SHSE.601006", "rule": "VWAP_RECLAIM", "wanted_qty": 17200, "blocked_by": "chase_ceiling", "day_return_pct": 3.1847, "reason": "大秦铁路，position_sized_by_target_pct，现价 4.86，触发 4.77，失效 4.63" }, { "symbol": "SHSE.600377", "rule": "VWAP_RECLAIM", "wanted_qty": 6800, "blocked_by": "chase_ceiling", "day_return_pct": 3.1329, "reason": "宁沪高速，position_sized_by_target_pct，现价 12.18，触发 11.96，失效 11.60" }, { "symbol": "SHSE.600350", "rule": "VWAP_RECLAIM", "wanted_qty": 6700, "blocked_by": "chase_ceiling", "day_return_pct": 4.9028, "reason": "山东高速，position_sized_by_target_pct，现价 12.41，触发 12.20，失效 11.83" } ], "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": 25, "coverage_gap_alert": true, "shadow_observation_policy": "manual_confirm_required", "coverage_audit_path": "reports/audit/20260720_risk_flags_coverage.json", "ingest_path": "reports/audit/20260720_risk_flags_ingest.json", "backfill_state": "pending", "missing_backfill_dates": [ "20260626", "20260629", "20260630", "20260701", "20260702", "20260703", "20260706", "20260707", "20260708", "20260709", "20260710", "20260713", "20260714", "20260715", "20260716", "20260717", "20260720" ], "affected_symbol_count": 103, "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 20260720 已 25 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": "20260720", "plan_date": "20260717", "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_25d,plan_regime_mismatch,plan_contract_disallows_new_positions", "blockers": [ "risk_flags_stale_gap_25d", "plan_regime_mismatch", "plan_contract_disallows_new_positions" ], "evidence": { "path": "inbox/local_public/20260720/evidence/evidence_pack_20260720.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260720.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": "COLD", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [ "risk_flags_stale_gap_25d", "plan_regime_mismatch", "plan_contract_disallows_new_positions" ], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善），必须以执行日数据重新确认。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.876, "market_up_ratio": 0.309, "divergence_pct_points": 56.7, "source": "dashboard_market_snapshot", "state": "candidate_pool_false_prosperity", "alert": true, "recommended_total_position_cap_pct": 25, "action": "候选池显著强于全市场；只允许主线内二次确认，新增总仓上限收紧至 25%。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260720", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 41, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260720.json", "triggers": [ "plan_regime_COLD_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/20260720_risk_flags_coverage.json", "state": "stale", "latest_available_date": "20260625", "coverage_gap_days": 25, "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_20260720_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260717_active_plan_v2_for_trading.json", "requested_allow_new_positions": false, "requested_trade_mode": "OBSERVE_ONLY", "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" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20260720", "plan_date": "20260717", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:evidence_pack_20260720_missing,market_trajectory_dashboard_recovered_UNKNOWN,risk_flags_stale_gap_25d,execution_regime_unconfirmed,plan_contract_disallows_new_positions", "blockers": [ "evidence_pack_20260720_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_stale_gap_25d", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260720.json", "state": "dashboard_recovered", "current_record_state": "dashboard_recovered", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "UNKNOWN", "regime_alignment": { "plan_regime": "COLD", "execution_regime": "UNKNOWN", "plan_regime_known": true, "execution_regime_confirmed": false, "comparison_state": "unknown_execution", "mismatch": true, "regime_delta": null, "blocking_reasons": [ "evidence_pack_20260720_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_stale_gap_25d", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "note": "执行日 regime 未确认；UNKNOWN 不是一致，确认前不得放行新入场。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260720", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260720.json", "triggers": [ "execution_regime_unknown", "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/20260720_risk_flags_coverage.json", "state": "stale", "latest_available_date": "20260625", "coverage_gap_days": 25, "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": true }, "plan_contract": { "path": "reports/trade_plan/20260717_active_plan_v2_for_trading.json", "requested_allow_new_positions": false, "requested_trade_mode": "OBSERVE_ONLY", "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": 103, "vwap_official_count": 103, "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,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": 0.8738, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 103, "signal_contract_total": 103, "active_contract_total": 0, "dominant_theme": "电力行业", "dominant_theme_share": 0.5462, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "电力行业", "count": 35, "top_symbols": [ "SHSE.600863", "SHSE.600744", "SZSE.000600", "SHSE.600396", "SHSE.600452" ], "top_return_pct": 10.0877 }, { "theme": "油气开采及服务 / 石油行业", "count": 7, "top_symbols": [ "SZSE.300164", "SZSE.300191", "SZSE.000554", "SHSE.601857", "SHSE.600871" ], "top_return_pct": 16.6031 } ], "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, "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_-1.40%", "sox_negative_-1.63%", "nvidia_negative_-2.21%", "korea_tech_negative_-3.31%", "korea_market_stress_-4.48%", "quant_panic_deep_water_risk" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260720.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-20T09:25:26+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.300164", "name": "通源石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 16.6030534351145, "last": 12.22, "vwap": 11.765647127640749, "above_vwap": true, "amount": 2632930633.0 }, { "symbol": "SZSE.300191", "name": "潜能恒信", "theme": "油气开采及服务 / 石油行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.426729191090269, "last": 28.77, "vwap": 27.86126755259417, "above_vwap": true, "amount": 821230364.0 }, { "symbol": "SHSE.600863", "name": "华能蒙电", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.087719298245613, "last": 5.02, "vwap": 4.861406287347394, "above_vwap": true, "amount": 1598616093.0 }, { "symbol": "SHSE.600744", "name": "华银电力", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.067114093959727, "last": 6.56, "vwap": 6.455061645561411, "above_vwap": true, "amount": 1124664745.0 }, { "symbol": "SZSE.000600", "name": "建投能源", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.049019607843146, "last": 8.98, "vwap": 8.705270800956434, "above_vwap": true, "amount": 769648661.0 }, { "symbol": "SHSE.600396", "name": "华电辽能", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.042918454935613, "last": 12.82, "vwap": 12.13170028681215, "above_vwap": true, "amount": 3413905348.0 }, { "symbol": "SHSE.600452", "name": "涪陵电力", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.011001100110018, "last": 10.0, "vwap": 9.816869563362202, "above_vwap": true, "amount": 828246340.0 }, { "symbol": "SZSE.000037", "name": "深南电A", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 10.12, "vwap": 9.740618035111819, "above_vwap": true, "amount": 743144868.0 }, { "symbol": "SHSE.601991", "name": "大唐发电", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 6.38, "vwap": 6.0549953919760755, "above_vwap": true, "amount": 5168663350.0 }, { "symbol": "SHSE.600726", "name": "华电能源", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 5.83, "vwap": 5.628979156005432, "above_vwap": true, "amount": 705080863.0 }, { "symbol": "SHSE.600578", "name": "XD京能电", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.999999999999986, "last": 5.72, "vwap": 5.561708119953239, "above_vwap": true, "amount": 1394900868.0 }, { "symbol": "SHSE.600644", "name": "乐山电力", "theme": "电力行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.98890122086571, "last": 9.91, "vwap": 9.68817709478141, "above_vwap": true, "amount": 669964573.0 } ] }, "pool_up_ratio": 0.8738, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 103, "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": 0.0, "confidence_adjusted_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_-1.40%", "sox_negative_-1.63%", "nvidia_negative_-2.21%", "korea_tech_negative_-3.31%", "korea_market_stress_-4.48%", "quant_panic_deep_water_risk" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260720.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-20T09:25:26+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 103, "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": 22.33, "auction_liquidity_score": 49.51, "covered_signal_count": 103, "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_20260720.json", "source_generated_at": "2026-07-20T09:25:26+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "EXTREME", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "nasdaq_negative_-1.40%", "sox_negative_-1.63%", "nvidia_negative_-2.21%", "korea_tech_negative_-3.31%", "korea_market_stress_-4.48%", "quant_panic_deep_water_risk" ] }, "verified_gate": { "level": "EXTREME", "score": 100.0, "reasons": [ "nasdaq_negative_-1.40%", "sox_negative_-1.63%", "nvidia_negative_-2.21%", "korea_tech_negative_-3.31%", "korea_market_stress_-4.48%", "quant_panic_deep_water_risk" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -4.477, "korea_market_close_pct": -1.7413, "korea_stress_basis": "kospi_intraday_low_pct", "stress_mismatch": false, "note": "执行时与收盘后核验的韩国压力口径一致；后续统一使用 kospi_intraday_low_pct，收盘涨跌幅单独展示。" } }, "gate_funnel": { "evaluated_count": 103, "passed_count": 0, "policy_blocked_observe_only": 103, "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": 0, "minute_energy_blocked": 80, "vwap_blocked": 20, "chase_ceiling_blocked": 25, "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": 103, "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_metrics_missing_warn_threshold": 0.15, "intraday_metrics_missing_block_threshold": 0.25, "vwap_official_count": 103, "vwap_proxy_count": 0, "vwap_missing_count": 0, "vwap_proxy_ratio": 0.0, "vwap_quality_state": "official", "vwap_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation", "data_quality_state": "ok" }, "signals_snapshot": { "total": 103, "active_contracts": 0, "conditional_contracts": 103, "active_plan_contracts": 0, "watch_candidate_contracts": 103, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }