{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260730", "trade_date": "20260731", "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_20260731.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_20260730.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": 63602.0, "total_value": 1047867.51, "unrealized_pnl": 2205.000000000004, "realized_pnl": 0.0, "daily_pnl": 223.99999999999523, "total_pnl": 47867.51000000001, "total_pnl_pct": 4.786751000000001, "realized_pnl_source": "no_filled_sell", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 45662.51, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1047867.51, "total_pnl": 47867.51000000001, "total_pnl_pct": 4.786751000000001, "unrealized_pnl": 2205.000000000004, "realized_pnl": 0.0, "daily_pnl": 223.99999999999523, "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": 1, "raw_positions": 1, "dust_positions": 0, "signals": 85, "active_contracts": 13, "conditional_contracts": 72, "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": 85, "vwap_official_count": 85, "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": "20260731", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260731.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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": [ { "symbol": "SZSE.000568", "name": "泸州老窖", "quantity": 700, "sellable_qty": 700, "avg_cost": 87.71, "last_price": 90.86, "prev_close": 90.54, "holding_days": 2, "daily_pnl": 223.99999999999523, "daily_return_pct": 0.35343494588026636, "unrealized_pnl": 2205.000000000004, "unrealized_pnl_pct": 3.591380686352763, "position_pct_of_total": 6.0696604669038745, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-07-31T14:55:16", "market_value": 63602.0 } ], "orders": [], "shadow_observation_summary": { "total": 85, "status_counts": { "CANCELLED": 20, "OBSERVE": 45, "NEAR_TRIGGER": 17, "ACTIONABLE": 1, "TOUCHED": 2 }, "actionable_count": 1, "touched_count": 2, "cancelled_count": 20, "near_trigger_count": 17, "observe_count": 45, "chase_ceiling_blocked_count": 2, "invalid_price_broken_count": 20, "sector_divergence": [ { "theme": "保险重仓", "signals": 11, "chase": 2, "invalidation": 1 } ], "top_reasons": [ { "reason": "waiting_trigger", "count": 36 }, { "reason": "invalid_price_broken", "count": 20 }, { "reason": "near_trigger", "count": 17 }, { "reason": "signal_contract_missing_price_fields", "count": 4 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "minute_energy_ratio_too_low", "count": 2 }, { "reason": "trigger_touched_but_above_exec_high", "count": 2 }, { "reason": "trigger_touched", "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": "SZSE.300164", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3500, "blocked_by": "framework_pool_gate", "day_return_pct": 0.2513, "reason": "通源石油，conditional_plan_watch_only，现价 11.97，触发 11.94，失效 11.58，入场风险 3.26%" }, { "symbol": "SHSE.600588", "rule": "VWAP_RECLAIM", "wanted_qty": 7500, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0298, "reason": "用友网络，conditional_plan_watch_only，现价 11.08，触发 10.36，失效 10.05" }, { "symbol": "SHSE.601098", "rule": "VWAP_RECLAIM", "wanted_qty": 7600, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2926, "reason": "中南传媒，conditional_plan_watch_only，现价 10.98，触发 10.67，失效 10.35" } ], "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": "20260731", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260731_risk_flags_coverage.json", "ingest_path": "reports/audit/20260731_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 3, "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_20260731.json" ], "items": { "SHSE.600199": { "name": "金种子酒", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "金种子酒：关于股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260731/59054329.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600199" }, "SZSE.000721": { "name": "西安饮食", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "西安饮食：关于公司股票交易异常波动的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260731/59057027.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.000721" }, "SHSE.600418": { "name": "江淮汽车", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "江淮汽车：江淮汽车股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260731/59057127.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600418" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260731", "plan_date": "20260730", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260731/evidence/preopen_execution_evidence_20260731.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260731.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.1294, "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": "20260731", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260731.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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_20260731.json", "coverage_audit_path": "reports/audit/20260731_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260731", "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_20260730_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260730_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_reconfirmation_required", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260731_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600809", "SHSE.600519", "SHSE.600066" ], "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": "20260731", "plan_date": "20260730", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260731/evidence/preopen_execution_evidence_20260731.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260731.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.1294, "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": "20260731", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260731.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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_20260731.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260731", "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_20260730_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260730_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_reconfirmation_required", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260731_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600809", "SHSE.600519", "SHSE.600066" ], "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": true }, "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": 85, "vwap_official_count": 85, "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,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "signal_contract_total": 85, "active_contract_total": 13, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "保险重仓", "count": 2, "top_symbols": [ "SHSE.600588", "SHSE.600418" ], "top_return_pct": 10.0298 } ], "structural_symbol_whitelist": [], "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_4signals" ], "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_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": 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