{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260728", "trade_date": "20260729", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_snapshot.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260729.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_20260728.json", "intraday_metric_reconciliation": "embedded_in_snapshot", "sqlite_portfolio": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/runtime/state/local_paper.sqlite" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "account": { "initial_capital": 1000000.0, "cash": 984265.51, "market_value": 61712.0, 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61712.0 } ], "orders": [ { "event_id": "20260728:20260729:SZSE.000568:SECOND_WAVE_BREAK_VWAP:BUY", "ts": "2026-07-29T09:31:20", "symbol": "SZSE.000568", "name": "泸州老窖", "side": "BUY", "status": "FILLED", "order_kind": "OFFICIAL_BUY", "kind_inferred": true, "qty": 700, "price": 87.71, "amount": 61396.99999999999, "reason": "paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 87.05, "raw_status": "FILLED", "raw": { "amount": 61396.99999999999, "base_exec_high": 89.66, "cash_before_order": 1045662.51, "chase_ceiling": 89.66, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.7282, "entry_zone_high": 88.36, "entry_zone_low": 85.74, "event_id": "20260728:20260729:SZSE.000568:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 89.66, "exec_low": 87.05, "intraday_vwap": 87.3314, "invalid_price": 84.44, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { 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"side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 75.82, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.000568", "target_amount": 62739.75, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "白酒概念", "trade_date": "20260729", "trigger_price": 87.05, "ts": "2026-07-29T09:31:20", "id": 82, "raw_json": "{\"amount\": 61396.99999999999, \"base_exec_high\": 89.66, \"cash_before_order\": 1045662.51, \"chase_ceiling\": 89.66, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.7282, \"entry_zone_high\": 88.36, \"entry_zone_low\": 85.74, \"event_id\": \"20260728:20260729:SZSE.000568:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 89.66, \"exec_low\": 87.05, \"intraday_vwap\": 87.3314, \"invalid_price\": 84.44, \"ma5\": null, \"max_chase_pct\": 3.0, \"minute_energy\": {\"absolute_amount_multiple_min\": 1.6, \"amount_base_hint_yi\": 0.5, \"amount_floor_yi\": 0.15, \"amount_yi\": 0.5712, \"bar_count\": 2, \"bars\": [{\"amount_yi\": 0.393, \"close\": 87.47, \"high\": 87.47, \"low\": 87.43, \"open\": 87.43, \"time\": \"09:30\"}, {\"amount_yi\": 0.1782, \"close\": 87.7, \"high\": 87.7, \"low\": 87.7, \"open\": 87.7, \"time\": \"09:31\"}], \"energy_ratio\": null, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0, \"ratio_min\": 1.05, \"reason\": \"minute_energy_confirmed\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"泸州老窖\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260728\", \"plan_id\": \"20260728:SZSE.000568:SECOND_WAVE_BREAK_VWAP\", \"price\": 87.71, \"price_vs_vwap_pct\": 0.4221, \"qty\": 700, \"quote_ask1\": 87.71, \"quote_ask_qty1\": 1, \"quote_bid1\": 87.7, \"quote_bid_qty1\": 6, \"quote_high\": 87.86, \"quote_last\": 87.7, \"quote_low\": 86.78, \"quote_open\": 87.0, \"quote_prev_close\": 87.0, \"quote_ts\": \"2026-07-29T09:31:15\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 75.82, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.000568\", \"target_amount\": 62739.75, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"白酒概念\", \"trade_date\": \"20260729\", \"trigger_price\": 87.05, \"ts\": \"2026-07-29T09:31:20\"}" } } ], "shadow_observation_summary": { "total": 39, "status_counts": { "OBSERVE": 23, "CANCELLED": 2, "FILLED": 1, "NEAR_TRIGGER": 6, "TOUCHED": 6, "ACTIONABLE": 1 }, "actionable_count": 1, "touched_count": 6, "cancelled_count": 2, "near_trigger_count": 6, "observe_count": 23, "chase_ceiling_blocked_count": 6, "invalid_price_broken_count": 2, "sector_divergence": [ { "theme": "白酒概念", "signals": 33, "chase": 3, "invalidation": 2 } ], "top_reasons": [ { "reason": "minute_energy_amount_too_low", "count": 19 }, { "reason": "near_trigger", "count": 6 }, { "reason": "trigger_touched_but_above_exec_high", "count": 6 }, { "reason": "invalid_price_broken", "count": 2 }, { "reason": "waiting_trigger", "count": 2 }, { "reason": "already_filled_position_tracking", "count": 1 }, { "reason": "entry_risk_too_wide_over_5pct", "count": 1 }, { "reason": "signal_contract_missing_price_fields", "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.603025", "rule": "VWAP_RECLAIM", "wanted_qty": 6300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8311, "reason": "大豪科技，conditional_plan_watch_only，现价 13.28，触发 12.82，失效 12.44" }, { "symbol": "SHSE.600809", "rule": "VWAP_RECLAIM", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 1.4733, "reason": "山西汾酒，conditional_plan_watch_only，现价 128.11，触发 126.61，失效 122.81，入场风险 4.14%" }, { "symbol": "SZSE.300755", "rule": "VWAP_RECLAIM", "wanted_qty": 7500, "blocked_by": "framework_pool_gate", "day_return_pct": 3.4579, "reason": "华致酒行，conditional_plan_watch_only，现价 11.07，触发 10.86，失效 10.53" }, { "symbol": "SHSE.603299", "rule": "VWAP_RECLAIM", "wanted_qty": 8900, "blocked_by": "framework_pool_gate", "day_return_pct": 1.862, "reason": "苏盐井神，conditional_plan_watch_only，现价 9.30，触发 9.13，失效 8.86" }, { "symbol": "SHSE.600600", "rule": "VWAP_RECLAIM", "wanted_qty": 1500, "blocked_by": "framework_pool_gate", "day_return_pct": 2.0022, "reason": "青岛啤酒，conditional_plan_watch_only，现价 55.53，触发 54.44，失效 52.81" }, { "symbol": "SHSE.600132", "rule": "VWAP_RECLAIM", "wanted_qty": 1800, "blocked_by": "framework_pool_gate", "day_return_pct": 3.1774, "reason": "重庆啤酒，conditional_plan_watch_only，现价 46.11，触发 44.86，失效 43.51" }, { "symbol": "SZSE.002461", "rule": "VWAP_RECLAIM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.5974, "reason": "珠江啤酒，entry_risk_too_wide_over_5pct，现价 8.69，触发 8.52，失效 8.26，入场风险 5.06%" }, { "symbol": "SZSE.000729", "rule": "VWAP_RECLAIM", "wanted_qty": 6500, "blocked_by": "framework_pool_gate", "day_return_pct": 2.9911, "reason": "燕京啤酒，conditional_plan_watch_only，现价 12.74，触发 12.45，失效 12.08" } ], "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": "20260729", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260729_risk_flags_coverage.json", "ingest_path": "reports/audit/20260729_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 1, "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_20260729.json" ], "items": { "SZSE.002342": { "name": "巨力索具", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "巨力索具：关于实际控制人部分股份补充质押的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260729/59022261.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002342" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260729", "plan_date": "20260728", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": "inbox/local_public/20260729/evidence/preopen_execution_evidence_20260729.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260729.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "aligned", "mismatch": false, "regime_delta": 0, "transition_direction": "unchanged", "blocking_reasons": [], "note": "计划日与执行日 regime 已对齐，仍需盘中 Strict Gate。", "action": "continue_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.3077, "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": "20260729", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_score": null, "execution_score": 29.99, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260729.json", "triggers": [], "action": "开盘前按正常计划复核，仍需盘中 Strict Gate。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260729.json", "coverage_audit_path": "reports/audit/20260729_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260729", "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_20260728_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260728_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", "entry_reconfirmation_required": false, "soft_restrictions": [], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260729_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002646", "SHSE.600257", "SZSE.000596" ], "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": "20260729", "plan_date": "20260728", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": "inbox/local_public/20260729/evidence/preopen_execution_evidence_20260729.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260729.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "aligned", "mismatch": false, "regime_delta": 0, "transition_direction": "unchanged", "blocking_reasons": [], "note": "计划日与执行日 regime 已对齐，仍需盘中 Strict Gate。", "action": "continue_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.3077, "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": "20260729", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_score": null, "execution_score": 29.99, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260729.json", "triggers": [], "action": "开盘前按正常计划复核，仍需盘中 Strict Gate。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260729.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260729", "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_20260728_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260728_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", "entry_reconfirmation_required": false, "soft_restrictions": [], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260729_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002646", "SHSE.600257", "SZSE.000596" ], "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_reconciliation": { "observed_at_runtime": { "status": "READY", "hard_block_new_entries": false, "blockers": [] }, "recomputed_after_close": { "status": "READY", "hard_block_new_entries": false, "blockers": [], "entry_reconfirmation_required": false }, "policy_changed_after_repair": false, "classification": "historical_runtime_and_recomputed_policy_consistent", "audit_note": "盘中原始轨迹保留为历史事实；修复后的规则仅用于回溯验证和后续交易日，不能倒写为当日已执行。" }, "intraday_metric_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 39, "vwap_official_count": 39, "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": true, "reason": "expired_after_09:45,clustered_mainline_core_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.8974, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 5, "sample_total": 39, "signal_contract_total": 39, "active_contract_total": 5, "dominant_theme": "白酒概念", "dominant_theme_share": 0.9151, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.603369", "SZSE.000995" ], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.49%" ], "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_20260729.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-29T09:25:12+08:00" }, "active_samples": [ { "symbol": "SHSE.603369", "name": "今世缘", "theme": "白酒概念", "paper_scope": "active", "priority": 1, "ret_pct": 2.1457639659637318, "last": 27.61, "vwap": 27.52513216117216, "above_vwap": true, "amount": 563577081.0 }, { "symbol": "SZSE.000568", "name": "泸州老窖", "theme": "白酒概念", "paper_scope": "active", "priority": 4, "ret_pct": 1.3333333333333197, "last": 88.16, "vwap": 88.37668530183876, "above_vwap": false, "amount": 1558690761.0 }, { "symbol": "SZSE.000721", "name": "西安饮食", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": 0.978792822185981, "last": 6.19, "vwap": 6.230618980738363, "above_vwap": false, "amount": 130424301.0 }, { "symbol": "SZSE.000995", "name": "皇台酒业", "theme": "白酒概念", "paper_scope": "active", "priority": 2, "ret_pct": 0.0990099009900991, "last": 10.11, "vwap": 10.107067775365005, "above_vwap": true, "amount": 171748392.0 }, { "symbol": "SHSE.603198", "name": "迎驾贡酒", "theme": "白酒概念", "paper_scope": "active", "priority": 3, "ret_pct": -0.7850568489442322, "last": 36.65, "vwap": 36.84846211522755, "above_vwap": false, "amount": 275210109.0 } ], "sample_rows": [ { "symbol": "SHSE.603025", "name": "大豪科技", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.8311180609851503, "last": 13.28, "vwap": 13.055175955134946, "above_vwap": true, "amount": 148985668.0 }, { "symbol": "SZSE.300755", "name": "华致酒行", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.457943925233664, "last": 11.07, "vwap": 11.001394607603993, "above_vwap": true, "amount": 67651976.0 }, { "symbol": "SHSE.600132", "name": "重庆啤酒", "theme": "啤酒概念 / 酿酒行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.177444618482883, "last": 46.11, "vwap": 46.177164706054704, "above_vwap": false, "amount": 315209944.0 }, { "symbol": "SHSE.603919", "name": "金徽酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.1649831649831706, "last": 15.32, "vwap": 15.261642352718885, "above_vwap": true, "amount": 193851855.0 }, { "symbol": "SZSE.000729", "name": "燕京啤酒", "theme": "啤酒概念 / 酿酒行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9911075181891844, "last": 12.74, "vwap": 12.757380611439443, "above_vwap": false, "amount": 504253329.0 }, { "symbol": "SZSE.002461", "name": "珠江啤酒", "theme": "啤酒概念 / 酿酒行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.597402597402576, "last": 8.69, "vwap": 8.661703133601753, "above_vwap": true, "amount": 80242884.0 }, { "symbol": "SHSE.603777", "name": "来伊份", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.2900763358778775, "last": 13.4, "vwap": 13.320118127444214, "above_vwap": true, "amount": 115805107.0 }, { "symbol": "SHSE.600655", "name": "豫园股份", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.2471910112359383, "last": 4.55, "vwap": 4.543620621053542, "above_vwap": true, "amount": 78793197.0 }, { "symbol": "SHSE.600771", "name": "广誉远", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1693491952414323, "last": 14.6, "vwap": 14.541080460350308, "above_vwap": true, "amount": 115229338.0 }, { "symbol": "SHSE.603369", "name": "今世缘", "theme": "白酒概念", "paper_scope": "active", "priority": 1, "ret_pct": 2.1457639659637318, "last": 27.61, "vwap": 27.52513216117216, "above_vwap": true, "amount": 563577081.0 }, { "symbol": "SHSE.600573", "name": "惠泉啤酒", "theme": "啤酒概念 / 酿酒行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.0105820105820182, "last": 9.64, "vwap": 9.639168840617367, "above_vwap": true, "amount": 92743263.0 }, { "symbol": "SHSE.600600", "name": "青岛啤酒", "theme": "啤酒概念 / 酿酒行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.0022042615723823, "last": 55.53, "vwap": 55.599485512613036, "above_vwap": false, "amount": 608097133.0 } ] }, "pool_up_ratio": 0.8974, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 5, "sample_total": 39, "active_samples": [ { "symbol": "SHSE.603369", "name": "今世缘", "theme": "白酒概念", "paper_scope": "active", "priority": 1, "ret_pct": 2.1457639659637318, "last": 27.61, "vwap": 27.52513216117216, "above_vwap": true, "amount": 563577081.0 }, { "symbol": "SZSE.000568", "name": "泸州老窖", "theme": "白酒概念", "paper_scope": "active", "priority": 4, "ret_pct": 1.3333333333333197, "last": 88.16, "vwap": 88.37668530183876, "above_vwap": false, "amount": 1558690761.0 }, { "symbol": "SZSE.000721", "name": "西安饮食", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": 0.978792822185981, "last": 6.19, "vwap": 6.230618980738363, "above_vwap": false, "amount": 130424301.0 }, { "symbol": "SZSE.000995", "name": "皇台酒业", "theme": "白酒概念", "paper_scope": "active", "priority": 2, "ret_pct": 0.0990099009900991, "last": 10.11, "vwap": 10.107067775365005, "above_vwap": true, "amount": 171748392.0 }, { "symbol": "SHSE.603198", "name": "迎驾贡酒", "theme": "白酒概念", "paper_scope": "active", "priority": 3, "ret_pct": -0.7850568489442322, "last": 36.65, "vwap": 36.84846211522755, "above_vwap": false, "amount": 275210109.0 } ], "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.603369", "SZSE.000995" ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": 45.0, "dominant_theme": "白酒概念", "dominant_theme_share": 0.9151, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.49%" ], "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_20260729.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-29T09:25:12+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 39, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline" }, "auction_board_confirm_score": 75, "auction_stock_accept_score": 7.69, "auction_liquidity_score": 40.0, "covered_signal_count": 39, "covered_holding_count": 1, "slot_holding_count": 1, "dust_holding_count": 0, "holding_symbols": [ "SZSE.000568" ], "slot_holding_symbols": [ "SZSE.000568" ], "reason": "expired_after_09:45,clustered_mainline_core_entry_only", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260729.json", "source_generated_at": "2026-07-29T09:25:12+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "MEDIUM", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "sox_negative_-4.49%" ] }, "verified_gate": { "level": "MEDIUM", "score": 40.0, "reasons": [ "sox_negative_-4.49%" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -1.5657, "korea_market_close_pct": 0.3621, "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": 5, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 5, "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": "intraday_metrics_missing_warning", "execution_scope": "new_entry_signals_only", "position_add_filled": 0, "official_buy_filled": 1, "scope_note": "Gate Funnel 仅统计 5 个具备完整价格合同的正式入场信号；另有 34 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": 5, "minute_energy_blocked": 4, "vwap_blocked": 3, "chase_ceiling_blocked": 0, "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": 0, "market_gate_blocked": 5, "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": 1, "intraday_metrics_missing_ratio": 0.2, "intraday_metrics_missing_fields": { "minute_energy_passed": 1 }, "intraday_metrics_missing_warn_threshold": 0.15, "intraday_metrics_missing_block_threshold": 0.25, "vwap_official_count": 5, "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": 39, "observation_only_excluded_count": 34, "data_quality_state": "warning" }, "signals_snapshot": { "total": 39, "active_contracts": 5, "conditional_contracts": 34, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }