{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260805", "trade_date": "20260806", "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_20260806.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_20260805.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": 919757.51, "market_value": 123168.0, "total_value": 1042925.51, "unrealized_pnl": -848.9999999999934, "realized_pnl": -1888.0000000000016, "daily_pnl": -1523.9999999999957, "total_pnl": 42925.51000000001, "total_pnl_pct": 4.2925510000000004, "realized_pnl_source": "fifo_lot_pairing:1", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 43774.51, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized" }, "summary": { "total_assets": 1042925.51, "total_pnl": 42925.51000000001, "total_pnl_pct": 4.2925510000000004, "unrealized_pnl": -848.9999999999934, "realized_pnl": -1888.0000000000016, "daily_pnl": -1523.9999999999957, "filled_orders": 1, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 0, "risk_sell_filled": 1, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 2, "raw_positions": 2, "dust_positions": 0, "signals": 122, "active_contracts": 2, "conditional_contracts": 120, "active_plan_contracts": 2, "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": "fifo_lot_pairing:1", "vwap_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 122, "vwap_official_count": 67, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 55, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.4508, "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": "20260806", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WEAK", "plan_score": null, "execution_score": 17.8, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260806.json", "triggers": [ "plan_regime_HOT_to_execution_WEAK", "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": "SHSE.600973", "name": "宝胜股份", "quantity": 10100, "sellable_qty": 10100, "avg_cost": 6.2, "last_price": 6.17, "prev_close": 6.28, "holding_days": 2, "daily_pnl": -1111.0000000000032, "daily_return_pct": -1.7515923566879033, "unrealized_pnl": -303.0000000000025, "unrealized_pnl_pct": -0.4838709677419395, "position_pct_of_total": 5.975211019624978, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-06T14:55:13", "market_value": 62317.0 }, { "symbol": "SZSE.000568", "name": "泸州老窖", "quantity": 700, "sellable_qty": 700, "avg_cost": 87.71, "last_price": 86.93, "prev_close": 87.52, "holding_days": 6, "daily_pnl": -412.99999999999244, "daily_return_pct": -0.6741316270566604, "unrealized_pnl": -545.9999999999909, "unrealized_pnl_pct": -0.8892942651920955, "position_pct_of_total": 5.83464489232793, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-06T14:55:15", "market_value": 60851.00000000001 } ], "orders": [ { "event_id": "RISK:20260806:SZSE.002139:position_stop_loss:SELL", "ts": "2026-08-06T10:45:55", "symbol": "SZSE.002139", "name": "拓邦股份", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 5900, "price": 10.23, "amount": 60357.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -1888.0000000000016, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 60357.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260806:SZSE.002139:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 10.04, "max_chase_pct": null, "minute_energy": null, "name": "拓邦股份", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260805", "plan_id": "RISK:20260805:SZSE.002139:position_stop_loss", "position_pnl_pct": -3.0332, "price": 10.23, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 5900, "quote_ask1": 10.24, "quote_ask_qty1": 954, "quote_bid1": 10.23, "quote_bid_qty1": 956, "quote_high": 10.45, "quote_last": 10.23, "quote_low": 10.23, "quote_open": 10.33, "quote_prev_close": 10.43, "quote_ts": "2026-08-06T10:45:54", "raw_avg_cost": 10.55, "raw_position_pnl_pct": -3.033175355450235, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 5900, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002139", "template_key": "POSITION_RISK_EXIT", "theme": "华为欧拉 / 华为鸿蒙", "trade_date": "20260806", "trigger_price": -3.0, "ts": "2026-08-06T10:45:55", "realized_pnl_source": "fifo_lot_pairing", "id": 85, "realized_pnl_delta": -1888.0000000000016, "cost_basis": 62245.00000000001, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 60357.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260806:SZSE.002139:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 10.04, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"拓邦股份\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260805\", \"plan_id\": \"RISK:20260805:SZSE.002139:position_stop_loss\", \"position_pnl_pct\": -3.0332, \"price\": 10.23, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 5900, \"quote_ask1\": 10.24, \"quote_ask_qty1\": 954, \"quote_bid1\": 10.23, \"quote_bid_qty1\": 956, \"quote_high\": 10.45, \"quote_last\": 10.23, \"quote_low\": 10.23, \"quote_open\": 10.33, \"quote_prev_close\": 10.43, \"quote_ts\": \"2026-08-06T10:45:54\", \"raw_avg_cost\": 10.55, \"raw_position_pnl_pct\": -3.033175355450235, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 5900, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.002139\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"华为欧拉 / 华为鸿蒙\", \"trade_date\": \"20260806\", \"trigger_price\": -3.0, \"ts\": \"2026-08-06T10:45:55\"}" } } ], "shadow_observation_summary": { "total": 122, "status_counts": { "OBSERVE": 46, "TOUCHED": 51, "NEAR_TRIGGER": 21, "CANCELLED": 2, "ACTIONABLE": 2 }, "actionable_count": 2, "touched_count": 51, "cancelled_count": 2, "near_trigger_count": 21, "observe_count": 46, "chase_ceiling_blocked_count": 51, "invalid_price_broken_count": 2, "sector_divergence": [ { "theme": "中芯产业链 / 半导体设备材料", "signals": 26, "chase": 5, "invalidation": 1 }, { "theme": "半导体链 / 半导体设备", "signals": 15, "chase": 5, "invalidation": 1 } ], "top_reasons": [ { "reason": "trigger_touched_but_above_exec_high", "count": 51 }, { "reason": "near_trigger", "count": 21 }, { "reason": "waiting_trigger", "count": 20 }, { "reason": "minute_energy_amount_too_low", "count": 17 }, { "reason": "signal_contract_missing_price_fields", "count": 6 }, { "reason": "minute_energy_ratio_too_low", "count": 3 }, { "reason": "invalid_price_broken", "count": 2 }, { "reason": "trigger_touched", "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.000975", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 4900, "blocked_by": "chase_ceiling", "day_return_pct": 5.2023, "reason": "山金国际，position_sized_by_target_pct，现价 25.48，触发 24.38，失效 23.65" }, { "symbol": "SHSE.688432", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 14.3767, "reason": "有研硅，conditional_plan_watch_only，现价 37.71，触发 33.64，失效 32.63" }, { "symbol": "SHSE.688233", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 4.3515, "reason": "神工股份，conditional_plan_watch_only，现价 109.83，触发 106.36，失效 103.17" }, { "symbol": "SZSE.300666", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 7.4685, "reason": "江丰电子，conditional_plan_watch_only，现价 239.01，触发 229.33，失效 222.45" }, { "symbol": "SHSE.605358", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1900, "blocked_by": "framework_pool_gate", "day_return_pct": 4.5149, "reason": "立昂微，conditional_plan_watch_only，现价 43.52，触发 42.13，失效 40.87" }, { "symbol": "SZSE.300346", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1400, "blocked_by": "framework_pool_gate", "day_return_pct": 5.3246, "reason": "南大光电，conditional_plan_watch_only，现价 55.98，触发 53.74，失效 52.13" }, { "symbol": "SHSE.688268", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 8.3094, "reason": "华特气体，conditional_plan_watch_only，现价 150.55，触发 141.23，失效 136.99" }, { "symbol": "SHSE.688605", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 3.5532, "reason": "先锋精科，conditional_plan_watch_only，现价 74.90，触发 72.69，失效 70.51" }, { "symbol": "SHSE.688106", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2700, "blocked_by": "framework_pool_gate", "day_return_pct": 5.2373, "reason": "金宏气体，conditional_plan_watch_only，现价 29.94，触发 28.86，失效 27.99" }, { "symbol": "SZSE.300398", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.6962, "reason": "飞凯材料，conditional_plan_watch_only，现价 35.63，触发 34.83，失效 33.79" }, { "symbol": "SHSE.688146", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 8.5778, "reason": "中船特气，conditional_plan_watch_only，现价 310.88，触发 286.66，失效 278.06" }, { "symbol": "SZSE.002409", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2286, "reason": "雅克科技，conditional_plan_watch_only，现价 145.16，触发 142.43，失效 138.16" }, { "symbol": "SHSE.688508", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 4.9742, "reason": "芯朋微，conditional_plan_watch_only，现价 77.45，触发 75.95，失效 73.67" }, { "symbol": "SHSE.600378", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1700, "blocked_by": "framework_pool_gate", "day_return_pct": 9.6437, "reason": "昊华科技，conditional_plan_watch_only，现价 48.32，触发 44.66，失效 43.32" }, { "symbol": "SZSE.300655", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 6300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.6834, "reason": "晶瑞电材，conditional_plan_watch_only，现价 13.23，触发 12.85，失效 12.46" }, { "symbol": "SHSE.600160", "rule": "VWAP_RECLAIM", "wanted_qty": 1800, "blocked_by": "framework_pool_gate", "day_return_pct": 2.0654, "reason": "巨化股份，conditional_plan_watch_only，现价 43.98，触发 43.20，失效 41.90" }, { "symbol": "SHSE.600584", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0043, "reason": "长电科技，conditional_plan_watch_only，现价 75.87，触发 70.59，失效 68.47" }, { "symbol": "SZSE.300054", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8503, "reason": "鼎龙股份，conditional_plan_watch_only，现价 76.87，触发 75.34，失效 73.08" }, { "symbol": "SZSE.300331", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1800, "blocked_by": "framework_pool_gate", "day_return_pct": 5.1826, "reason": "苏大维格，conditional_plan_watch_only，现价 44.65，触发 43.21，失效 41.91" }, { "symbol": "SHSE.688530", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1400, "blocked_by": "framework_pool_gate", "day_return_pct": 14.1073, "reason": "欧莱新材，conditional_plan_watch_only，现价 58.48，触发 52.47，失效 50.90" }, { "symbol": "SHSE.688727", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1700, "blocked_by": "framework_pool_gate", "day_return_pct": 10.8997, "reason": "恒坤新材，conditional_plan_watch_only，现价 47.21，触发 43.30，失效 42.00" }, { "symbol": "SHSE.600641", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2900, "blocked_by": "framework_pool_gate", "day_return_pct": 6.6215, "reason": "先导基电，conditional_plan_watch_only，现价 28.34，触发 26.85，失效 26.04" }, { "symbol": "SZSE.300706", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1600, "blocked_by": "framework_pool_gate", "day_return_pct": 4.8245, "reason": "阿石创，conditional_plan_watch_only，现价 51.06，触发 49.38，失效 47.90" }, { "symbol": "SHSE.688797", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 3.6682, "reason": "臻宝科技，conditional_plan_watch_only，现价 335.46，触发 330.30，失效 320.39" }, { "symbol": "SHSE.688535", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 2.8065, "reason": "华海诚科，conditional_plan_watch_only，现价 98.54，触发 96.90，失效 93.99" }, { "symbol": "SHSE.688783", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2600, "blocked_by": "framework_pool_gate", "day_return_pct": 6.7261, "reason": "西安奕材-U，conditional_plan_watch_only，现价 31.10，触发 29.64，失效 28.75" }, { "symbol": "SHSE.688720", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8736, "reason": "艾森股份，conditional_plan_watch_only，现价 62.48，触发 60.46，失效 58.65" }, { "symbol": "SHSE.688584", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2800, "blocked_by": "framework_pool_gate", "day_return_pct": 6.3609, "reason": "上海合晶，conditional_plan_watch_only，现价 28.76，触发 27.75，失效 26.92" }, { "symbol": "SHSE.688721", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2100, "blocked_by": "framework_pool_gate", "day_return_pct": 3.3316, "reason": "龙图光罩，conditional_plan_watch_only，现价 39.39，触发 38.21，失效 37.06" }, { "symbol": "SHSE.688661", "rule": "VWAP_RECLAIM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 7.8312, "reason": "和林微纳，conditional_plan_watch_only，现价 104.51，触发 99.34，失效 96.36" }, { "symbol": "SHSE.603991", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 5.7518, "reason": "领先股份，conditional_plan_watch_only，现价 129.62，触发 123.75，失效 120.04" }, { "symbol": "SHSE.600330", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3800, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0102, "reason": "天通股份，conditional_plan_watch_only，现价 21.65，触发 19.93，失效 19.33" }, { "symbol": "SHSE.688603", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 7.299, "reason": "天承科技，conditional_plan_watch_only，现价 105.99，触发 100.60，失效 97.58" }, { "symbol": "SHSE.603931", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.9942, "reason": "格林达，conditional_plan_watch_only，现价 36.37，触发 34.98，失效 33.93" }, { "symbol": "SHSE.688359", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 4.8006, "reason": "三孚新科，conditional_plan_watch_only，现价 98.02，触发 95.18，失效 92.32" }, { "symbol": "SHSE.603002", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 5900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.7722, "reason": "宏昌电子，conditional_plan_watch_only，现价 14.03，触发 13.66，失效 13.25" }, { "symbol": "SHSE.688371", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3000, "blocked_by": "framework_pool_gate", "day_return_pct": 3.8136, "reason": "菲沃泰，conditional_plan_watch_only，现价 26.95，触发 26.20，失效 25.41" }, { "symbol": "SHSE.688548", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 7.1367, "reason": "广钢气体，conditional_plan_watch_only，现价 37.23，触发 35.68，失效 34.61" }, { "symbol": "SZSE.301319", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 9.1725, "reason": "唯特偶，conditional_plan_watch_only，现价 107.00，触发 101.00，失效 97.97" }, { "symbol": "SZSE.300537", "rule": "VWAP_RECLAIM", "wanted_qty": 4200, "blocked_by": "framework_pool_gate", "day_return_pct": 2.9583, "reason": "广信材料，conditional_plan_watch_only，现价 19.49，触发 19.05，失效 18.48" }, { "symbol": "SZSE.002741", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3400, "blocked_by": "framework_pool_gate", "day_return_pct": 4.234, "reason": "光华科技，conditional_plan_watch_only，现价 23.88，触发 23.25，失效 22.55" }, { "symbol": "SZSE.300576", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2700, "blocked_by": "framework_pool_gate", "day_return_pct": 6.4884, "reason": "容大感光，conditional_plan_watch_only，现价 29.87，触发 28.26，失效 27.41" }, { "symbol": "SZSE.300429", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 7800, "blocked_by": "framework_pool_gate", "day_return_pct": 2.3233, "reason": "强力新材，conditional_plan_watch_only，现价 10.57，触发 10.33，失效 10.02" }, { "symbol": "SZSE.002584", "rule": "VWAP_RECLAIM", "wanted_qty": 10400, "blocked_by": "framework_pool_gate", "day_return_pct": 2.5674, "reason": "西陇科学，conditional_plan_watch_only，现价 7.99，触发 7.81，失效 7.58" }, { "symbol": "SHSE.688683", "rule": "VWAP_RECLAIM", "wanted_qty": 2700, "blocked_by": "framework_pool_gate", "day_return_pct": 1.776, "reason": "莱尔科技，conditional_plan_watch_only，现价 29.80，触发 29.30，失效 28.42" }, { "symbol": "SHSE.688409", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 400, "blocked_by": "framework_pool_gate", "day_return_pct": 6.0182, "reason": "富创精密，conditional_plan_watch_only，现价 184.09，触发 177.50，失效 172.17" }, { "symbol": "SHSE.688200", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 5.2874, "reason": "华峰测控，conditional_plan_watch_only，现价 395.27，触发 383.36，失效 371.86" }, { "symbol": "SZSE.301369", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 3.827, "reason": "联动科技，conditional_plan_watch_only，现价 135.38，触发 132.88，失效 128.89" }, { "symbol": "SZSE.301629", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2064, "reason": "矽电股份，conditional_plan_watch_only，现价 246.88，触发 242.80，失效 235.52" }, { "symbol": "SHSE.600520", "rule": "VWAP_RECLAIM", "wanted_qty": 3400, "blocked_by": "framework_pool_gate", "day_return_pct": 2.6147, "reason": "三佳科技，conditional_plan_watch_only，现价 23.94，触发 23.58，失效 22.87" }, { "symbol": "SHSE.688300", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 8.9164, "reason": "联瑞新材，conditional_plan_watch_only，现价 136.20，触发 127.98，失效 124.14" }, { "symbol": "SHSE.603005", "rule": "VWAP_RECLAIM", "wanted_qty": 1200, "blocked_by": "framework_pool_gate", "day_return_pct": 2.4762, "reason": "晶方科技，conditional_plan_watch_only，现价 32.28，触发 31.88，失效 30.92，入场风险 4.21%" }, { "symbol": "SZSE.002436", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.0482, "reason": "兴森科技，conditional_plan_watch_only，现价 31.44，触发 31.26，失效 30.32，入场风险 3.56%" } ], "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": "20260806", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260806_risk_flags_coverage.json", "ingest_path": "reports/audit/20260806_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_20260806.json" ], "items": { "SZSE.002378": { "name": "章源钨业", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "章源钨业：关于控股股东部分股份质押的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260806/59123481.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002378" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260806", "plan_date": "20260805", "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/20260806/evidence/preopen_execution_evidence_20260806.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260806.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WEAK", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WEAK", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 4, "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": 0.2318, "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": "20260806", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WEAK", "plan_score": null, "execution_score": 17.8, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260806.json", "triggers": [ "plan_regime_HOT_to_execution_WEAK", "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_20260806.json", "coverage_audit_path": "reports/audit/20260806_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260806", "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_20260805_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260805_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/20260806_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688432", "SHSE.603203", "SHSE.688233" ], "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": "20260806", "plan_date": "20260805", "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/20260806/evidence/preopen_execution_evidence_20260806.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260806.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WEAK", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WEAK", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 4, "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": 0.2318, "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": "20260806", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WEAK", "plan_score": null, "execution_score": 17.8, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260806.json", "triggers": [ "plan_regime_HOT_to_execution_WEAK", "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_20260806.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260806", "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_20260805_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260805_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/20260806_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688432", "SHSE.603203", "SHSE.688233" ], "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": 122, "vwap_official_count": 67, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 55, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.4508, "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", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.8852, "active_up_ratio": 1.0, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 2, "sample_total": 122, "signal_contract_total": 122, "active_contract_total": 2, "dominant_theme": "半导体 / 中芯概念", "dominant_theme_share": 0.294, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "半导体链 / 半导体材料", "count": 7, "top_symbols": [ "SHSE.688530", "SHSE.688727", "SHSE.688661", "SHSE.688783", "SHSE.600641" ], "top_return_pct": 14.1073 }, { "theme": "电子化学品 / 中芯概念", "count": 6, "top_symbols": [ "SHSE.688549", "SHSE.603078", "SHSE.688268", "SZSE.300346", "SHSE.688545" ], "top_return_pct": 19.9914 }, { "theme": "电子化学品Ⅲ", "count": 5, "top_symbols": [ "SHSE.600330", "SZSE.301319", "SHSE.688603", "SHSE.688548", "SZSE.300576" ], "top_return_pct": 10.0102 }, { "theme": "半导体 / 中芯概念", "count": 4, "top_symbols": [ "SHSE.688432", "SHSE.600206", "SHSE.688146", "SZSE.300666" ], "top_return_pct": 14.3767 }, { "theme": "中芯产业链 / 半导体设备材料", "count": 4, "top_symbols": [ "SHSE.600584", "SHSE.600378", "SHSE.688596", "SZSE.300331" ], "top_return_pct": 10.0043 }, { "theme": "半导体链 / 半导体设备", "count": 2, "top_symbols": [ "SHSE.688409", "SHSE.688200" ], "top_return_pct": 6.0182 } ], "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": "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_-5.13%", "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_20260806.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-06T09:25:16+08:00" }, "active_samples": [ { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属", "paper_scope": "active", "priority": 1, "ret_pct": 5.202312138728327, "last": 25.48, "vwap": 25.417116372124767, "above_vwap": true, "amount": 2354092651.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属", "paper_scope": "active", "priority": 0, "ret_pct": 1.944894651539708, "last": 25.16, "vwap": 25.31120111843296, "above_vwap": false, "amount": 2474015511.0 } ], "sample_rows": [ { "symbol": "SHSE.688549", "name": "中巨芯-U", "theme": "电子化学品 / 中芯概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.991383024558385, "last": 27.85, "vwap": 26.054911362478922, "above_vwap": true, "amount": 4938912120.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "半导体 / 中芯概念", "paper_scope": "conditional_watch", 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