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"quote_ask_qty1": 56, "quote_bid1": 6.19, "quote_bid_qty1": 137, "quote_high": 6.21, "quote_last": 6.2, "quote_low": 6.11, "quote_open": 6.15, "quote_prev_close": 6.13, "quote_ts": "2026-08-04T09:37:20", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SHSE.600973", "target_amount": 62837.19, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "核电 / 发电设备", "trade_date": "20260804", "trigger_price": 6.2, "ts": "2026-08-04T09:37:21", "raw_json": "{\"amount\": 62620.0, \"base_exec_high\": 6.39, \"cash_before_order\": 922020.51, \"chase_ceiling\": 6.39, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.0645, \"entry_zone_high\": 6.29, \"entry_zone_low\": 6.11, \"event_id\": \"20260803:20260804:SHSE.600973:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 6.39, \"exec_low\": 6.2, \"intraday_vwap\": 6.1617, \"invalid_price\": 6.01, \"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\": 0.0834, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.0387, \"close\": 6.2, \"high\": 6.2, \"low\": 6.18, \"open\": 6.18, \"time\": \"09:35\"}, {\"amount_yi\": 0.0302, \"close\": 6.2, \"high\": 6.2, \"low\": 6.2, \"open\": 6.2, \"time\": \"09:36\"}, {\"amount_yi\": 0.0145, \"close\": 6.2, \"high\": 6.2, \"low\": 6.2, \"open\": 6.2, \"time\": \"09:37\"}], \"energy_ratio\": 1.3134, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0.0635, \"ratio_min\": 1.05, \"reason\": \"minute_energy_accelerating\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"宝胜股份\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260803\", \"plan_id\": \"20260803:SHSE.600973:SECOND_WAVE_BREAK_VWAP\", \"price\": 6.2, \"price_vs_vwap_pct\": 0.6216, \"qty\": 10100, \"quote_ask1\": 6.2, \"quote_ask_qty1\": 56, \"quote_bid1\": 6.19, \"quote_bid_qty1\": 137, \"quote_high\": 6.21, \"quote_last\": 6.2, \"quote_low\": 6.11, \"quote_open\": 6.15, \"quote_prev_close\": 6.13, \"quote_ts\": \"2026-08-04T09:37:20\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 0.0, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SHSE.600973\", \"target_amount\": 62837.19, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"核电 / 发电设备\", \"trade_date\": \"20260804\", \"trigger_price\": 6.2, \"ts\": \"2026-08-04T09:37:21\"}", "id": 84 } } ], "shadow_observation_summary": { "total": 56, "status_counts": { "OBSERVE": 36, "CANCELLED": 4, "FILLED": 1, "TOUCHED": 5, "NEAR_TRIGGER": 7, "ACTIONABLE": 3 }, "actionable_count": 3, "touched_count": 5, "cancelled_count": 4, "near_trigger_count": 7, "observe_count": 36, "chase_ceiling_blocked_count": 5, "invalid_price_broken_count": 4, "sector_divergence": [ { "theme": "造纸行业", "signals": 20, "chase": 3, "invalidation": 2 } ], "top_reasons": [ { "reason": "waiting_trigger", "count": 20 }, { "reason": "signal_contract_missing_price_fields", "count": 8 }, { "reason": "near_trigger", "count": 7 }, { "reason": "minute_energy_amount_too_low", "count": 6 }, { "reason": "trigger_touched_but_above_exec_high", "count": 5 }, { "reason": "invalid_price_broken", "count": 4 }, { "reason": "trigger_touched", "count": 3 }, { "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": "SHSE.600103", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 40700, "blocked_by": "chase_ceiling", "day_return_pct": 5.4795, "reason": "青山纸业，position_sized_by_target_pct，现价 3.08，触发 2.93，失效 2.84" }, { "symbol": "SZSE.002565", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 9000, "blocked_by": "framework_pool_gate", "day_return_pct": 3.0201, "reason": "顺灏股份，conditional_plan_watch_only，现价 9.21，触发 8.99，失效 8.72" }, { "symbol": "SZSE.002303", "rule": "VWAP_RECLAIM", "wanted_qty": 17000, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0897, "reason": "美盈森，conditional_plan_watch_only，现价 4.91，触发 4.65，失效 4.51" }, { "symbol": "SZSE.002149", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 2.5788, "reason": "西部材料，conditional_plan_watch_only，现价 35.80，触发 35.65，失效 34.58，入场风险 3.41%" }, { "symbol": "SZSE.000969", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2400, "blocked_by": "framework_pool_gate", "day_return_pct": 1.6236, "reason": "安泰科技，conditional_plan_watch_only，现价 16.90，触发 16.75，失效 16.25，入场风险 3.90%" }, { "symbol": "SHSE.601179", "rule": "VWAP_RECLAIM", "wanted_qty": 2900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2351, "reason": "中国西电，conditional_plan_watch_only，现价 14.36，触发 14.16，失效 13.74，入场风险 4.38%" }, { "symbol": "SHSE.601991", "rule": "VWAP_RECLAIM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.2654, "reason": "大唐发电，entry_risk_too_wide_over_5pct，现价 6.32，触发 6.20，失效 6.01，入场风险 5.06%" }, { "symbol": "SZSE.300153", "rule": "VWAP_RECLAIM", "wanted_qty": 3900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8859, "reason": "科泰电源，conditional_plan_watch_only，现价 21.12，触发 20.58，失效 19.96" }, { "symbol": "SZSE.002130", "rule": "VWAP_RECLAIM", "wanted_qty": 4700, "blocked_by": "framework_pool_gate", "day_return_pct": 2.2183, "reason": "沃尔核材，conditional_plan_watch_only，现价 17.51，触发 17.18，失效 16.66" } ], "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": "20260804", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260804_risk_flags_coverage.json", "ingest_path": "reports/audit/20260804_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_20260804.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260804", "plan_date": "20260803", "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/20260804/evidence/preopen_execution_evidence_20260804.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260804.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": "WARM", "execution_regime": "WARM", "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": 0.6429, "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": "20260804", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "WARM", "plan_score": null, "execution_score": 71.42, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260804.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_20260804.json", "coverage_audit_path": "reports/audit/20260804_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260804", "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_20260803_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260803_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/20260804_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600235", "SHSE.600356", "SZSE.002565" ], "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": "20260804", "plan_date": "20260803", "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/20260804/evidence/preopen_execution_evidence_20260804.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260804.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": "WARM", "execution_regime": "WARM", "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": 0.6429, "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": "20260804", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "WARM", "plan_score": null, "execution_score": 71.42, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260804.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_20260804.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260804", "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_20260803_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260803_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/20260804_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600235", "SHSE.600356", "SZSE.002565" ], "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": 56, "vwap_official_count": 56, "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": 0.5, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 11, "sample_total": 56, "signal_contract_total": 56, "active_contract_total": 11, "dominant_theme": "核电 / 发电设备", "dominant_theme_share": 0.484, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600875", "SHSE.600973" ], "structural_hot_themes": [ { "theme": "造纸行业", "count": 4, "top_symbols": [ "SZSE.002303", "SZSE.000815", "SHSE.600103", "SZSE.002012" ], "top_return_pct": 10.0897 } ], "structural_symbol_whitelist": [ "SHSE.600103" ], "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_20260804.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-04T09:25:10+08:00" }, "active_samples": [ { "symbol": "SHSE.600103", "name": "青山纸业", "theme": "造纸行业", "paper_scope": "active", "priority": 5, "ret_pct": 5.47945205479452, "last": 3.08, "vwap": 3.030344128129497, "above_vwap": true, "amount": 662861111.0 }, { "symbol": "SHSE.603699", "name": "纽威股份", "theme": "核电核能", "paper_scope": "active", "priority": 8, "ret_pct": 3.603789126853374, "last": 50.31, "vwap": 50.030583544965644, "above_vwap": true, "amount": 535847562.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "核电 / 发电设备", "paper_scope": 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false, "amount": 213079895.0 }, { "symbol": "SZSE.000777", "name": "中核科技", "theme": "核电核能", "paper_scope": "active", "priority": 1, "ret_pct": -0.9782608695652173, "last": 18.22, "vwap": 18.00138485977701, "above_vwap": true, "amount": 363755784.0 }, { "symbol": "SHSE.601106", "name": "中国一重", "theme": "核电核能", "paper_scope": "active", "priority": 7, "ret_pct": -1.2195121951219412, "last": 3.24, "vwap": 3.263901692570028, "above_vwap": false, "amount": 287307884.0 }, { "symbol": "SHSE.600966", "name": "博汇纸业", "theme": "造纸行业", "paper_scope": "active", "priority": 2, "ret_pct": -2.952755905511817, "last": 4.93, "vwap": 4.984631684699631, "above_vwap": false, "amount": 75415982.0 }, { "symbol": "SZSE.002318", "name": "久立特材", "theme": "核电核能", "paper_scope": "active", "priority": 10, "ret_pct": -3.195488721804507, "last": 20.6, "vwap": 20.547622050355653, "above_vwap": true, "amount": 363980577.0 } ], "sample_rows": [ { "symbol": "SZSE.002303", "name": "美盈森", "theme": "造纸行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.089686098654704, "last": 4.91, "vwap": 4.753515502325265, "above_vwap": true, "amount": 426541027.0 }, { "symbol": "SZSE.000815", "name": "美利云", "theme": "造纸行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 18.37, "vwap": 18.15526314355019, "above_vwap": true, "amount": 666134760.0 }, { "symbol": "SHSE.600103", "name": "青山纸业", "theme": "造纸行业", "paper_scope": "active", "priority": 5, "ret_pct": 5.47945205479452, "last": 3.08, "vwap": 3.030344128129497, "above_vwap": true, "amount": 662861111.0 }, { "symbol": "SZSE.002012", "name": "凯恩股份", "theme": "造纸行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.280528052805278, "last": 6.38, "vwap": 6.351429398165774, "above_vwap": true, "amount": 208525684.0 }, { "symbol": "SZSE.000967", "name": "盈峰环境", "theme": "核电 / 发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.208333333333326, "last": 9.09, "vwap": 9.065488367959698, "above_vwap": true, "amount": 3111379861.0 }, { "symbol": "SHSE.601611", "name": "中国核建", "theme": "核电核能", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.220499569336789, "last": 12.1, "vwap": 12.246989727470334, "above_vwap": false, "amount": 2084098410.0 }, { "symbol": "SHSE.600793", "name": "宜宾纸业", "theme": "造纸行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.090267983074747, "last": 14.76, "vwap": 14.428837386571637, "above_vwap": true, "amount": 297186435.0 }, { "symbol": "SZSE.300153", "name": "科泰电源", "theme": "核电 / 发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.8858829316281485, "last": 21.12, "vwap": 20.886314756579104, "above_vwap": true, "amount": 176668982.0 }, { "symbol": "SZSE.002438", "name": "江苏神通", "theme": "核电核能", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7938439513242717, "last": 14.5, "vwap": 14.80227760379449, "above_vwap": false, "amount": 617293462.0 }, { "symbol": "SHSE.603699", "name": "纽威股份", "theme": "核电核能", "paper_scope": "active", "priority": 8, "ret_pct": 3.603789126853374, "last": 50.31, "vwap": 50.030583544965644, "above_vwap": true, "amount": 535847562.0 }, { "symbol": "SZSE.300004", "name": "南风股份", "theme": "核电 / 发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.435114503816794, "last": 8.13, "vwap": 8.048130071906638, "above_vwap": true, "amount": 181094194.0 }, { "symbol": "SZSE.002167", "name": "东方锆业", "theme": "核电核能", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.432032301480481, "last": 15.37, "vwap": 15.268100321795625, "above_vwap": true, "amount": 1253538519.0 } ] }, "pool_up_ratio": 0.5, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 11, "sample_total": 56, "active_samples": [ { "symbol": "SHSE.600103", "name": "青山纸业", "theme": "造纸行业", "paper_scope": "active", "priority": 5, "ret_pct": 5.47945205479452, "last": 3.08, "vwap": 3.030344128129497, "above_vwap": true, "amount": 662861111.0 }, { "symbol": "SHSE.603699", "name": "纽威股份", "theme": "核电核能", "paper_scope": "active", "priority": 8, "ret_pct": 3.603789126853374, "last": 50.31, "vwap": 50.030583544965644, "above_vwap": true, "amount": 535847562.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "核电 / 发电设备", "paper_scope": "active", "priority": 0, "ret_pct": 3.0619865571321903, "last": 27.6, "vwap": 27.297589725329154, "above_vwap": true, "amount": 3020445546.0 }, { "symbol": "SHSE.600973", "name": "宝胜股份", "theme": "核电 / 发电设备", "paper_scope": "active", "priority": 3, "ret_pct": 0.815660685154973, "last": 6.18, "vwap": 6.173974743329192, "above_vwap": true, "amount": 140656110.0 }, { "symbol": "SZSE.002255", "name": "海陆重工", "theme": "核电核能", "paper_scope": "active", "priority": 4, "ret_pct": -0.3432494279176135, "last": 8.71, "vwap": 8.621571378405044, "above_vwap": true, "amount": 257789295.0 }, { "symbol": "SZSE.002276", "name": "万马股份", "theme": "核电 / 发电设备", "paper_scope": "active", "priority": 6, "ret_pct": -0.4664179104477695, "last": 10.67, "vwap": 10.685357550891062, "above_vwap": false, "amount": 256262656.0 }, { "symbol": "SZSE.300185", "name": "通裕重工", "theme": "核电核能", "paper_scope": "active", "priority": 9, "ret_pct": -0.6872852233676952, "last": 2.89, "vwap": 2.8918617828361106, "above_vwap": false, "amount": 213079895.0 }, { "symbol": "SZSE.000777", "name": "中核科技", "theme": "核电核能", "paper_scope": "active", "priority": 1, "ret_pct": -0.9782608695652173, "last": 18.22, "vwap": 18.00138485977701, "above_vwap": true, "amount": 363755784.0 }, { "symbol": "SHSE.601106", "name": "中国一重", "theme": "核电核能", "paper_scope": "active", "priority": 7, "ret_pct": -1.2195121951219412, "last": 3.24, "vwap": 3.263901692570028, "above_vwap": false, "amount": 287307884.0 }, { "symbol": "SHSE.600966", "name": "博汇纸业", "theme": "造纸行业", "paper_scope": "active", "priority": 2, "ret_pct": -2.952755905511817, "last": 4.93, "vwap": 4.984631684699631, "above_vwap": false, "amount": 75415982.0 }, { "symbol": "SZSE.002318", "name": "久立特材", "theme": "核电核能", "paper_scope": "active", "priority": 10, "ret_pct": -3.195488721804507, "last": 20.6, "vwap": 20.547622050355653, "above_vwap": true, "amount": 363980577.0 } ], "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [ "SHSE.600875", "SHSE.600973" ], "structural_symbol_whitelist": [ "SHSE.600103" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "核电 / 发电设备", "dominant_theme_share": 0.484, "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_20260804.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-04T09:25:10+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 56, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 11, "active_quote_total": 11, "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": 28.57, "auction_liquidity_score": 53.57, "covered_signal_count": 56, "covered_holding_count": 3, "slot_holding_count": 3, "dust_holding_count": 0, "holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.002139" ], "slot_holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.002139" ], "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260804.json", "source_generated_at": "2026-08-04T09:25:10+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": -2.8318, "korea_market_close_pct": -1.2468, "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": 10, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 10, "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": [ "20260803:20260804:SHSE.600973: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 10 个尚未执行且具备完整价格合同的正式入场信号；另有 45 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": 10, "minute_energy_blocked": 8, "vwap_blocked": 4, "chase_ceiling_blocked": 1, "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": 10, "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": 10, "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": 56, "observation_only_excluded_count": 45, "data_quality_state": "ok" }, "signals_snapshot": { "total": 56, "active_contracts": 11, "conditional_contracts": 45, "active_plan_contracts": 11, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }