{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260721", "trade_date": "20260722", "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_20260721.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": 1, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 1, "risk_sell_filled": 0, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 0, "raw_positions": 0, "dust_positions": 0, "signals": 13, "active_contracts": 3, "conditional_contracts": 10, "active_plan_contracts": 3, "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", "scope": "all_signal_rows", "signal_count": 13, "vwap_official_count": 10, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 3, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.2308, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "vwap_reconciliation_scope": "all_signal_rows", "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260722", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 47, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260722.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED" ], "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": [ { "event_id": "20260721:20260722:SHSE.688630:STRONG_WATCH_CONFIRM:BUY", "ts": "2026-07-22T09:32:29", "symbol": "SHSE.688630", "name": "芯碁微装", "side": "BUY", "status": "FILLED", "order_kind": "SHADOW_BUY", "kind_inferred": true, "qty": 100, "price": 406.83, "amount": 40683.0, "reason": "shadow_paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 403.58, "raw_status": "SHADOW_FILLED", "raw": { "amount": 40683.0, "base_exec_high": 409.63, "cash_before_order": 1045662.51, "chase_ceiling": 415.69, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.7755, "entry_zone_high": 409.63, "entry_zone_low": 397.53, "event_id": "20260721:20260722:SHSE.688630:STRONG_WATCH_CONFIRM:BUY", "exec_high": 409.63, "exec_low": 403.58, "intraday_vwap": null, "invalid_price": 391.47, "ma5": null, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 2.4437, "bar_count": 3, "bars": [ { "amount_yi": 0.8348, "close": 399.0, "high": 399.0, "low": 395.0, "open": 395.0, "time": "09:30" }, { "amount_yi": 1.0868, "close": 408.7, "high": 408.7, "low": 408.0, "open": 408.0, "time": "09:31" }, { "amount_yi": 0.5221, "close": 406.28, "high": 406.28, "low": 406.28, "open": 406.28, "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": "STRONG_WATCH_CONFIRM", "window_min": 5 }, "name": "芯碁微装", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260721", "plan_id": "20260721:SHSE.688630:STRONG_WATCH_CONFIRM", "price": 406.83, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 406.83, "quote_ask_qty1": 2, "quote_bid1": 406.28, "quote_bid_qty1": 0, "quote_high": 408.88, "quote_last": 406.28, "quote_low": 390.0, "quote_open": 399.99, "quote_prev_close": 403.45, "quote_ts": "2026-07-22T09:32:27", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 80.53, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SHSE.688630", "target_amount": 41826.5, "target_position_pct": 4.0, "template_key": "STRONG_WATCH_CONFIRM", "theme": "半导体链 / PCB概念", "trade_date": "20260722", "trigger_price": 403.58, "ts": "2026-07-22T09:32:29", "id": 81, "raw_json": "{\"amount\": 40683.0, \"base_exec_high\": 409.63, \"cash_before_order\": 1045662.51, \"chase_ceiling\": 415.69, \"current_position_value\": 0.0, \"decision\": \"conditional_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.7755, \"entry_zone_high\": 409.63, \"entry_zone_low\": 397.53, \"event_id\": \"20260721:20260722:SHSE.688630:STRONG_WATCH_CONFIRM:BUY\", \"exec_high\": 409.63, \"exec_low\": 403.58, \"intraday_vwap\": null, \"invalid_price\": 391.47, \"ma5\": null, \"max_chase_pct\": 1.5, \"minute_energy\": {\"absolute_amount_multiple_min\": 1.6, \"amount_base_hint_yi\": 0.5, \"amount_floor_yi\": 0.25, \"amount_yi\": 2.4437, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.8348, \"close\": 399.0, \"high\": 399.0, \"low\": 395.0, \"open\": 395.0, \"time\": \"09:30\"}, {\"amount_yi\": 1.0868, \"close\": 408.7, \"high\": 408.7, \"low\": 408.0, \"open\": 408.0, \"time\": \"09:31\"}, {\"amount_yi\": 0.5221, \"close\": 406.28, \"high\": 406.28, \"low\": 406.28, \"open\": 406.28, \"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\": \"STRONG_WATCH_CONFIRM\", \"window_min\": 5}, \"name\": \"芯碁微装\", \"paper_scope\": \"shadow_watch\", \"participation_rate\": null, \"plan_date\": \"20260721\", \"plan_id\": \"20260721:SHSE.688630:STRONG_WATCH_CONFIRM\", \"price\": 406.83, \"price_vs_vwap_pct\": null, \"qty\": 100, \"quote_ask1\": 406.83, \"quote_ask_qty1\": 2, \"quote_bid1\": 406.28, \"quote_bid_qty1\": 0, \"quote_high\": 408.88, \"quote_last\": 406.28, \"quote_low\": 390.0, \"quote_open\": 399.99, \"quote_prev_close\": 403.45, \"quote_ts\": \"2026-07-22T09:32:27\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 80.53, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SHSE.688630\", \"target_amount\": 41826.5, \"target_position_pct\": 4.0, \"template_key\": \"STRONG_WATCH_CONFIRM\", \"theme\": \"半导体链 / PCB概念\", \"trade_date\": \"20260722\", \"trigger_price\": 403.58, \"ts\": \"2026-07-22T09:32:29\"}" } } ], "shadow_observation_summary": { "total": 13, "status_counts": { "CANCELLED": 3, "OBSERVE": 9, "NEAR_TRIGGER": 1 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 3, "near_trigger_count": 1, "observe_count": 9, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 3, "sector_divergence": [], "top_reasons": [ { "reason": "signal_contract_missing_price_fields", "count": 6 }, { "reason": "invalid_price_broken", "count": 3 }, { "reason": "waiting_trigger", "count": 2 }, { "reason": "minute_energy_amount_too_low", "count": 1 }, { "reason": "near_trigger", "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": [ { "symbol": "SHSE.688630", "name": "芯碁微装", "opened_at": "2026-07-22T09:32:29", "closed_at": null, "entry_qty": 100, "entry_amount": 40683.0, "entry_price": 406.83, "shadow_exit_qty": 0, "realized_pnl": 0.0, "state": "open_untracked" } ], "intended_but_blocked": [], "shadow_gate_audit": [ { "symbol": "SHSE.688630", "name": "芯碁微装", "plan_date_at_fill": "20260721", "plan_id_at_fill": "20260721:SHSE.688630:STRONG_WATCH_CONFIRM", "source_theme": "半导体链 / PCB概念", "plan_theme": "半导体链 / PCB概念", "theme_alignment": "aligned", "pool_gate_blocked": true, "recommended_action": "do_not_create_shadow_fill", "pool_gate_stage": "conditional_only", "pool_gate_failed_reasons": [ "日线趋势未确认", "急涨不追" ], "order_ts": "2026-07-22T09:32:29", "fill_price": 406.83, "exec_high_at_fill": 409.63, "chase_ceiling_at_fill": 415.69, "entry_risk_pct_at_fill": 3.7755, "executed_within_chase_ceiling": true, "entry_risk_within_5pct": true, "within_entry_zone": true, "quote_ts_at_fill": "2026-07-22T09:32:27", "quote_age_seconds": 2.0, "preopen_confirmation_pending": true, "temporal_sample_class": "preopen_confirmation_pending", "execution_time_gate_fields_complete": false, "missing_execution_time_gate_fields": [ "intraday_vwap" ], "later_chase_block_count": 0, "later_signal_quote_exceeded_after_fill": false, "conclusion": "shadow_fill_should_have_been_blocked" } ], "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": "20260722", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260722_risk_flags_coverage.json", "ingest_path": "reports/audit/20260722_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 0, "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_20260722.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260722", "plan_date": "20260721", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:plan_regime_mismatch", "blockers": [ "plan_regime_mismatch" ], "evidence": { "path": "inbox/local_public/20260722/evidence/evidence_pack_20260722.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260722.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", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [ "plan_regime_mismatch" ], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化），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": 0.856, "market_up_ratio": 0.259, "divergence_pct_points": 59.7, "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": "20260722", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 47, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260722.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED" ], "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_20260722.json", "coverage_audit_path": "reports/audit/20260722_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260722", "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_20260722_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260721_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260722_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688359", "SZSE.301021", "SHSE.688630" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "same_day_quotes_and_risk_coverage_ready; candidates still require one-probe Strict Gate confirmation" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20260722", "plan_date": "20260721", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:plan_regime_mismatch", "blockers": [ "plan_regime_mismatch" ], "evidence": { "path": "inbox/local_public/20260722/evidence/evidence_pack_20260722.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260722.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", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [ "plan_regime_mismatch" ], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化），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": 0.856, "market_up_ratio": 0.259, "divergence_pct_points": 59.7, "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": "20260722", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 47, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260722.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED" ], "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_20260722.json", "coverage_audit_path": "reports/audit/20260722_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260722", "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_20260722_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260721_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260722_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688359", "SZSE.301021", "SHSE.688630" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "same_day_quotes_and_risk_coverage_ready; candidates still require one-probe Strict Gate confirmation" } }, "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", "scope": "all_signal_rows", "signal_count": 13, "vwap_official_count": 10, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 3, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.2308, "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": 0.3077, "active_up_ratio": 0.0, "active_positive": 0, 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