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\"name\": \"盛屯矿业\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260810\", \"plan_id\": \"20260810:SHSE.600711:SECOND_WAVE_BREAK_VWAP\", \"price\": 12.9, \"price_vs_vwap_pct\": 0.4516, \"qty\": 4800, \"quote_ask1\": 12.9, \"quote_ask_qty1\": 508, \"quote_bid1\": 12.89, \"quote_bid_qty1\": 141, \"quote_high\": 13.18, \"quote_last\": 12.9, \"quote_low\": 12.52, \"quote_open\": 12.73, \"quote_prev_close\": 12.74, \"quote_ts\": \"2026-08-11T11:29:02\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 0.0, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SHSE.600711\", \"target_amount\": 62646.51, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"贵金属 / 黄金概念\", \"trade_date\": \"20260811\", \"trigger_price\": 12.9, \"ts\": \"2026-08-11T11:29:06\"}", "id": 91 } } ], "shadow_observation_summary": { "total": 68, "status_counts": { "OBSERVE": 33, "FILLED": 1, "TOUCHED": 2, "CANCELLED": 22, "NEAR_TRIGGER": 9, "ACTIONABLE": 1 }, "actionable_count": 1, "touched_count": 2, "cancelled_count": 22, "near_trigger_count": 9, "observe_count": 33, "chase_ceiling_blocked_count": 2, "invalid_price_broken_count": 22, "sector_divergence": [ { "theme": "医疗服务 / CRO概念", "signals": 18, "chase": 1, "invalidation": 11 }, { "theme": "贵金属 / 黄金概念", "signals": 15, "chase": 1, "invalidation": 8 } ], "top_reasons": [ { "reason": "waiting_trigger", "count": 26 }, { "reason": "invalid_price_broken", "count": 22 }, { "reason": "near_trigger", "count": 9 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "signal_contract_missing_price_fields", "count": 3 }, { "reason": "trigger_touched_but_above_exec_high", "count": 2 }, { "reason": "already_filled_position_tracking", "count": 1 }, { "reason": "official_entry_blocked_intraday_mainline_break", "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.300404", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 10500, "blocked_by": "chase_ceiling", "day_return_pct": 5.0757, "reason": "博济医药，position_sized_by_target_pct，现价 11.80，触发 11.45，失效 11.11" }, { "symbol": "SZSE.300149", "rule": "VWAP_RECLAIM", "wanted_qty": 3700, "blocked_by": "framework_pool_gate", "day_return_pct": 5.3435, "reason": "睿智医药，conditional_plan_watch_only，现价 11.04，触发 10.94，失效 10.61，入场风险 3.89%" }, { "symbol": "SZSE.002721", "rule": "VWAP_RECLAIM", "wanted_qty": 27200, "blocked_by": "framework_pool_gate", "day_return_pct": 10.1083, "reason": "金一文化，conditional_plan_watch_only，现价 3.05，触发 2.99，失效 2.90" } ], "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": "20260811", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260811_risk_flags_coverage.json", "ingest_path": "reports/audit/20260811_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_20260811.json" ], "items": { "SHSE.600721": { "name": "百花医药", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "百花医药：新疆百花村医药集团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/20260811/59183781.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600721" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260811", "plan_date": "20260810", "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/20260811/evidence/preopen_execution_evidence_20260811.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260811.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.2941, "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": "20260811", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 30.57, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260811.json", "triggers": [ "plan_regime_HOT_to_execution_MIXED" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260811.json", "coverage_audit_path": "reports/audit/20260811_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260811", "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_20260810_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260810_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/20260811_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300012", "SZSE.002155", "SZSE.002237" ], "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": "20260811", "plan_date": "20260810", "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/20260811/evidence/preopen_execution_evidence_20260811.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260811.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.2941, "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": "20260811", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 30.57, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260811.json", "triggers": [ "plan_regime_HOT_to_execution_MIXED" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260811.json", "coverage_audit_path": "reports/audit/20260811_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260811", "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_20260810_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260810_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/20260811_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300012", "SZSE.002155", "SZSE.002237" ], "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": 68, "vwap_official_count": 63, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 5, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0735, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "auction": { "used_as_standalone_gate": false, "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。", "preopen_gate_legacy": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2647, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 68, "signal_contract_total": 68, "active_contract_total": 13, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.4685, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "医疗服务 / CRO概念", "count": 3, "top_symbols": [ "SHSE.600721", "SZSE.300149", "SZSE.300404" ], "top_return_pct": 10.0086 } ], "structural_symbol_whitelist": [ "SZSE.300404" ], "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": "HIGH", "score": 52.0, "raw_score": 52.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 52.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.94%", "nvidia_negative_-2.86%", "domestic_tech_down_ratio_74%" ], "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_20260811.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-11T09:25:16+08:00" }, "active_samples": [ { "symbol": "SZSE.300404", "name": "博济医药", "theme": "医疗服务 / CRO概念", "paper_scope": "active", "priority": 6, "ret_pct": 5.0756901157613665, "last": 11.8, "vwap": 11.698616446428366, "above_vwap": true, "amount": 607492774.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 5, "ret_pct": 2.553191489361706, "last": 9.64, "vwap": 10.01853238134911, "above_vwap": false, "amount": 4745130590.0 }, { "symbol": "SZSE.300967", "name": "晓鸣股份", "theme": "养鸡 / 鸡肉", "paper_scope": "active", "priority": 3, "ret_pct": 0.6101281269066394, "last": 16.49, "vwap": 16.52186411614917, "above_vwap": false, "amount": 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