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\"trigger_price\": 13.16, \"ts\": \"2026-08-10T10:14:10\"}", "id": 88 } } ], "shadow_observation_summary": { "total": 120, "status_counts": { "OBSERVE": 54, "NEAR_TRIGGER": 15, "FILLED": 2, "CANCELLED": 28, "TOUCHED": 17, "ACTIONABLE": 4 }, "actionable_count": 4, "touched_count": 17, "cancelled_count": 28, "near_trigger_count": 15, "observe_count": 54, "chase_ceiling_blocked_count": 17, "invalid_price_broken_count": 28, "sector_divergence": [ { "theme": "元件", "signals": 55, "chase": 2, "invalidation": 26 }, { "theme": "医疗服务 / 医药消费链 / 创新药", "signals": 59, "chase": 14, "invalidation": 1 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 28 }, { "reason": "signal_contract_missing_price_fields", "count": 20 }, { "reason": "waiting_trigger", "count": 20 }, { "reason": "trigger_touched_but_above_exec_high", "count": 17 }, { "reason": "near_trigger", "count": 15 }, { "reason": "minute_energy_amount_too_low", "count": 13 }, { "reason": "trigger_touched", "count": 4 }, { "reason": "already_filled_position_tracking", "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.000661", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 3.0928, "reason": "长春高新，conditional_plan_watch_only，现价 83.00，触发 80.66，失效 78.24" }, { "symbol": "SHSE.600521", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 4500, "blocked_by": "framework_pool_gate", "day_return_pct": 3.7607, "reason": "华海药业，conditional_plan_watch_only，现价 18.21，触发 17.57，失效 17.04" }, { "symbol": "SZSE.002141", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 12400, "blocked_by": "framework_pool_gate", "day_return_pct": 9.9836, "reason": "贤丰控股，conditional_plan_watch_only，现价 6.72，触发 6.30，失效 6.11" }, { "symbol": "SZSE.300936", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 4.5808, "reason": "中英科技，conditional_plan_watch_only，现价 73.97，触发 71.68，失效 69.53" }, { "symbol": "SZSE.300725", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1600, "blocked_by": "framework_pool_gate", "day_return_pct": 4.4842, "reason": "药石科技，conditional_plan_watch_only，现价 49.63，触发 47.86，失效 46.42" }, { "symbol": "SHSE.688131", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2593, "reason": "皓元医药，conditional_plan_watch_only，现价 97.58，触发 95.00，失效 92.15" }, { "symbol": "SZSE.300404", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 7400, "blocked_by": "framework_pool_gate", "day_return_pct": 3.3945, "reason": "博济医药，conditional_plan_watch_only，现价 11.27，触发 10.95，失效 10.62" }, { "symbol": "SHSE.603456", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2500, "blocked_by": "framework_pool_gate", "day_return_pct": 0.304, "reason": "九洲药业，conditional_plan_watch_only，现价 16.50，触发 16.50，失效 16.00，入场风险 3.09%" }, { "symbol": "SZSE.301257", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1600, "blocked_by": "framework_pool_gate", "day_return_pct": 4.4703, "reason": "普蕊斯，conditional_plan_watch_only，现价 49.31，触发 47.79，失效 46.36" }, { "symbol": "SZSE.300347", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 1.1408, "reason": "泰格医药，conditional_plan_watch_only，现价 54.97，触发 54.50，失效 52.87，入场风险 3.82%" }, { "symbol": "SHSE.688202", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 8.0336, "reason": "美迪西，conditional_plan_watch_only，现价 102.74，触发 96.00，失效 93.12" }, { "symbol": "SHSE.688356", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 4.3221, "reason": "键凯科技，conditional_plan_watch_only，现价 77.72，触发 74.85，失效 72.60" }, { "symbol": "SHSE.688222", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2200, "blocked_by": "framework_pool_gate", "day_return_pct": 7.5494, "reason": "成都先导，conditional_plan_watch_only，现价 36.47，触发 34.05，失效 33.03" }, { "symbol": "SZSE.300759", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1700, "blocked_by": "framework_pool_gate", "day_return_pct": 3.7544, "reason": "康龙化成，conditional_plan_watch_only，现价 46.98，触发 45.30，失效 43.94" }, { "symbol": "SZSE.300199", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 3300, "blocked_by": "framework_pool_gate", "day_return_pct": 3.4865, "reason": "翰宇药业，conditional_plan_watch_only，现价 25.23，触发 24.49，失效 23.76" }, { "symbol": "SZSE.301393", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1200, "blocked_by": "framework_pool_gate", "day_return_pct": 2.0101, "reason": "昊帆生物，conditional_plan_watch_only，现价 66.99，触发 65.80，失效 63.83" }, { "symbol": "SHSE.603259", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 4.2243, "reason": "药明康德，conditional_plan_watch_only，现价 161.36，触发 155.48，失效 150.82" }, { "symbol": "SHSE.688177", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 4200, "blocked_by": "framework_pool_gate", "day_return_pct": 4.9057, "reason": "百奥泰，conditional_plan_watch_only，现价 19.46，触发 18.59，失效 18.03" }, { "symbol": "SZSE.002422", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 900, "blocked_by": "framework_pool_gate", "day_return_pct": 2.1567, "reason": "科伦药业，conditional_plan_watch_only，现价 46.42，触发 45.75，失效 44.38，入场风险 4.39%" }, { "symbol": "SZSE.002636", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 1.789, "reason": "金安国纪，conditional_plan_watch_only，现价 66.57，触发 65.99，失效 64.01，入场风险 3.86%" }, { "symbol": "SZSE.002370", "rule": "VWAP_RECLAIM", "wanted_qty": 14300, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0379, "reason": "亚太药业，conditional_plan_watch_only，现价 5.81，触发 5.29，失效 5.13" } ], "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": "20260810", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260810_risk_flags_coverage.json", "ingest_path": "reports/audit/20260810_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 0, "supported_flags": [ "ST", "退市风险", "监管", "减持", "质押", "停牌" ], "integrity_warning": null, "note": "轻量风险旗标源；命中后只用于降级/加速风控，不可替代人工确认。", "sources": [ "config/local_risk_flags_20260810.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260810", "plan_date": "20260807", "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/20260810/evidence/preopen_execution_evidence_20260810.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260810.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "HOT", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "HOT", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7583, "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": "20260810", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 90.56, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260810.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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_20260810.json", "coverage_audit_path": "reports/audit/20260810_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260810", "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_20260807_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260807_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/20260810_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.000661", "SHSE.688505", "SZSE.300016" ], "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": "20260810", "plan_date": "20260807", "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/20260810/evidence/preopen_execution_evidence_20260810.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260810.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "HOT", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "HOT", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7583, "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": "20260810", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 90.56, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260810.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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_20260810.json", "coverage_audit_path": "reports/audit/20260810_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260810", "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_20260807_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260807_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/20260810_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.000661", "SHSE.688505", "SZSE.300016" ], "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": 120, "vwap_official_count": 90, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 30, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.25, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "auction": { "used_as_standalone_gate": false, "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。", "preopen_gate_legacy": { "enabled": true, "passed": true, "reason": "expired_after_09:45,structural_hotspot_hot_theme_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.475, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 8, "active_total": 13, "sample_total": 120, "signal_contract_total": 120, "active_contract_total": 13, "dominant_theme": "元件", "dominant_theme_share": 0.609, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002134" ], "structural_hot_themes": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "count": 5, "top_symbols": [ "SZSE.002900", "SHSE.600721", "SZSE.002437", "SHSE.688202", "SZSE.300363" ], "top_return_pct": 10.0148 }, { "theme": "元件", "count": 4, "top_symbols": [ "SZSE.002552", "SZSE.002141", "SZSE.000636", "SHSE.603186" ], "top_return_pct": 10.0 } ], "structural_symbol_whitelist": [ "SHSE.688687", "SZSE.002134" ], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "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_20260810.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-10T09:25:10+08:00" }, "active_samples": [ { "symbol": "SHSE.688687", "name": "凯因科技", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 0, "ret_pct": 2.220956719817768, "last": 17.95, "vwap": 17.76356068636657, "above_vwap": true, "amount": 93942342.0 }, { "symbol": "SHSE.688185", "name": "康希诺", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 3, "ret_pct": 1.0871568085498273, "last": 54.86, "vwap": 55.440065683275506, "above_vwap": false, "amount": 198926052.0 }, { "symbol": "SZSE.300149", "name": "睿智医药", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 11, "ret_pct": 0.8637236084452882, "last": 10.51, "vwap": 10.567438444745548, "above_vwap": false, "amount": 740129651.0 }, { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, 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