{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260722", "trade_date": "20260723", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_snapshot.json", "execution_decision_snapshot": "", "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_20260722.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "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": 97, "active_contracts": 13, "conditional_contracts": 84, "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", "scope": "all_signal_rows", "signal_count": 97, "vwap_official_count": 97, "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" }, "vwap_reconciliation_scope": "all_signal_rows", "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260723", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "HOT", "plan_score": null, "execution_score": 81, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260723.json", "triggers": [ "plan_regime_MIXED_to_execution_HOT" ], "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": 97, "status_counts": { "NEAR_TRIGGER": 13, "TOUCHED": 27, "OBSERVE": 43, "CANCELLED": 9, "ACTIONABLE": 5 }, "actionable_count": 5, "touched_count": 27, "cancelled_count": 9, "near_trigger_count": 13, "observe_count": 43, "chase_ceiling_blocked_count": 27, "invalid_price_broken_count": 9, "sector_divergence": [ { "theme": "煤炭开采加工 / 煤炭行业", "signals": 38, "chase": 14, "invalidation": 3 }, { "theme": "电力行业", "signals": 16, "chase": 1, "invalidation": 6 } ], "top_reasons": [ { "reason": "trigger_touched_but_above_exec_high", "count": 27 }, { "reason": "minute_energy_amount_too_low", "count": 22 }, { "reason": "near_trigger", "count": 13 }, { "reason": "waiting_trigger", "count": 10 }, { "reason": "invalid_price_broken", "count": 9 }, { "reason": "signal_contract_missing_price_fields", "count": 6 }, { "reason": "trigger_touched", "count": 5 }, { "reason": "entry_risk_too_wide_over_5pct", "count": 2 } ], "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.000862", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 21100, "blocked_by": "chase_ceiling", "day_return_pct": 10.0372, "reason": "银星能源，position_sized_by_target_pct，现价 5.92，触发 5.40，失效 5.24" }, { "symbol": "SZSE.300191", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 3900, "blocked_by": "chase_ceiling", "day_return_pct": 11.7358, "reason": "潜能恒信，position_sized_by_target_pct，现价 31.80，触发 28.87，失效 28.00" }, { "symbol": "SHSE.600871", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "entry_risk", "day_return_pct": 2.2222, "reason": "石化油服，entry_risk_too_wide_over_5pct，现价 2.30，触发 2.26，失效 2.19，入场风险 5.19%" }, { "symbol": "SHSE.601015", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 25800, "blocked_by": "framework_pool_gate", "day_return_pct": 1.8927, "reason": "陕西黑猫，conditional_plan_watch_only，现价 3.23，触发 3.17，失效 3.07" }, { "symbol": "SHSE.601101", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 7100, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8053, "reason": "昊华能源，conditional_plan_watch_only，现价 11.73，触发 11.42，失效 11.08" }, { "symbol": "SHSE.601699", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 2600, "blocked_by": "framework_pool_gate", "day_return_pct": 0.3151, "reason": "潞安环能，conditional_plan_watch_only，现价 15.92，触发 15.90，失效 15.42，入场风险 3.14%" }, { "symbol": "SHSE.600711", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 7400, "blocked_by": "framework_pool_gate", "day_return_pct": 6.1379, "reason": "盛屯矿业，conditional_plan_watch_only，现价 11.24，触发 10.67，失效 10.35" }, { "symbol": "SZSE.002574", "rule": "VWAP_RECLAIM", "wanted_qty": 19600, "blocked_by": "framework_pool_gate", "day_return_pct": 3.4063, "reason": "明牌珠宝，conditional_plan_watch_only，现价 4.25，触发 4.17，失效 4.04" }, { "symbol": "SZSE.300164", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3300, "blocked_by": "framework_pool_gate", "day_return_pct": 4.2079, "reason": "通源石油，conditional_plan_watch_only，现价 12.63，触发 12.46，失效 12.09，入场风险 4.28%" }, { "symbol": "SZSE.000819", "rule": "VWAP_RECLAIM", "wanted_qty": 7100, "blocked_by": "framework_pool_gate", "day_return_pct": 2.4433, "reason": "岳阳兴长，conditional_plan_watch_only，现价 11.74，触发 11.50，失效 11.15" }, { "symbol": "SHSE.600583", "rule": "VWAP_RECLAIM", "wanted_qty": 14700, "blocked_by": "framework_pool_gate", "day_return_pct": 2.7174, "reason": "海油工程，conditional_plan_watch_only，现价 5.67，触发 5.53，失效 5.36" }, { "symbol": "SZSE.300157", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 18200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.5662, "reason": "新锦动力，conditional_plan_watch_only，现价 4.58，触发 4.39，失效 4.26" }, { "symbol": "SZSE.002221", "rule": "VWAP_RECLAIM", "wanted_qty": 15000, "blocked_by": "framework_pool_gate", "day_return_pct": 2.963, "reason": "东华能源，conditional_plan_watch_only，现价 5.56，触发 5.42，失效 5.26" }, { "symbol": "SZSE.002629", "rule": "VWAP_RECLAIM", "wanted_qty": 19500, "blocked_by": "framework_pool_gate", "day_return_pct": 4.401, "reason": "仁智股份，conditional_plan_watch_only，现价 4.27，触发 4.16，失效 4.04" }, { "symbol": "SHSE.600688", "rule": "VWAP_RECLAIM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.4911, "reason": "上海石化，entry_risk_too_wide_over_5pct，现价 2.88，触发 2.82，失效 2.74，入场风险 5.19%" }, { "symbol": "SZSE.000637", "rule": "VWAP_RECLAIM", "wanted_qty": 23400, "blocked_by": "framework_pool_gate", "day_return_pct": 5.3097, "reason": "茂化实华，conditional_plan_watch_only，现价 3.57，触发 3.48，失效 3.38" }, { "symbol": "SZSE.002554", "rule": "VWAP_RECLAIM", "wanted_qty": 28900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.9711, "reason": "惠博普，conditional_plan_watch_only，现价 2.88，触发 2.81，失效 2.73" }, { "symbol": "SZSE.300084", "rule": "VWAP_RECLAIM", "wanted_qty": 8100, "blocked_by": "framework_pool_gate", "day_return_pct": 5.9856, "reason": "海默科技，conditional_plan_watch_only，现价 10.27，触发 9.89，失效 9.59" }, { "symbol": "SHSE.600792", "rule": "VWAP_RECLAIM", "wanted_qty": 23900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2544, "reason": "云煤能源，conditional_plan_watch_only，现价 3.49，触发 3.38，失效 3.28" }, { "symbol": "SHSE.601225", "rule": "VWAP_RECLAIM", "wanted_qty": 3300, "blocked_by": "framework_pool_gate", "day_return_pct": 1.5267, "reason": "陕西煤业，conditional_plan_watch_only，现价 25.27，触发 24.89，失效 24.14" }, { "symbol": "SZSE.000968", "rule": "VWAP_RECLAIM", "wanted_qty": 11300, "blocked_by": "framework_pool_gate", "day_return_pct": 5.7637, "reason": "蓝焰控股，conditional_plan_watch_only，现价 7.34，触发 6.99，失效 6.78" }, { "symbol": "SZSE.000937", "rule": "VWAP_RECLAIM", "wanted_qty": 17100, "blocked_by": "framework_pool_gate", "day_return_pct": 3.178, "reason": "冀中能源，conditional_plan_watch_only，现价 4.87，触发 4.75，失效 4.61" }, { "symbol": "SHSE.600546", "rule": "VWAP_RECLAIM", "wanted_qty": 6400, "blocked_by": "framework_pool_gate", "day_return_pct": 2.5984, "reason": "山煤国际，conditional_plan_watch_only，现价 13.03，触发 12.71，失效 12.33" }, { "symbol": "SZSE.000552", "rule": "VWAP_RECLAIM", "wanted_qty": 31900, "blocked_by": "framework_pool_gate", "day_return_pct": 2.3529, "reason": "甘肃能化，conditional_plan_watch_only，现价 2.61，触发 2.56，失效 2.48" }, { "symbol": "SHSE.600157", "rule": "VWAP_RECLAIM", "wanted_qty": 25600, "blocked_by": "framework_pool_gate", "day_return_pct": 1.8868, "reason": "永泰能源，conditional_plan_watch_only，现价 1.62，触发 1.61，失效 1.56，入场风险 4.29%" }, { "symbol": "SHSE.600348", "rule": "VWAP_RECLAIM", "wanted_qty": 9400, "blocked_by": "framework_pool_gate", "day_return_pct": 2.7778, "reason": "华阳股份，conditional_plan_watch_only，现价 8.88，触发 8.65，失效 8.39" }, { "symbol": "SZSE.000723", "rule": "VWAP_RECLAIM", "wanted_qty": 22900, "blocked_by": "framework_pool_gate", "day_return_pct": 2.2472, "reason": "美锦能源，conditional_plan_watch_only，现价 3.64，触发 3.57，失效 3.46" }, { "symbol": "SZSE.000933", "rule": "VWAP_RECLAIM", "wanted_qty": 3100, "blocked_by": "framework_pool_gate", "day_return_pct": 5.08, "reason": "神火股份，conditional_plan_watch_only，现价 26.27，触发 25.45，失效 24.69" }, { "symbol": "SHSE.600123", "rule": "VWAP_RECLAIM", "wanted_qty": 12500, "blocked_by": "framework_pool_gate", "day_return_pct": 3.7267, "reason": "兰花科创，conditional_plan_watch_only，现价 6.68，触发 6.46，失效 6.27" }, { "symbol": "SHSE.600740", "rule": "VWAP_RECLAIM", "wanted_qty": 23300, "blocked_by": "framework_pool_gate", "day_return_pct": 1.7045, "reason": "山西焦化，conditional_plan_watch_only，现价 3.58，触发 3.52，失效 3.41" }, { "symbol": "SZSE.002128", "rule": "VWAP_RECLAIM", "wanted_qty": 3000, "blocked_by": "framework_pool_gate", "day_return_pct": 4.2045, "reason": "电投能源，conditional_plan_watch_only，现价 27.51，触发 26.58，失效 25.78" }, { "symbol": "SZSE.001896", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 5200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.4825, "reason": "豫能控股，conditional_plan_watch_only，现价 15.85，触发 15.39，失效 14.93" }, { "symbol": "SHSE.600036", "rule": "VWAP_RECLAIM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 0.5425, "reason": "招商银行，conditional_plan_watch_only，现价 38.92，触发 38.71，失效 37.55，入场风险 3.54%" }, { "symbol": "SHSE.601398", "rule": "VWAP_RECLAIM", "wanted_qty": 5400, "blocked_by": "framework_pool_gate", "day_return_pct": 1.0526, "reason": "工商银行，conditional_plan_watch_only，现价 7.68，触发 7.60，失效 7.37，入场风险 4.04%" } ], "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": "20260723", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260723_risk_flags_coverage.json", "ingest_path": "reports/audit/20260723_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 4, "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_20260723.json" ], "items": { "SZSE.000539": { "name": "粤电力Ａ", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "粤电力Ａ：广东电力发展股份有限公司股票交易异常波动暨风险提示公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260723/58969093.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.000539" }, "SZSE.000975": { "name": "山金国际", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "山金国际：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260723/58967819.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.000975" }, "SHSE.600726": { "name": "华电能源", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "华电能源：关于股票交易异常波动的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260723/58968101.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600726" }, "SHSE.600396": { "name": "华电辽能", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "华电辽能：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260723/58968173.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600396" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260723", "plan_date": "20260722", "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/20260723/evidence/evidence_pack_20260723.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260723.json", "state": "derived_price_sector", "current_record_state": "derived_price_sector", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "HOT", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "HOT", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.958, "market_up_ratio": 0.722, "divergence_pct_points": 23.6, "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": "20260723", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "HOT", "plan_score": null, "execution_score": 81, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260723.json", "triggers": [ "plan_regime_MIXED_to_execution_HOT" ], "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_20260723.json", "coverage_audit_path": "reports/audit/20260723_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260723", "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_20260723_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260722_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260723_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601808", "SHSE.600408", "SHSE.601015" ], "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": "20260723", "plan_date": "20260722", "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/20260723/evidence/evidence_pack_20260723.json", "state": "verified_price_sector" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260723.json", "state": "derived_price_sector", "current_record_state": "derived_price_sector", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "HOT", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "HOT", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.958, "market_up_ratio": 0.722, "divergence_pct_points": 23.6, "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": "20260723", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "HOT", "plan_score": null, "execution_score": 81, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260723.json", "triggers": [ "plan_regime_MIXED_to_execution_HOT" ], "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_20260723.json", "coverage_audit_path": "reports/audit/20260723_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260723", "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_20260723_dashboard.cleaned.json", "fallback_to_plan_date": false }, "plan_contract": { "path": "reports/trade_plan/20260722_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260723_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601808", "SHSE.600408", "SHSE.601015" ], "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": 97, "vwap_official_count": 97, "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", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7938, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 13, "sample_total": 97, "signal_contract_total": 97, "active_contract_total": 13, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.3176, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.601899" ], "structural_hot_themes": [ { "theme": "油气开采及服务 / 石油行业", "count": 3, "top_symbols": [ "SZSE.300191", "SZSE.300084", "SZSE.000637" ], "top_return_pct": 11.7358 }, { "theme": "煤炭开采加工 / 煤炭行业", "count": 3, "top_symbols": [ "SZSE.000968", "SHSE.600403", "SZSE.000933" ], "top_return_pct": 5.7637 }, { "theme": "煤炭开采加工 / 电力行业", "count": 2, "top_symbols": [ "SZSE.000862", "SHSE.600726" ], "top_return_pct": 10.0372 } ], "structural_symbol_whitelist": [ "SZSE.000862", "SZSE.300191", "SHSE.600871" ], "conditional_probe_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": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "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": [ "external_tech_positive_confirmation_2signals" ], "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_20260723.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-23T09:25:03+08:00" }, "active_samples": [ { "symbol": "SZSE.300191", "name": "潜能恒信", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 3, "ret_pct": 11.735769501054104, "last": 31.8, "vwap": 31.183357442455527, "above_vwap": true, "amount": 1124849188.0 }, { "symbol": "SZSE.000862", "name": "银星能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 1, "ret_pct": 10.03717472118959, "last": 5.92, "vwap": 5.620557145711543, "above_vwap": true, "amount": 458515497.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 4, "ret_pct": 2.5155279503105366, "last": 33.01, "vwap": 32.987490776090596, "above_vwap": true, "amount": 14304316144.0 }, { "symbol": "SHSE.600871", "name": "石化油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 7, "ret_pct": 2.2222222222222143, "last": 2.3, "vwap": 2.286348129890321, "above_vwap": true, "amount": 444411890.0 }, { "symbol": "SZSE.000059", "name": "华锦股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 11, "ret_pct": 2.207505518763786, "last": 4.63, "vwap": 4.59535986892897, "above_vwap": true, "amount": 131545393.0 }, { "symbol": "SHSE.600395", "name": "盘江股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 10, "ret_pct": 1.4522821576763434, "last": 4.89, "vwap": 4.840926427732891, "above_vwap": true, "amount": 175253639.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 8, "ret_pct": 1.4473089099954706, "last": 22.43, "vwap": 22.561602083871524, "above_vwap": false, "amount": 2515275696.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": 0.10948905109489093, "last": 27.43, "vwap": 27.49855222343049, "above_vwap": false, "amount": 2880234108.0 }, { "symbol": "SHSE.600188", "name": "兖矿能源", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 6, "ret_pct": -0.5813953488372103, "last": 22.23, "vwap": 22.31666305749799, "above_vwap": false, "amount": 1929197413.0 }, { "symbol": "SZSE.002345", "name": "潮宏基", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 12, "ret_pct": -0.6743737957610851, "last": 10.31, "vwap": 10.189938576407874, "above_vwap": true, "amount": 238558690.0 }, { "symbol": "SHSE.600121", "name": "郑州煤电", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 2, "ret_pct": -1.0152284263959421, "last": 3.9, "vwap": 3.884040022625472, "above_vwap": true, "amount": 381100065.0 }, { "symbol": "SHSE.600578", "name": "京能电力", "theme": "电力行业", "paper_scope": "active", "priority": 9, "ret_pct": -1.898734177215189, "last": 6.2, "vwap": 6.222920798359417, "above_vwap": false, "amount": 1751205210.0 } ], "sample_rows": [ { "symbol": "SZSE.300191", "name": "潜能恒信", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 3, "ret_pct": 11.735769501054104, "last": 31.8, "vwap": 31.183357442455527, "above_vwap": true, "amount": 1124849188.0 }, { "symbol": "SZSE.000862", "name": "银星能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 1, "ret_pct": 10.03717472118959, "last": 5.92, "vwap": 5.620557145711543, "above_vwap": true, "amount": 458515497.0 }, { "symbol": "SHSE.600396", "name": "华电辽能", "theme": "电力行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.986595174262746, "last": 16.41, "vwap": 15.652002374066647, "above_vwap": true, "amount": 5291467747.0 }, { "symbol": "SHSE.600726", "name": "华电能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.090909090909104, "last": 7.2, "vwap": 6.881065803160224, "above_vwap": true, "amount": 2919324508.0 }, { "symbol": "SHSE.600711", "name": "盛屯矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.137865911237017, "last": 11.24, "vwap": 11.015056245696254, "above_vwap": true, "amount": 2183498077.0 }, { "symbol": "SZSE.300084", "name": "海默科技", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.98555211558307, "last": 10.27, "vwap": 10.145702853204993, "above_vwap": true, "amount": 182559748.0 }, { "symbol": "SZSE.000968", "name": "蓝焰控股", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.7636887608069065, "last": 7.34, "vwap": 7.22455195902645, "above_vwap": true, "amount": 505269270.0 }, { "symbol": "SHSE.600403", "name": "大有能源", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6140350877192935, "last": 6.02, "vwap": 5.930668018640624, "above_vwap": true, "amount": 942257418.0 }, { "symbol": "SZSE.000637", "name": "茂化实华", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.309734513274322, "last": 3.57, "vwap": 3.478334899167559, "above_vwap": true, "amount": 47759973.0 }, { "symbol": "SZSE.000933", "name": "神火股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.079999999999996, "last": 26.27, "vwap": 26.031123364941667, "above_vwap": true, "amount": 2252965093.0 }, { "symbol": "SZSE.300157", "name": "新锦动力", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.566210045662111, "last": 4.58, "vwap": 4.5606233386927855, "above_vwap": true, "amount": 618356676.0 }, { "symbol": "SZSE.001896", "name": "豫能控股", "theme": "电力行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.482531311799609, "last": 15.85, "vwap": 15.591232152163903, "above_vwap": true, "amount": 3081279619.0 } ] }, "pool_up_ratio": 0.7938, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 13, "sample_total": 97, "active_samples": [ { "symbol": "SZSE.300191", "name": "潜能恒信", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 3, "ret_pct": 11.735769501054104, "last": 31.8, "vwap": 31.183357442455527, "above_vwap": true, "amount": 1124849188.0 }, { "symbol": "SZSE.000862", "name": "银星能源", "theme": "煤炭开采加工 / 电力行业", "paper_scope": "active", "priority": 1, "ret_pct": 10.03717472118959, "last": 5.92, "vwap": 5.620557145711543, "above_vwap": true, "amount": 458515497.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 4, "ret_pct": 2.5155279503105366, "last": 33.01, "vwap": 32.987490776090596, "above_vwap": true, "amount": 14304316144.0 }, { "symbol": "SHSE.600871", "name": "石化油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 7, "ret_pct": 2.2222222222222143, "last": 2.3, "vwap": 2.286348129890321, "above_vwap": true, "amount": 444411890.0 }, { "symbol": "SZSE.000059", "name": "华锦股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 11, "ret_pct": 2.207505518763786, "last": 4.63, "vwap": 4.59535986892897, "above_vwap": true, "amount": 131545393.0 }, { "symbol": "SHSE.600395", "name": "盘江股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 10, "ret_pct": 1.4522821576763434, "last": 4.89, "vwap": 4.840926427732891, "above_vwap": true, "amount": 175253639.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 8, "ret_pct": 1.4473089099954706, "last": 22.43, "vwap": 22.561602083871524, "above_vwap": false, "amount": 2515275696.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": 0.10948905109489093, "last": 27.43, "vwap": 27.49855222343049, "above_vwap": false, "amount": 2880234108.0 }, { "symbol": "SHSE.600188", "name": "兖矿能源", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 6, "ret_pct": -0.5813953488372103, "last": 22.23, "vwap": 22.31666305749799, "above_vwap": false, "amount": 1929197413.0 }, { "symbol": "SZSE.002345", "name": "潮宏基", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 12, "ret_pct": -0.6743737957610851, "last": 10.31, "vwap": 10.189938576407874, "above_vwap": true, "amount": 238558690.0 }, { "symbol": "SHSE.600121", "name": "郑州煤电", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 2, "ret_pct": -1.0152284263959421, "last": 3.9, "vwap": 3.884040022625472, "above_vwap": true, "amount": 381100065.0 }, { "symbol": "SHSE.600578", "name": "京能电力", "theme": "电力行业", "paper_scope": "active", "priority": 9, "ret_pct": -1.898734177215189, "last": 6.2, "vwap": 6.222920798359417, "above_vwap": false, "amount": 1751205210.0 } ], "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "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": [ "external_tech_positive_confirmation_2signals" ], "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_20260723.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-23T09:25:03+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 97, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 13, "active_quote_total": 13, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 38.14, "auction_liquidity_score": 59.79, "covered_signal_count": 97, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260723.json", "source_generated_at": "2026-07-23T18:01:59+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "external_tech_positive_confirmation_2signals" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "external_tech_positive_confirmation_2signals" ], "source_quality": "verified_live" }, "korea_market_stress_pct": 1.3966, "korea_market_close_pct": 4.4013, "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": 13, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 13, "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": "Gate Funnel 仅统计 13 个具备完整价格合同的正式入场信号；另有 84 个条件/观察对象保留在板块复盘，不计入正式阻断。", "diagnostic_counts": { "market_gate_blocked": 13, "minute_energy_blocked": 5, "vwap_blocked": 5, "chase_ceiling_blocked": 2, "capital_blocked": 1, "quote_stale_blocked": 0 }, "diagnostic_counts_scope": "independent_signal_checks_excluding_policy_suppressed_market_gate", "first_fail_counts": { "policy_blocked_observe_only": 0, "market_gate_blocked": 13, "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": 13, "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", "vwap_metrics_scope": "formal_entry_contracts", "observation_total_count": 97, "observation_only_excluded_count": 84, "data_quality_state": "ok" }, "signals_snapshot": { "total": 97, "active_contracts": 13, "conditional_contracts": 84, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }