{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260731", "trade_date": "20260803", "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_20260803.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_20260731.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": 922020.51, "market_value": 125587.0, "total_value": 1047607.51, "unrealized_pnl": 1944.999999999997, "realized_pnl": 0.0, "daily_pnl": 1342.9999999999945, "total_pnl": 47607.51000000001, "total_pnl_pct": 4.760751000000001, "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": 1047607.51, "total_pnl": 47607.51000000001, "total_pnl_pct": 4.760751000000001, "unrealized_pnl": 1944.999999999997, "realized_pnl": 0.0, "daily_pnl": 1342.9999999999945, "filled_orders": 1, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 1, "shadow_buy_filled": 0, "risk_sell_filled": 0, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 2, "raw_positions": 2, "dust_positions": 0, "signals": 54, "active_contracts": 13, "conditional_contracts": 41, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": true, "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": 54, "vwap_official_count": 51, "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": 0.0556, "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": "20260803", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 75.43, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260803.json", "triggers": [ "plan_regime_HOT_to_execution_WARM", "external_tech_shock_extreme" ], "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": 90.32, "prev_close": 90.93, "holding_days": 3, "daily_pnl": -427.00000000000955, "daily_return_pct": -0.6708457054877528, "unrealized_pnl": 1826.9999999999995, "unrealized_pnl_pct": 2.975715425835146, "position_pct_of_total": 6.03508464730269, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-03T14:55:05", "market_value": 63223.99999999999 }, { "symbol": "SZSE.002139", "name": "拓邦股份", "quantity": 5900, "sellable_qty": 0, "avg_cost": 10.55, "last_price": 10.57, "prev_close": 10.27, "holding_days": 0, "daily_pnl": 1770.000000000004, "daily_return_pct": 2.9211295034079914, "unrealized_pnl": 117.99999999999748, "unrealized_pnl_pct": 0.18957345971564177, "position_pct_of_total": 5.952897378522993, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-03T14:55:05", "market_value": 62363.0 } ], "orders": [ { "event_id": "20260731:20260803:SZSE.002139:SECOND_WAVE_BREAK_VWAP:BUY", "ts": "2026-08-03T10:59:18", "symbol": "SZSE.002139", "name": "拓邦股份", "side": "BUY", "status": "FILLED", "order_kind": "OFFICIAL_BUY", "kind_inferred": true, "qty": 5900, "price": 10.55, "amount": 62245.00000000001, "reason": "paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 10.35, "raw_status": "FILLED", "raw": { "amount": 62245.00000000001, "base_exec_high": 10.66, "cash_before_order": 984265.51, "chase_ceiling": 10.66, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.8341, "entry_zone_high": 10.51, "entry_zone_low": 10.19, "event_id": "20260731:20260803:SZSE.002139:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 10.66, "exec_low": 10.35, "intraday_vwap": 10.4291, "invalid_price": 10.04, "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": 0.0862, "bar_count": 3, "bars": [ { "amount_yi": 0.0031, "close": 10.49, "high": 10.49, "low": 10.48, "open": 10.48, "time": "10:57" }, { "amount_yi": 0.0069, "close": 10.49, "high": 10.49, "low": 10.49, "open": 10.49, "time": "10:58" }, { "amount_yi": 0.0762, "close": 10.55, "high": 10.55, "low": 10.55, "open": 10.55, "time": "10:59" } ], "energy_ratio": 7.3051, "min_samples": 2, "passed": true, "prev_amount_yi": 0.0118, "ratio_min": 1.05, "reason": "minute_energy_accelerating", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "拓邦股份", "paper_scope": "active", "participation_rate": null, "plan_date": "20260731", "plan_id": "20260731:SZSE.002139:SECOND_WAVE_BREAK_VWAP", "price": 10.55, "price_vs_vwap_pct": 1.1593, "qty": 5900, "quote_ask1": 10.55, "quote_ask_qty1": 1741, "quote_bid1": 10.53, "quote_bid_qty1": 26, "quote_high": 10.55, "quote_last": 10.55, "quote_low": 10.23, "quote_open": 10.3, "quote_prev_close": 10.27, "quote_ts": "2026-08-03T10:59:15", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 193.24, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002139", "target_amount": 62858.19, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "华为欧拉 / 华为鸿蒙", "trade_date": "20260803", "trigger_price": 10.35, "ts": "2026-08-03T10:59:18", "raw_json": "{\"amount\": 62245.00000000001, \"base_exec_high\": 10.66, \"cash_before_order\": 984265.51, \"chase_ceiling\": 10.66, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 4.8341, \"entry_zone_high\": 10.51, \"entry_zone_low\": 10.19, \"event_id\": \"20260731:20260803:SZSE.002139:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 10.66, \"exec_low\": 10.35, \"intraday_vwap\": 10.4291, \"invalid_price\": 10.04, \"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\": 0.0862, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.0031, \"close\": 10.49, \"high\": 10.49, \"low\": 10.48, \"open\": 10.48, \"time\": \"10:57\"}, {\"amount_yi\": 0.0069, \"close\": 10.49, \"high\": 10.49, \"low\": 10.49, \"open\": 10.49, \"time\": \"10:58\"}, {\"amount_yi\": 0.0762, \"close\": 10.55, \"high\": 10.55, \"low\": 10.55, \"open\": 10.55, \"time\": \"10:59\"}], \"energy_ratio\": 7.3051, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0.0118, \"ratio_min\": 1.05, \"reason\": \"minute_energy_accelerating\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"拓邦股份\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260731\", \"plan_id\": \"20260731:SZSE.002139:SECOND_WAVE_BREAK_VWAP\", \"price\": 10.55, \"price_vs_vwap_pct\": 1.1593, \"qty\": 5900, \"quote_ask1\": 10.55, \"quote_ask_qty1\": 1741, \"quote_bid1\": 10.53, \"quote_bid_qty1\": 26, \"quote_high\": 10.55, \"quote_last\": 10.55, \"quote_low\": 10.23, \"quote_open\": 10.3, \"quote_prev_close\": 10.27, \"quote_ts\": \"2026-08-03T10:59:15\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 193.24, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.002139\", \"target_amount\": 62858.19, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"华为欧拉 / 华为鸿蒙\", \"trade_date\": \"20260803\", \"trigger_price\": 10.35, \"ts\": \"2026-08-03T10:59:18\"}", "id": 83 } } ], "shadow_observation_summary": { "total": 54, "status_counts": { "FILLED": 1, "OBSERVE": 23, "CANCELLED": 14, "NEAR_TRIGGER": 11, "TOUCHED": 5 }, "actionable_count": 0, "touched_count": 5, "cancelled_count": 14, "near_trigger_count": 11, "observe_count": 23, "chase_ceiling_blocked_count": 5, "invalid_price_broken_count": 14, "sector_divergence": [ { "theme": "华为欧拉 / 华为鸿蒙", "signals": 44, "chase": 5, "invalidation": 11 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 14 }, { "reason": "waiting_trigger", "count": 12 }, { "reason": "near_trigger", "count": 11 }, { "reason": "minute_energy_amount_too_low", "count": 7 }, { "reason": "trigger_touched_but_above_exec_high", "count": 5 }, { "reason": "signal_contract_missing_price_fields", "count": 4 }, { "reason": "already_filled_position_tracking", "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.301221", "rule": "VWAP_RECLAIM", "wanted_qty": 2900, "blocked_by": "framework_pool_gate", "day_return_pct": 7.083, "reason": "光庭信息，conditional_plan_watch_only，现价 28.12，触发 26.68，失效 25.88" }, { "symbol": "SZSE.300036", "rule": "VWAP_RECLAIM", "wanted_qty": 6900, "blocked_by": "framework_pool_gate", "day_return_pct": 4.1667, "reason": "超图软件，conditional_plan_watch_only，现价 12.00，触发 11.80，失效 11.45" }, { "symbol": "SHSE.603610", "rule": "VWAP_RECLAIM", "wanted_qty": 5700, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0152, "reason": "麒盛科技，conditional_plan_watch_only，现价 14.50，触发 13.48，失效 13.08" }, { "symbol": "SHSE.605299", "rule": "VWAP_RECLAIM", "wanted_qty": 7000, "blocked_by": "framework_pool_gate", "day_return_pct": 2.9565, "reason": "舒华体育，conditional_plan_watch_only，现价 11.84，触发 11.65，失效 11.30" }, { "symbol": "SZSE.300826", "rule": "VWAP_RECLAIM", "wanted_qty": 6600, "blocked_by": "framework_pool_gate", "day_return_pct": 8.2973, "reason": "测绘股份，conditional_plan_watch_only，现价 12.53，触发 11.73，失效 11.38" } ], "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": "20260803", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260803_risk_flags_coverage.json", "ingest_path": "reports/audit/20260803_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_20260803.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260803", "plan_date": "20260731", "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/20260803/evidence/preopen_execution_evidence_20260803.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260803.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WARM", "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": 0.6852, "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": "20260803", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 75.43, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260803.json", "triggers": [ "plan_regime_HOT_to_execution_WARM", "external_tech_shock_extreme" ], "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_20260803.json", "coverage_audit_path": "reports/audit/20260803_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260803", "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_20260731_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260731_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/20260803_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300624", "SZSE.300634", "SZSE.300766" ], "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": "20260803", "plan_date": "20260731", "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/20260803/evidence/preopen_execution_evidence_20260803.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260803.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WARM", "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": 0.6852, "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": "20260803", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 75.43, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260803.json", "triggers": [ "plan_regime_HOT_to_execution_WARM", "external_tech_shock_extreme" ], "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_20260803.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260803", "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_20260731_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260731_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/20260803_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300624", "SZSE.300634", "SZSE.300766" ], "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": 54, "vwap_official_count": 51, "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": 0.0556, "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": 0.6852, "active_up_ratio": 0.6923, "active_positive": 9, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 13, "sample_total": 54, "signal_contract_total": 54, "active_contract_total": 13, "dominant_theme": "华为欧拉 / 华为鸿蒙", "dominant_theme_share": 0.8125, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002139", "SZSE.002212", "SZSE.002599", "SZSE.300830" ], "structural_hot_themes": [ { "theme": "华为欧拉 / 华为鸿蒙", "count": 3, "top_symbols": [ "SHSE.603610", "SZSE.300826", "SZSE.301221" ], "top_return_pct": 10.0152 } ], "structural_symbol_whitelist": [ "SZSE.002139", "SZSE.002212", "SZSE.002599", "SZSE.300830" ], "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": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "korea_market_stress_-5.64%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_20260803.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-03T14:48:43+08:00" }, "active_samples": [ { "symbol": "SZSE.002139", "name": "拓邦股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 0, "ret_pct": 2.921129503407993, "last": 10.57, "vwap": 10.471192804231437, "above_vwap": true, "amount": 324273993.0 }, { "symbol": "SZSE.002599", "name": "盛通股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 6, "ret_pct": 1.300813008130075, "last": 6.23, "vwap": 6.192949034895883, "above_vwap": true, "amount": 65131245.0 }, { "symbol": "SZSE.300830", "name": "金现代", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 8, "ret_pct": 1.1056511056511065, "last": 8.23, "vwap": 8.190146692840305, "above_vwap": true, "amount": 99715855.0 }, { "symbol": "SZSE.300324", "name": "旋极信息", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 1, "ret_pct": 1.072386058981234, "last": 3.77, "vwap": 3.7430477823462516, "above_vwap": true, "amount": 106966948.0 }, { "symbol": "SZSE.002474", "name": "榕基软件", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 7, "ret_pct": 0.9661835748792313, "last": 6.27, "vwap": 6.216767184827833, "above_vwap": true, "amount": 121777144.0 }, { "symbol": "SZSE.002212", "name": "天融信", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 4, "ret_pct": 0.9132420091324089, "last": 6.63, "vwap": 6.620236537941711, "above_vwap": true, "amount": 609831695.0 }, { "symbol": "SZSE.002439", "name": "启明星辰", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 5, "ret_pct": 0.5003573981415377, "last": 14.06, "vwap": 14.103829971748382, "above_vwap": false, "amount": 473262477.0 }, { "symbol": "SZSE.300339", "name": "润和软件", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 2, "ret_pct": 0.264970853206159, "last": 37.84, "vwap": 37.862937242369505, "above_vwap": false, "amount": 817498678.0 }, { "symbol": "SZSE.300674", "name": "宇信科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 9, "ret_pct": 0.12026458208056479, "last": 16.65, "vwap": 16.62206967664199, "above_vwap": true, "amount": 286940140.0 }, { "symbol": "SZSE.300188", "name": "国投智能", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 3, "ret_pct": 0.0, "last": 10.9, "vwap": 10.903060303961846, "above_vwap": false, "amount": 151801128.0 }, { "symbol": "SZSE.300459", "name": "汤姆猫", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 10, "ret_pct": -0.26041666666666297, "last": 3.83, "vwap": 3.8376937138990526, "above_vwap": false, "amount": 421962483.0 }, { "symbol": "SZSE.002558", "name": "巨人网络", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 11, "ret_pct": -0.7855191256830651, "last": 29.05, "vwap": 30.027086383033325, "above_vwap": false, "amount": 4563171277.0 } ], "sample_rows": [ { "symbol": "SHSE.603610", "name": "麒盛科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.01517450682854, "last": 14.5, "vwap": 14.059740649717027, "above_vwap": true, "amount": 162471551.0 }, { "symbol": "SZSE.003032", "name": "传智教育", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.98864926220202, "last": 9.69, "vwap": 9.690030922521903, "above_vwap": false, "amount": 78967938.0 }, { "symbol": "SZSE.300826", "name": "测绘股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.29732065687121, "last": 12.53, "vwap": 12.13872202860462, "above_vwap": true, "amount": 127478431.0 }, { "symbol": "SZSE.301221", "name": "光庭信息", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.0830159939070825, "last": 28.12, "vwap": 27.44532412769117, "above_vwap": true, "amount": 92422129.0 }, { "symbol": "SZSE.300036", "name": "超图软件", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.166666666666674, "last": 12.0, "vwap": 11.822101991660407, "above_vwap": true, "amount": 182585272.0 }, { "symbol": "SHSE.605299", "name": "舒华体育", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9565217391304355, "last": 11.84, "vwap": 11.743202141524243, "above_vwap": true, "amount": 158584899.0 }, { "symbol": "SZSE.002139", "name": "拓邦股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 0, "ret_pct": 2.921129503407993, "last": 10.57, "vwap": 10.471192804231437, "above_vwap": true, "amount": 324273993.0 }, { "symbol": "SZSE.002197", "name": "证通电子", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.3809523809523725, "last": 6.88, "vwap": 6.883587995080179, "above_vwap": false, "amount": 594360652.0 }, { "symbol": "SZSE.300608", "name": "思特奇", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.320887991927356, "last": 10.14, "vwap": 10.080817503063212, "above_vwap": true, "amount": 114359818.0 }, { "symbol": "SZSE.002123", "name": "梦网科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1791767554479424, "last": 8.44, "vwap": 8.352428780079693, "above_vwap": true, "amount": 176706489.0 }, { "symbol": "SZSE.002869", "name": "金溢科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1304067140090366, "last": 15.82, "vwap": 15.72447989207715, "above_vwap": true, "amount": 43127531.0 }, { "symbol": "SHSE.603496", "name": "恒为科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.9557823129251695, "last": 23.98, "vwap": 23.948602576548684, "above_vwap": true, "amount": 273825927.0 } ] }, "pool_up_ratio": 0.6852, "active_up_ratio": 0.6923, "active_positive": 9, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 13, "sample_total": 54, "active_samples": [ { "symbol": "SZSE.002139", "name": "拓邦股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 0, "ret_pct": 2.921129503407993, "last": 10.57, "vwap": 10.471192804231437, "above_vwap": true, "amount": 324273993.0 }, { "symbol": "SZSE.002599", "name": "盛通股份", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 6, "ret_pct": 1.300813008130075, "last": 6.23, "vwap": 6.192949034895883, "above_vwap": true, "amount": 65131245.0 }, { "symbol": "SZSE.300830", "name": "金现代", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 8, "ret_pct": 1.1056511056511065, "last": 8.23, "vwap": 8.190146692840305, "above_vwap": true, "amount": 99715855.0 }, { "symbol": "SZSE.300324", "name": "旋极信息", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 1, "ret_pct": 1.072386058981234, "last": 3.77, "vwap": 3.7430477823462516, "above_vwap": true, "amount": 106966948.0 }, { "symbol": "SZSE.002474", "name": "榕基软件", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 7, "ret_pct": 0.9661835748792313, "last": 6.27, "vwap": 6.216767184827833, "above_vwap": true, "amount": 121777144.0 }, { "symbol": "SZSE.002212", "name": "天融信", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 4, "ret_pct": 0.9132420091324089, "last": 6.63, "vwap": 6.620236537941711, "above_vwap": true, "amount": 609831695.0 }, { "symbol": "SZSE.002439", "name": "启明星辰", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 5, "ret_pct": 0.5003573981415377, "last": 14.06, "vwap": 14.103829971748382, "above_vwap": false, "amount": 473262477.0 }, { "symbol": "SZSE.300339", "name": "润和软件", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 2, "ret_pct": 0.264970853206159, "last": 37.84, "vwap": 37.862937242369505, "above_vwap": false, "amount": 817498678.0 }, { "symbol": "SZSE.300674", "name": "宇信科技", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 9, "ret_pct": 0.12026458208056479, "last": 16.65, "vwap": 16.62206967664199, "above_vwap": true, "amount": 286940140.0 }, { "symbol": "SZSE.300188", "name": "国投智能", "theme": "数据安全 / 信息安全", "paper_scope": "active", "priority": 3, "ret_pct": 0.0, "last": 10.9, "vwap": 10.903060303961846, "above_vwap": false, "amount": 151801128.0 }, { "symbol": "SZSE.300459", "name": "汤姆猫", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 10, "ret_pct": -0.26041666666666297, "last": 3.83, "vwap": 3.8376937138990526, "above_vwap": false, "amount": 421962483.0 }, { "symbol": "SZSE.002558", "name": "巨人网络", "theme": "华为欧拉 / 华为鸿蒙", "paper_scope": "active", "priority": 11, "ret_pct": -0.7855191256830651, "last": 29.05, "vwap": 30.027086383033325, "above_vwap": false, "amount": 4563171277.0 } ], "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": [ "SZSE.002139", "SZSE.002212", "SZSE.002599", "SZSE.300830" ], "structural_symbol_whitelist": [ "SZSE.002139", "SZSE.002212", "SZSE.002599", "SZSE.300830" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": 45.0, "dominant_theme": "华为欧拉 / 华为鸿蒙", "dominant_theme_share": 0.8125, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "korea_market_stress_-5.64%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_20260803.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-03T14:48:43+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 54, "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", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline" }, "auction_board_confirm_score": 75, "auction_stock_accept_score": 11.11, "auction_liquidity_score": 42.22, "covered_signal_count": 54, "covered_holding_count": 2, "slot_holding_count": 2, "dust_holding_count": 0, "holding_symbols": [ "SZSE.000568", "SZSE.002139" ], "slot_holding_symbols": [ "SZSE.000568", "SZSE.002139" ], "reason": "expired_after_09:45,clustered_mainline_core_entry_only", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260803.json", "source_generated_at": "2026-08-03T14:48:43+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "EXTREME", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "korea_market_stress_-5.64%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ] }, "verified_gate": { "level": "EXTREME", "score": 100.0, "reasons": [ "korea_market_stress_-5.64%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -5.6427, "korea_market_close_pct": -5.1247, "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": 12, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 12, "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", "executed_formal_entry_count": 1, "executed_formal_entry_event_ids": [ "20260731:20260803:SZSE.002139:SECOND_WAVE_BREAK_VWAP:BUY" ], "unmatched_official_buy_filled": 0, "position_add_filled": 0, "official_buy_filled": 1, "scope_note": "1 个正式新入场已在盘中按当时门控成交；漏斗仅统计收盘仍待评估的合同，不以收盘状态倒推为阻断。 Gate Funnel 仅统计 12 个尚未执行且具备完整价格合同的正式入场信号；另有 41 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": 12, "minute_energy_blocked": 11, "vwap_blocked": 5, "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": 12, "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": 12, "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": 54, "observation_only_excluded_count": 41, "data_quality_state": "ok" }, "signals_snapshot": { "total": 54, "active_contracts": 13, "conditional_contracts": 41, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }