{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260806", "trade_date": "20260807", "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_20260807.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_20260806.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": 858437.51, "market_value": 188382.0, 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"09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 56.4, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260807.json", "triggers": [ "plan_regime_WARM_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": 6.2, "prev_close": 6.16, "holding_days": 3, "daily_pnl": 404.00000000000034, "daily_return_pct": 0.6493506493506499, "unrealized_pnl": 0.0, "unrealized_pnl_pct": null, "position_pct_of_total": 5.981929014677993, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-07T14:55:13", "market_value": 62620.0 }, { "symbol": "SZSE.000568", "name": "泸州老窖", "quantity": 700, "sellable_qty": 700, "avg_cost": 87.71, "last_price": 88.5, "prev_close": 87.01, "holding_days": 7, "daily_pnl": 1042.9999999999964, "daily_return_pct": 1.712446845190202, "unrealized_pnl": 553.0000000000043, "unrealized_pnl_pct": 0.9006954737202255, "position_pct_of_total": 5.917925622154291, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-07T14:55:13", "market_value": 61950.0 }, { "symbol": "SZSE.300852", "name": "四会富仕", "quantity": 1400, "sellable_qty": 0, "avg_cost": 43.8, "last_price": 45.58, "prev_close": 43.34, "holding_days": 0, "daily_pnl": 3135.9999999999927, "daily_return_pct": 5.168435625288405, "unrealized_pnl": 2492.000000000002, "unrealized_pnl_pct": 4.063926940639262, "position_pct_of_total": 6.095797736899267, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-07T14:55:13", "market_value": 63812.0 } ], "orders": [ { "event_id": "20260806:20260807:SZSE.300852:SECOND_WAVE_BREAK_VWAP:BUY", "ts": "2026-08-07T09:32:13", "symbol": "SZSE.300852", "name": "四会富仕", "side": "BUY", "status": "FILLED", "order_kind": "OFFICIAL_BUY", "kind_inferred": true, "qty": 1400, "price": 43.8, "amount": 61319.99999999999, "reason": "paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 43.34, "raw_status": "FILLED", "raw": { "amount": 61319.99999999999, "base_exec_high": 44.64, "cash_before_order": 919757.51, "chase_ceiling": 44.64, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.0183, "entry_zone_high": 43.99, "entry_zone_low": 42.69, "event_id": "20260806:20260807:SZSE.300852:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 44.64, "exec_low": 43.34, "intraday_vwap": 43.4764, "invalid_price": 42.04, "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": 0.1576, "bar_count": 3, "bars": [ { "amount_yi": 0.0872, "close": 43.56, "high": 43.56, "low": 43.4, "open": 43.4, "time": "09:30" }, { "amount_yi": 0.0497, "close": 43.5, "high": 43.65, "low": 43.5, "open": 43.65, "time": "09:31" }, { "amount_yi": 0.0207, "close": 43.79, "high": 43.79, "low": 43.79, "open": 43.79, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "四会富仕", "paper_scope": "active", "participation_rate": null, "plan_date": "20260806", "plan_id": "20260806:SZSE.300852:SECOND_WAVE_BREAK_VWAP", "price": 43.8, "price_vs_vwap_pct": 0.7213, "qty": 1400, "quote_ask1": 43.8, "quote_ask_qty1": 8, "quote_bid1": 43.77, "quote_bid_qty1": 1, "quote_high": 43.93, "quote_last": 43.79, "quote_low": 43.02, "quote_open": 43.02, "quote_prev_close": 43.34, "quote_ts": "2026-08-07T09:32:09", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 106.14, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.300852", "target_amount": 62546.01, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "元件", "trade_date": "20260807", "trigger_price": 43.34, "ts": "2026-08-07T09:32:13", "raw_json": "{\"amount\": 61319.99999999999, \"base_exec_high\": 44.64, \"cash_before_order\": 919757.51, \"chase_ceiling\": 44.64, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 4.0183, \"entry_zone_high\": 43.99, \"entry_zone_low\": 42.69, \"event_id\": \"20260806:20260807:SZSE.300852:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 44.64, \"exec_low\": 43.34, \"intraday_vwap\": 43.4764, \"invalid_price\": 42.04, \"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\": 0.1576, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.0872, \"close\": 43.56, \"high\": 43.56, \"low\": 43.4, \"open\": 43.4, \"time\": \"09:30\"}, {\"amount_yi\": 0.0497, \"close\": 43.5, \"high\": 43.65, \"low\": 43.5, \"open\": 43.65, \"time\": \"09:31\"}, {\"amount_yi\": 0.0207, \"close\": 43.79, \"high\": 43.79, \"low\": 43.79, \"open\": 43.79, \"time\": \"09:32\"}], \"energy_ratio\": null, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0, \"ratio_min\": 1.05, \"reason\": \"minute_energy_confirmed\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"四会富仕\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260806\", \"plan_id\": \"20260806:SZSE.300852:SECOND_WAVE_BREAK_VWAP\", \"price\": 43.8, \"price_vs_vwap_pct\": 0.7213, \"qty\": 1400, \"quote_ask1\": 43.8, \"quote_ask_qty1\": 8, \"quote_bid1\": 43.77, \"quote_bid_qty1\": 1, \"quote_high\": 43.93, \"quote_last\": 43.79, \"quote_low\": 43.02, \"quote_open\": 43.02, \"quote_prev_close\": 43.34, \"quote_ts\": \"2026-08-07T09:32:09\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 106.14, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.300852\", \"target_amount\": 62546.01, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"元件\", \"trade_date\": \"20260807\", \"trigger_price\": 43.34, \"ts\": \"2026-08-07T09:32:13\"}", "id": 86 } } ], "shadow_observation_summary": { "total": 119, "status_counts": { "CANCELLED": 15, "TOUCHED": 42, "FILLED": 1, "OBSERVE": 55, "NEAR_TRIGGER": 4, "ACTIONABLE": 2 }, "actionable_count": 2, "touched_count": 42, "cancelled_count": 15, "near_trigger_count": 4, "observe_count": 55, "chase_ceiling_blocked_count": 42, "invalid_price_broken_count": 15, "sector_divergence": [ { "theme": "煤炭开采加工 / 氢能源", "signals": 21, "chase": 2, "invalidation": 2 } ], "top_reasons": [ { "reason": "trigger_touched_but_above_exec_high", "count": 42 }, { "reason": "waiting_trigger", "count": 28 }, { "reason": "invalid_price_broken", "count": 15 }, { "reason": "signal_contract_missing_price_fields", "count": 15 }, { "reason": "minute_energy_amount_too_low", "count": 9 }, { "reason": "near_trigger", "count": 4 }, { "reason": "trigger_touched", "count": 2 }, { "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.002579", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 8200, "blocked_by": "chase_ceiling", "day_return_pct": 9.0452, "reason": "中京电子，position_sized_by_target_pct，现价 15.19，触发 14.19，失效 13.76" }, { "symbol": "SHSE.600183", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 800, "blocked_by": "chase_ceiling", "day_return_pct": 10.0039, "reason": "生益科技，position_sized_by_target_pct，现价 139.98，触发 130.99，失效 127.06" }, { "symbol": "SZSE.300964", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 2100, "blocked_by": "chase_ceiling", "day_return_pct": 8.3884, "reason": "本川智能，position_sized_by_target_pct，现价 59.05，触发 56.49，失效 54.80" }, { "symbol": "SZSE.300476", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 400, "blocked_by": "chase_ceiling", "day_return_pct": 11.9328, "reason": "胜宏科技，position_sized_by_target_pct，现价 280.00，触发 260.53，失效 252.71" }, { "symbol": "SZSE.301132", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 3500, "blocked_by": "chase_ceiling", "day_return_pct": 7.3448, "reason": "满坤科技，position_sized_by_target_pct，现价 34.93，触发 32.71，失效 31.73" }, { "symbol": "SHSE.603459", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 1100, "blocked_by": "chase_ceiling", "day_return_pct": 10.0021, "reason": "红板科技，position_sized_by_target_pct，现价 105.58，触发 97.06，失效 94.15" }, { "symbol": "SZSE.002913", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 1500, "blocked_by": "framework_pool_gate", "day_return_pct": 10.004, "reason": "奥士康，conditional_plan_watch_only，现价 55.42，触发 51.36，失效 49.82" }, { "symbol": "SHSE.603936", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 5200, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0138, "reason": "博敏电子，conditional_plan_watch_only，现价 15.93，触发 14.75，失效 14.31" }, { "symbol": "SHSE.603938", "rule": "VWAP_RECLAIM", "wanted_qty": 1900, "blocked_by": "framework_pool_gate", "day_return_pct": 4.089, "reason": "三孚股份，conditional_plan_watch_only，现价 43.02，触发 41.65，失效 40.40" }, { "symbol": "SZSE.000933", "rule": "VWAP_RECLAIM", "wanted_qty": 1500, "blocked_by": "framework_pool_gate", "day_return_pct": 1.6705, "reason": "神火股份，conditional_plan_watch_only，现价 26.78，触发 26.50，失效 25.70，入场风险 4.07%" }, { "symbol": "SZSE.000969", "rule": "VWAP_RECLAIM", "wanted_qty": 2400, "blocked_by": "framework_pool_gate", "day_return_pct": 1.8118, "reason": "安泰科技，conditional_plan_watch_only，现价 17.42，触发 17.40，失效 16.88，入场风险 3.16%" }, { "symbol": "SZSE.300409", "rule": "VWAP_RECLAIM", "wanted_qty": 4300, "blocked_by": "framework_pool_gate", "day_return_pct": 6.0539, "reason": "道氏技术，conditional_plan_watch_only，现价 19.27，触发 18.58，失效 18.02" }, { "symbol": "SZSE.002436", "rule": "VWAP_RECLAIM", "wanted_qty": 2400, "blocked_by": "framework_pool_gate", "day_return_pct": 7.1043, "reason": "兴森科技，conditional_plan_watch_only，现价 33.77，触发 32.20，失效 31.23" }, { "symbol": "SHSE.603386", "rule": "VWAP_RECLAIM", "wanted_qty": 6200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.1504, "reason": "骏亚科技，conditional_plan_watch_only，现价 13.30，触发 12.77，失效 12.39" }, { "symbol": "SHSE.688655", "rule": "VWAP_RECLAIM", "wanted_qty": 2100, "blocked_by": "framework_pool_gate", "day_return_pct": 13.7537, "reason": "迅捷兴，conditional_plan_watch_only，现价 38.79，触发 34.90，失效 33.85" }, { "symbol": "SZSE.300739", "rule": "VWAP_RECLAIM", "wanted_qty": 3500, "blocked_by": "framework_pool_gate", "day_return_pct": 4.7385, "reason": "明阳电路，conditional_plan_watch_only，现价 23.43，触发 22.66，失效 21.98" }, { "symbol": "SZSE.000823", "rule": "VWAP_RECLAIM", "wanted_qty": 5500, "blocked_by": "framework_pool_gate", "day_return_pct": 5.8741, "reason": "超声电子，conditional_plan_watch_only，现价 15.14，触发 14.51，失效 14.07" }, { "symbol": "SHSE.603989", "rule": "VWAP_RECLAIM", "wanted_qty": 2800, "blocked_by": "framework_pool_gate", "day_return_pct": 4.4054, "reason": "艾华集团，conditional_plan_watch_only，现价 29.15，触发 28.33，失效 27.48" }, { "symbol": "SZSE.301282", "rule": "VWAP_RECLAIM", "wanted_qty": 3400, "blocked_by": "framework_pool_gate", "day_return_pct": 5.3633, "reason": "金禄电子，conditional_plan_watch_only，现价 24.36，触发 23.49，失效 22.79" }, { "symbol": "SHSE.600237", "rule": "VWAP_RECLAIM", "wanted_qty": 9300, "blocked_by": "framework_pool_gate", "day_return_pct": 5.6604, "reason": "铜峰电子，conditional_plan_watch_only，现价 8.96，触发 8.62，失效 8.36" }, { "symbol": "SZSE.002815", "rule": "VWAP_RECLAIM", "wanted_qty": 6300, "blocked_by": "framework_pool_gate", "day_return_pct": 5.2251, "reason": "崇达技术，conditional_plan_watch_only，现价 13.09，触发 12.61，失效 12.23" }, { "symbol": "SZSE.301628", "rule": "VWAP_RECLAIM", "wanted_qty": 900, "blocked_by": "framework_pool_gate", "day_return_pct": 4.1636, "reason": "强达电路，conditional_plan_watch_only，现价 84.06，触发 81.58，失效 79.13" }, { "symbol": "SZSE.301176", "rule": "VWAP_RECLAIM", "wanted_qty": 1600, "blocked_by": "framework_pool_gate", "day_return_pct": 10.2416, "reason": "逸豪新材，conditional_plan_watch_only，现价 49.73，触发 46.10，失效 44.72" }, { "symbol": "SZSE.002938", "rule": "VWAP_RECLAIM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 8.1406, "reason": "鹏鼎控股，conditional_plan_watch_only，现价 101.49，触发 96.17，失效 93.28" }, { "symbol": "SHSE.688519", "rule": "VWAP_RECLAIM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 19.6272, "reason": "南亚新材，conditional_plan_watch_only，现价 310.60，触发 269.98，失效 261.88" }, { "symbol": "SZSE.301041", "rule": "VWAP_RECLAIM", "wanted_qty": 3300, "blocked_by": "framework_pool_gate", "day_return_pct": 4.5645, "reason": "金百泽，conditional_plan_watch_only，现价 24.97，触发 24.02，失效 23.30" }, { "symbol": "SZSE.002134", "rule": "VWAP_RECLAIM", "wanted_qty": 3700, "blocked_by": "framework_pool_gate", "day_return_pct": 7.1802, "reason": "天津普林，conditional_plan_watch_only，现价 22.54，触发 21.16，失效 20.53" }, { "symbol": "SHSE.603920", "rule": "VWAP_RECLAIM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.1158, "reason": "世运电路，conditional_plan_watch_only，现价 36.68，触发 35.65，失效 34.58" }, { "symbol": "SZSE.300657", "rule": "VWAP_RECLAIM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 3.4307, "reason": "弘信电子，conditional_plan_watch_only，现价 36.48，触发 35.85，失效 34.77" }, { "symbol": "SZSE.300936", "rule": "VWAP_RECLAIM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 4.1605, "reason": "中英科技，conditional_plan_watch_only，现价 70.60，触发 68.79，失效 66.73" }, { "symbol": "SHSE.603175", "rule": "VWAP_RECLAIM", "wanted_qty": 900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.6604, "reason": "超颖电子，conditional_plan_watch_only，现价 86.09，触发 84.81，失效 82.27" }, { "symbol": "SHSE.605058", "rule": "VWAP_RECLAIM", "wanted_qty": 3000, "blocked_by": "framework_pool_gate", "day_return_pct": 4.556, "reason": "澳弘电子，conditional_plan_watch_only，现价 27.08，触发 26.10，失效 25.32" }, { "symbol": "SZSE.002463", "rule": "VWAP_RECLAIM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 7.3464, "reason": "沪电股份，conditional_plan_watch_only，现价 125.81，触发 121.87，失效 118.21" }, { "symbol": "SZSE.002916", "rule": "VWAP_RECLAIM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 8.1499, "reason": "深南电路，conditional_plan_watch_only，现价 382.84，触发 367.29，失效 356.27" }, { "symbol": "SZSE.001389", "rule": "VWAP_RECLAIM", "wanted_qty": 400, "blocked_by": "framework_pool_gate", "day_return_pct": 5.8469, "reason": "广合科技，conditional_plan_watch_only，现价 170.17，触发 164.50，失效 159.56" }, { "symbol": "SZSE.002484", "rule": "VWAP_RECLAIM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 3.7947, "reason": "江海股份，entry_risk_too_wide_over_5pct，现价 67.56，触发 66.07，失效 64.09，入场风险 5.15%" }, { "symbol": "SZSE.002141", "rule": "VWAP_RECLAIM", "wanted_qty": 13700, "blocked_by": "framework_pool_gate", "day_return_pct": 6.2827, "reason": "贤丰控股，conditional_plan_watch_only，现价 6.09，触发 5.89，失效 5.71" }, { "symbol": "SHSE.688183", "rule": "VWAP_RECLAIM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 9.9815, "reason": "生益电子，conditional_plan_watch_only，现价 119.00，触发 112.29，失效 108.92" }, { "symbol": "SHSE.603186", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0, "reason": "华正新材，conditional_plan_watch_only，现价 143.00，触发 131.24，失效 127.30" }, { "symbol": "SZSE.301021", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1200, "blocked_by": "framework_pool_gate", "day_return_pct": 6.2682, "reason": "英诺激光，conditional_plan_watch_only，现价 69.34，触发 66.17，失效 64.18" }, { "symbol": "SHSE.688630", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 8.8839, "reason": "芯碁微装，conditional_plan_watch_only，现价 427.50，触发 397.99，失效 386.05" }, { "symbol": "SZSE.002636", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1200, "blocked_by": "framework_pool_gate", "day_return_pct": 9.2849, "reason": "金安国纪，conditional_plan_watch_only，现价 65.56，触发 61.62，失效 59.77" }, { "symbol": "SZSE.002080", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1400, "blocked_by": "framework_pool_gate", "day_return_pct": 9.9961, "reason": "中材科技，conditional_plan_watch_only，现价 56.67，触发 52.11，失效 50.55" }, { "symbol": "SZSE.300814", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 14.2481, "reason": "中富电路，conditional_plan_watch_only，现价 143.13，触发 129.46，失效 125.58" }, { "symbol": "SZSE.300776", "rule": "VWAP_RECLAIM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 4.9593, "reason": "帝尔激光，conditional_plan_watch_only，现价 122.54，触发 117.25，失效 113.73" } ], "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": "20260807", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260807_risk_flags_coverage.json", "ingest_path": "reports/audit/20260807_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 13, "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_20260807.json" ], "items": { "SHSE.600183": { "name": "生益科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "生益科技：生益科技股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59141393.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600183" }, "SZSE.002579": { "name": "中京电子", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "中京电子：关于控股股东部分股份解除质押及质押股份的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59141097.shtml" }, { "severity": "medium", "flag_type": "abnormal_volatility", "title": "中京电子：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59141095.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002579" }, "SHSE.601001": { "name": "晋控煤业", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "regulatory_action", "title": "晋控煤业：晋能控股山西煤业股份有限公司关于2025年年度报告的信息披露监管问询函的回复公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59142697.shtml" }, { "severity": "medium", "flag_type": "regulatory_action", "title": "晋控煤业：立信会计师事务所（特殊普通合伙）关于晋能控股山西煤业股份有限公司2025年年度报告的信息披露监管问询函的回复", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59142699.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.601001" }, "SHSE.600721": { "name": "百花医药", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "百花医药：新疆百花村医药集团股份有限公司股票交易风险提示公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59139911.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600721" }, "SHSE.600397": { "name": "江钨装备", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "江钨装备：江钨装备关于股票交易风险提示性公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59140517.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600397" }, "SHSE.603738": { "name": "泰晶科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "泰晶科技：泰晶科技股份有限公司股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59139079.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.603738" }, "SHSE.603328": { "name": "依顿电子", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "regulatory_action", "title": "依顿电子：关于最近五年被证券监管部门和证券交易所采取监管措施或处罚及整改情况的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59144423.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.603328" }, "SZSE.002138": { "name": "顺络电子", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "顺络电子：关于董事长部分股份质押的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59143045.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002138" }, "SHSE.603186": { "name": "华正新材", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "华正新材：浙江华正新材料股份有限公司股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59138787.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.603186" }, "SHSE.600601": { "name": "方正科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "方正科技：方正科技关于股票交易异常波动的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59142087.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600601" }, "SZSE.002636": { "name": "金安国纪", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "金安国纪：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59142967.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002636" }, "SZSE.002552": { "name": "宝鼎科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "宝鼎科技：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59140691.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002552" }, "SZSE.002080": { "name": "中材科技", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "中材科技：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260807/59143529.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002080" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260807", "plan_date": "20260806", "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/20260807/evidence/preopen_execution_evidence_20260807.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260807.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": "WARM", "execution_regime": "MIXED", "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": 0.5126, "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": "20260807", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 56.4, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260807.json", "triggers": [ "plan_regime_WARM_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_20260807.json", "coverage_audit_path": "reports/audit/20260807_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260807", "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_20260806_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260806_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/20260807_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601898", "SHSE.600792", "SHSE.600971" ], "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": "20260807", "plan_date": "20260806", "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/20260807/evidence/preopen_execution_evidence_20260807.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260807.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": "WARM", "execution_regime": "MIXED", "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": 0.5126, "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": "20260807", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 56.4, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260807.json", "triggers": [ "plan_regime_WARM_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_20260807.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260807", "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_20260806_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260806_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/20260807_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601898", "SHSE.600792", "SHSE.600971" ], "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": 119, "vwap_official_count": 113, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 6, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0504, "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": 0.6471, "active_up_ratio": 0.6923, "active_positive": 9, "active_positive_min": 1, "active_above_vwap": 13, "active_total": 13, "sample_total": 119, "signal_contract_total": 119, "active_contract_total": 13, "dominant_theme": "元件", "dominant_theme_share": 0.4734, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300852", "SZSE.300319" ], "structural_hot_themes": [ { "theme": "元件", "count": 18, "top_symbols": [ "SHSE.688519", "SHSE.688655", "SZSE.301176", "SHSE.603328", "SHSE.688183" ], "top_return_pct": 19.6272 }, { "theme": "半导体链 / PCB概念", "count": 17, "top_symbols": [ "SZSE.301251", "SZSE.300814", "SZSE.300903", "SZSE.300476", "SHSE.603936" ], "top_return_pct": 17.0223 }, { "theme": "煤炭开采加工 / 煤炭行业", "count": 3, "top_symbols": [ "SHSE.600721", "SHSE.600397", "SHSE.601101" ], "top_return_pct": 10.0209 } ], "structural_symbol_whitelist": [ "SZSE.002579", "SZSE.300852", "SZSE.300964", "SZSE.300319" ], "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260807.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-07T09:25:03+08:00" }, "active_samples": [ { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 9, "ret_pct": 11.932840295822512, "last": 280.0, "vwap": 272.0885632207309, "above_vwap": true, "amount": 19378446770.0 }, { "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 10.003929273084466, "last": 139.98, "vwap": 137.0072132893223, "above_vwap": true, "amount": 10704633888.0 }, { "symbol": "SHSE.603459", "name": "红板科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 12, "ret_pct": 10.002083767451552, "last": 105.58, "vwap": 103.90528689215085, "above_vwap": true, "amount": 1973493895.0 }, { "symbol": "SZSE.002579", "name": "中京电子", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 1, "ret_pct": 9.045226130653262, "last": 15.19, "vwap": 14.488386824589847, "above_vwap": true, "amount": 2580798959.0 }, { "symbol": "SZSE.300964", "name": "本川智能", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 6, "ret_pct": 8.388399412628477, "last": 59.05, "vwap": 57.92678986482643, "above_vwap": true, "amount": 611092877.0 }, { "symbol": "SZSE.301132", "name": "满坤科技", "theme": "元件", "paper_scope": "active", "priority": 10, "ret_pct": 7.344806392132752, "last": 34.93, "vwap": 34.114736085673584, "above_vwap": true, "amount": 268223701.0 }, { "symbol": "SZSE.300852", "name": "四会富仕", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": 5.1684356252884145, "last": 45.58, "vwap": 44.77488540496833, "above_vwap": true, "amount": 498366862.0 }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "元件", "paper_scope": "active", "priority": 7, "ret_pct": 3.728202044497908, "last": 17.25, "vwap": 17.004804290397193, "above_vwap": true, "amount": 2255524043.0 }, { "symbol": "SHSE.601918", "name": "新集能源", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 11, "ret_pct": 1.1340206185567192, "last": 9.81, "vwap": 9.734364258677088, "above_vwap": true, "amount": 443101447.0 }, { "symbol": "SZSE.300435", "name": "中泰股份", "theme": "煤炭开采加工 / 氢能源", "paper_scope": "active", "priority": 4, "ret_pct": -1.1857707509881465, "last": 17.5, "vwap": 17.323426254624266, "above_vwap": true, "amount": 231796105.0 }, { "symbol": "SHSE.600395", "name": "盘江股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 5, "ret_pct": -1.7786561264822143, "last": 4.97, "vwap": 4.93291453718129, "above_vwap": true, "amount": 207711219.0 }, { "symbol": "SHSE.600408", "name": "安泰集团", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 8, "ret_pct": -4.529616724738672, "last": 2.74, "vwap": 2.7283107635702306, "above_vwap": true, "amount": 194723086.0 } ], "sample_rows": [ { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.627176089970753, "last": 310.6, "vwap": 284.202798142269, "above_vwap": true, "amount": 3190141168.0 }, { "symbol": "SZSE.301251", "name": "威尔高", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.02234496610595, "last": 46.61, "vwap": 44.45648615849415, "above_vwap": true, "amount": 1047697118.0 }, { "symbol": "SZSE.300814", "name": "中富电路", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.248084291187734, "last": 143.13, "vwap": 137.15571056218465, "above_vwap": true, "amount": 1720714398.0 }, { "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.753665689149553, "last": 38.79, "vwap": 37.313281265309264, "above_vwap": true, "amount": 506501450.0 }, { "symbol": "SZSE.300903", "name": "科翔股份", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 12.873134328358216, "last": 72.6, "vwap": 69.35095345628729, "above_vwap": true, "amount": 4207362839.0 }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 9, "ret_pct": 11.932840295822512, "last": 280.0, "vwap": 272.0885632207309, "above_vwap": true, "amount": 19378446770.0 }, { "symbol": "SZSE.301176", "name": "逸豪新材", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.241631567279974, "last": 49.73, "vwap": 49.4656269400485, "above_vwap": true, "amount": 1005542211.0 }, { "symbol": "SHSE.603328", "name": "依顿电子", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.040567951318469, "last": 10.85, "vwap": 10.761820735221352, "above_vwap": true, "amount": 147897550.0 }, { "symbol": "SHSE.600721", "name": "百花医药", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.020876826722326, "last": 10.54, "vwap": 10.461322489947092, "above_vwap": true, "amount": 626196980.0 }, { "symbol": "SHSE.603936", "name": "博敏电子", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.013812154696122, "last": 15.93, "vwap": 15.263986877555402, "above_vwap": true, "amount": 661161118.0 }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.006933210076262, "last": 47.6, "vwap": 47.46975794080491, "above_vwap": true, "amount": 210423943.0 }, { "symbol": "SZSE.002913", "name": "奥士康", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.379301630515194, "above_vwap": true, "amount": 360769348.0 } ] }, "pool_up_ratio": 0.6471, "active_up_ratio": 0.6923, "active_positive": 9, "active_positive_min": 1, "active_above_vwap": 13, "active_total": 13, "sample_total": 119, "active_samples": [ { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 9, "ret_pct": 11.932840295822512, "last": 280.0, "vwap": 272.0885632207309, "above_vwap": true, "amount": 19378446770.0 }, { "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 10.003929273084466, "last": 139.98, "vwap": 137.0072132893223, "above_vwap": true, "amount": 10704633888.0 }, { "symbol": "SHSE.603459", "name": "红板科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 12, "ret_pct": 10.002083767451552, "last": 105.58, "vwap": 103.90528689215085, "above_vwap": true, "amount": 1973493895.0 }, { "symbol": "SZSE.002579", "name": "中京电子", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 1, "ret_pct": 9.045226130653262, "last": 15.19, "vwap": 14.488386824589847, "above_vwap": true, "amount": 2580798959.0 }, { "symbol": "SZSE.300964", "name": "本川智能", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 6, "ret_pct": 8.388399412628477, "last": 59.05, "vwap": 57.92678986482643, "above_vwap": true, "amount": 611092877.0 }, { "symbol": "SZSE.301132", "name": "满坤科技", "theme": "元件", "paper_scope": "active", "priority": 10, "ret_pct": 7.344806392132752, "last": 34.93, "vwap": 34.114736085673584, "above_vwap": true, "amount": 268223701.0 }, { "symbol": "SZSE.300852", "name": "四会富仕", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": 5.1684356252884145, "last": 45.58, "vwap": 44.77488540496833, "above_vwap": true, "amount": 498366862.0 }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "元件", "paper_scope": "active", "priority": 7, "ret_pct": 3.728202044497908, "last": 17.25, "vwap": 17.004804290397193, "above_vwap": true, "amount": 2255524043.0 }, { "symbol": "SHSE.601918", "name": "新集能源", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 11, "ret_pct": 1.1340206185567192, "last": 9.81, "vwap": 9.734364258677088, "above_vwap": true, "amount": 443101447.0 }, { "symbol": "SZSE.300435", "name": "中泰股份", "theme": "煤炭开采加工 / 氢能源", "paper_scope": "active", "priority": 4, "ret_pct": -1.1857707509881465, "last": 17.5, "vwap": 17.323426254624266, "above_vwap": true, "amount": 231796105.0 }, { "symbol": "SHSE.600395", "name": "盘江股份", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 5, "ret_pct": -1.7786561264822143, "last": 4.97, "vwap": 4.93291453718129, "above_vwap": true, "amount": 207711219.0 }, { "symbol": "SHSE.600408", "name": "安泰集团", "theme": "煤炭开采加工 / 煤炭行业", "paper_scope": "active", "priority": 8, "ret_pct": -4.529616724738672, "last": 2.74, "vwap": 2.7283107635702306, "above_vwap": true, "amount": 194723086.0 } ], "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300852", "SZSE.300319" ], "structural_symbol_whitelist": [ "SZSE.002579", "SZSE.300852", "SZSE.300964", "SZSE.300319" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "元件", "dominant_theme_share": 0.4734, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260807.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-07T09:25:03+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 119, "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" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 33.61, "auction_liquidity_score": 56.85, "covered_signal_count": 119, "covered_holding_count": 3, "slot_holding_count": 3, "dust_holding_count": 0, "holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300852" ], "slot_holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300852" ], "reason": "expired_after_09:45", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260807.json", "source_generated_at": "2026-08-07T09:25:03+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "no_external_tech_shock_evidence_default_pass" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "no_external_tech_shock_evidence_default_pass" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -1.5626, "korea_market_close_pct": -1.4813, "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": [ "20260806:20260807:SZSE.300852: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 106 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": 9, "vwap_blocked": 1, "chase_ceiling_blocked": 6, "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": 119, "observation_only_excluded_count": 106, "data_quality_state": "ok" }, "signals_snapshot": { "total": 119, "active_contracts": 13, "conditional_contracts": 106, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }