{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260804", "trade_date": "20260805", "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_20260805.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_20260804.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": 859400.51, "market_value": 185954.0, "total_value": 1045354.51, "unrealized_pnl": -308.00000000000426, "realized_pnl": 0.0, "daily_pnl": -1041.9999999999952, "total_pnl": 45354.51000000001, "total_pnl_pct": 4.535451000000001, "realized_pnl_source": "no_filled_sell", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 45662.51000000002, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1045354.51, "total_pnl": 45354.51000000001, "total_pnl_pct": 4.535451000000001, "unrealized_pnl": -308.00000000000426, "realized_pnl": 0.0, "daily_pnl": -1041.9999999999952, "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": 3, "raw_positions": 3, "dust_positions": 0, "signals": 25, "active_contracts": 1, "conditional_contracts": 24, "active_plan_contracts": 1, "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": 25, "vwap_official_count": 21, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 4, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.16, "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": "20260805", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 38.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260805.json", "triggers": [ "plan_regime_HOT_to_execution_MIXED" ], "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": "SHSE.600973", "name": "宝胜股份", "quantity": 10100, "sellable_qty": 10100, "avg_cost": 6.2, "last_price": 6.26, "prev_close": 6.18, "holding_days": 1, "daily_pnl": 808.0000000000007, "daily_return_pct": 1.294498381877024, "unrealized_pnl": 605.999999999996, "unrealized_pnl_pct": 0.9677419354838568, "position_pct_of_total": 6.0482830843672355, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-05T14:55:29", "market_value": 63226.0 }, { "symbol": "SZSE.000568", "name": "泸州老窖", "quantity": 700, "sellable_qty": 700, "avg_cost": 87.71, "last_price": 87.5, "prev_close": 89.3, "holding_days": 5, "daily_pnl": -1259.999999999998, "daily_return_pct": -2.0156774916013407, "unrealized_pnl": -146.99999999999562, "unrealized_pnl_pct": -0.23942537909017458, "position_pct_of_total": 5.859256301481877, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-05T14:55:29", "market_value": 61250.0 }, { "symbol": "SZSE.002139", "name": "拓邦股份", "quantity": 5900, "sellable_qty": 5900, "avg_cost": 10.55, "last_price": 10.42, "prev_close": 10.52, "holding_days": 2, "daily_pnl": -589.999999999998, "daily_return_pct": -0.9505703422053199, "unrealized_pnl": -767.0000000000047, "unrealized_pnl_pct": -1.2322274881516715, "position_pct_of_total": 5.8810670841224955, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-05T14:55:29", "market_value": 61478.0 } ], "orders": [], "shadow_observation_summary": { "total": 25, "status_counts": { "OBSERVE": 13, "NEAR_TRIGGER": 2, "TOUCHED": 6, "CANCELLED": 4 }, "actionable_count": 0, "touched_count": 6, "cancelled_count": 4, "near_trigger_count": 2, "observe_count": 13, "chase_ceiling_blocked_count": 6, "invalid_price_broken_count": 4, "sector_divergence": [ { "theme": "医疗服务 / CXO概念", "signals": 8, "chase": 1, "invalidation": 3 }, { "theme": "AI算力链 / 共封装光学(CPO)", "signals": 11, "chase": 2, "invalidation": 1 } ], "top_reasons": [ { "reason": "signal_contract_missing_price_fields", "count": 9 }, { "reason": "trigger_touched_but_above_exec_high", "count": 6 }, { "reason": "invalid_price_broken", "count": 4 }, { "reason": "waiting_trigger", "count": 4 }, { "reason": "near_trigger", "count": 2 } ], "policy_note": "OBSERVE_ONLY 下 actionable 仅为影子候选，不等于实际可执行买入；正式可执行数量以 runtime_gate_funnel.actionable 为准。" }, "shadow_position_lifecycle": [], "intended_but_blocked": [ { "symbol": "SZSE.300602", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2300, "blocked_by": "framework_pool_gate", "day_return_pct": 5.499, "reason": "飞荣达，conditional_plan_watch_only，现价 36.26，触发 34.76，失效 33.72" }, { "symbol": "SHSE.688025", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 3.0037, "reason": "杰普特，conditional_plan_watch_only，现价 310.35，触发 302.00，失效 292.94" }, { "symbol": "SZSE.300776", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 7.0072, "reason": "帝尔激光，conditional_plan_watch_only，现价 112.09，触发 105.99，失效 102.81" }, { "symbol": "SZSE.301021", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1300, "blocked_by": "framework_pool_gate", "day_return_pct": 8.363, "reason": "英诺激光，conditional_plan_watch_only，现价 60.90，触发 57.20，失效 55.48" }, { "symbol": "SHSE.688630", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 6.1765, "reason": "芯碁微装，conditional_plan_watch_only，现价 361.00，触发 345.00，失效 334.65" }, { "symbol": "SHSE.688117", "rule": "VWAP_RECLAIM", "wanted_qty": 3400, "blocked_by": "framework_pool_gate", "day_return_pct": 2.8583, "reason": "圣诺生物，conditional_plan_watch_only，现价 24.47，触发 23.92，失效 23.20" } ], "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": "20260805", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260805_risk_flags_coverage.json", "ingest_path": "reports/audit/20260805_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_20260805.json" ], "items": { "SZSE.002792": { "name": "通宇通讯", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "通宇通讯：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260805/59115165.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002792" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260805", "plan_date": "20260804", "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/20260805/evidence/preopen_execution_evidence_20260805.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260805.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": "HOT", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.4, "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": "20260805", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 38.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260805.json", "triggers": [ "plan_regime_HOT_to_execution_MIXED" ], "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_20260805.json", "coverage_audit_path": "reports/audit/20260805_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260805", "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_20260804_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260804_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/20260805_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300548", "SZSE.300602", "SZSE.300308" ], "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": "20260805", "plan_date": "20260804", "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/20260805/evidence/preopen_execution_evidence_20260805.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260805.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": "HOT", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.4, "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": "20260805", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 38.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260805.json", "triggers": [ "plan_regime_HOT_to_execution_MIXED" ], "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_20260805.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260805", "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_20260804_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260804_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/20260805_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300548", "SZSE.300602", "SZSE.300308" ], "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": 25, "vwap_official_count": 21, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 4, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.16, "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,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.64, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 1, "sample_total": 25, "signal_contract_total": 25, "active_contract_total": 1, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9104, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 5, "top_symbols": [ "SZSE.002579", "SHSE.603773", "SHSE.600183", "SZSE.300602", "SZSE.002384" ], "top_return_pct": 10.0 }, { "theme": "半导体链 / PCB概念", "count": 3, "top_symbols": [ "SZSE.301021", 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