{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260720", "trade_date": "20260721", "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_20260720.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": 113, "active_contracts": 13, "conditional_contracts": 100, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": false, "integrity_warning": null, "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": 113, "vwap_official_count": 113, "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": "20260721", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 62, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260721.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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": 113, "status_counts": { "CANCELLED": 52, "OBSERVE": 51, "NEAR_TRIGGER": 8, "TOUCHED": 1, "ACTIONABLE": 1 }, "actionable_count": 1, "touched_count": 1, "cancelled_count": 52, "near_trigger_count": 8, "observe_count": 51, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 52, "sector_divergence": [ { "theme": "电力行业", "signals": 47, "chase": 1, "invalidation": 17 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 52 }, { "reason": "waiting_trigger", "count": 31 }, { "reason": "signal_contract_missing_price_fields", "count": 17 }, { "reason": "near_trigger", "count": 8 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "trigger_touched", "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": "SHSE.600642", "rule": "VWAP_RECLAIM", "wanted_qty": 9600, "blocked_by": "framework_pool_gate", "day_return_pct": 2.1102, "reason": "申能股份，conditional_plan_watch_only，现价 8.71，触发 8.54，失效 8.28" }, { "symbol": "SHSE.600886", "rule": "VWAP_RECLAIM", "wanted_qty": 2700, "blocked_by": "framework_pool_gate", "day_return_pct": 0.6689, "reason": "国投电力，conditional_plan_watch_only，现价 15.05，触发 14.98，失效 14.53，入场风险 3.46%" } ], "shadow_gate_audit": [], "risk_flags": { "coverage": "dated_candidate_coverage", "quality_state": "verified_candidate_coverage", "execution_impact": "normal_candidate_coverage", "new_entry_blocked": false, "missing_reason": null, "latest_available_date": "20260721", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260721_risk_flags_coverage.json", "ingest_path": "reports/audit/20260721_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 5, "supported_flags": [ "ST", "退市风险", "监管", "减持", "质押", "停牌" ], "integrity_warning": null, "note": "轻量风险旗标源；命中后只用于降级/加速风控，不可替代人工确认。", "sources": [ "config/local_risk_flags_20260721.json" ], "items": { "SHSE.600330": { "name": "天通股份", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "天通股份：天通股份股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58934731.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600330" }, "SHSE.603738": { "name": "泰晶科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "泰晶科技：泰晶科技股份有限公司股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58932751.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.603738" }, "SHSE.600703": { "name": "三安光电", "severity": "high", "flags": [ { "severity": "high", "flag_type": "share_freeze", "title": "三安光电：三安光电股份有限公司关于控股股东股份被轮候冻结的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58931755.shtml" } ], "action": "downgrade_to_observe_only_and_accelerate_position_risk", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600703" }, "SHSE.600641": { "name": "先导基电", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "先导基电：上海先导基电科技股份有限公司股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58932357.shtml" }, { "severity": "medium", "flag_type": "abnormal_volatility", "title": "先导基电：关于《上海先导基电科技股份有限公司股票交易异常波动询证函》的回函", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58932361.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600641" }, "SZSE.300758": { "name": "七彩化学", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "七彩化学：关于公司控股股东及一致行动人部分股份补充质押的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260721/58951361.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.300758" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260721", "plan_date": "20260720", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "evidence": { "path": "inbox/local_public/20260721/evidence/evidence_pack_20260721.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260721.json", "state": "derived_price_sector", "current_record_state": "derived_price_sector", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "WARM", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "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）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 1.0, "market_up_ratio": 0.519, "divergence_pct_points": 48.1, "source": "dashboard_market_snapshot", "state": "normal_or_unavailable", "alert": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独收紧的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260721", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 62, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260721.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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_20260721.json", "coverage_audit_path": "reports/audit/20260721_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260721", "coverage_gap_days": 0, "max_allowed_gap_days": 5, "coverage_complete": true, "recovery_action": "当日风险旗标已覆盖，继续执行个股级风险过滤。" }, "daily_report": { "path": "reports/theme_cleaning/browser_dump_20260721_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260720_active_plan_v2_for_trading.json", "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "reconciliation_status": "effective", "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": "20260721", "plan_date": "20260720", "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_20260721_missing,market_trajectory_dashboard_recovered_UNKNOWN,risk_flags_stale_gap_26d,execution_regime_unconfirmed", "blockers": [ "evidence_pack_20260721_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_stale_gap_26d", "execution_regime_unconfirmed" ], "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260721.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": "MIXED", "execution_regime": "UNKNOWN", "plan_regime_known": true, "execution_regime_confirmed": false, "comparison_state": "unknown_execution", "mismatch": true, "regime_delta": null, "transition_direction": "unknown", "blocking_reasons": [ "evidence_pack_20260721_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_stale_gap_26d", "execution_regime_unconfirmed" ], "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" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": null, "market_up_ratio": null, "divergence_pct_points": null, "source": "dated_evidence_price_universe", "state": "normal_or_unavailable", "alert": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独收紧的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260721", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260721.json", "triggers": [ "execution_regime_unknown" ], "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/20260721_risk_flags_coverage.json", "state": "stale", "latest_available_date": "20260625", "coverage_gap_days": 26, "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": true }, "plan_contract": { "path": "reports/trade_plan/20260720_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": 113, "vwap_official_count": 113, "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": 0.1858, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 3, "active_total": 13, "sample_total": 113, "signal_contract_total": 113, "active_contract_total": 13, "dominant_theme": "电力行业", "dominant_theme_share": 0.4982, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "电力行业", "count": 4, "top_symbols": [ "SHSE.600744", "SHSE.600578", "SZSE.000767", "SHSE.600396" ], "top_return_pct": 10.061 } ], "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": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 12.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "domestic_tech_down_ratio_82%" ], "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_20260721.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-21T09:25:19+08:00" }, "active_samples": [ { "symbol": "SZSE.000690", "name": "宝新能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 11, "ret_pct": 0.0, "last": 4.92, "vwap": 4.8561135811834575, "above_vwap": true, "amount": 478825425.0 }, { "symbol": "SHSE.600583", "name": "海油工程", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 12, "ret_pct": -0.7421150278293154, "last": 5.35, "vwap": 5.376564519443397, "above_vwap": false, "amount": 350604697.0 }, { "symbol": "SZSE.000027", "name": "深圳能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 8, "ret_pct": -0.7788161993769416, "last": 6.37, "vwap": 6.377074319739149, "above_vwap": false, "amount": 308232061.0 }, { "symbol": "SHSE.600780", "name": "通宝能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 4, "ret_pct": -1.4376996805111841, "last": 6.17, "vwap": 6.128785414454556, "above_vwap": true, "amount": 123520767.0 }, { "symbol": "SHSE.600519", "name": "贵州茅台", "theme": "白酒概念", "paper_scope": "active", "priority": 2, "ret_pct": 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