{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260811", "trade_date": "20260812", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260812.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260812.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260812.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260811.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_20260811.json", "intraday_metric_reconciliation": "embedded_in_snapshot", 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"waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 0, "risk_sell_filled": 1, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 4, "raw_positions": 4, "dust_positions": 0, "signals": 29, "active_contracts": 3, "conditional_contracts": 26, "active_plan_contracts": 3, "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": 29, "vwap_official_count": 29, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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": "20260812", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.11, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260812.json", "triggers": [ "plan_regime_MIXED_to_execution_WEAK" ], "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": 6.18, "prev_close": 6.15, "holding_days": 6, "daily_pnl": 302.9999999999935, 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"quantity": 4700, "sellable_qty": 4700, "avg_cost": 13.25, "last_price": 13.15, "prev_close": 13.19, "holding_days": 2, "daily_pnl": -187.999999999996, "daily_return_pct": -0.3032600454890004, "unrealized_pnl": -469.99999999999835, "unrealized_pnl_pct": -0.7547169811320728, "position_pct_of_total": 5.937487484130875, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-12T14:55:00", "market_value": 61805.0 }, { "symbol": "SZSE.300852", "name": "四会富仕", "quantity": 1400, "sellable_qty": 1400, "avg_cost": 43.8, "last_price": 44.99, "prev_close": 44.03, "holding_days": 3, "daily_pnl": 1344.0000000000011, "daily_return_pct": 2.1803315920963, "unrealized_pnl": 1666.0000000000068, "unrealized_pnl_pct": 2.716894977168961, "position_pct_of_total": 6.050943882784035, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-12T14:54:57", "market_value": 62986.0 } ], "orders": [ { "event_id": "RISK:20260812:SHSE.600711:position_stop_loss:SELL", "ts": "2026-08-12T09:30:08", "symbol": "SHSE.600711", "name": "盛屯矿业", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 4800, "price": 12.3, "amount": 59040.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -2879.999999999998, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 59040.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260812:SHSE.600711:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 12.51, "max_chase_pct": null, "minute_energy": null, "name": "盛屯矿业", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260811", "plan_id": "RISK:20260811:SHSE.600711:position_stop_loss", "position_pnl_pct": -4.2636, "price": 12.3, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 4800, "quote_ask1": 12.34, "quote_ask_qty1": 67, "quote_bid1": 12.3, "quote_bid_qty1": 1454, "quote_high": 12.38, "quote_last": 12.35, "quote_low": 12.3, "quote_open": 12.38, "quote_prev_close": 12.4, "quote_ts": "2026-08-12T09:30:06", "raw_avg_cost": 12.9, "raw_position_pnl_pct": -4.263565891472876, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 4800, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600711", "template_key": "POSITION_RISK_EXIT", "theme": "贵金属 / 黄金概念", "trade_date": "20260812", "trigger_price": -3.0, "ts": "2026-08-12T09:30:08", "realized_pnl_delta": -2879.999999999998, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 59040.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260812:SHSE.600711:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 12.51, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"盛屯矿业\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260811\", \"plan_id\": \"RISK:20260811:SHSE.600711:position_stop_loss\", \"position_pnl_pct\": -4.2636, \"price\": 12.3, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 4800, \"quote_ask1\": 12.34, \"quote_ask_qty1\": 67, \"quote_bid1\": 12.3, \"quote_bid_qty1\": 1454, \"quote_high\": 12.38, \"quote_last\": 12.35, \"quote_low\": 12.3, \"quote_open\": 12.38, \"quote_prev_close\": 12.4, \"quote_ts\": \"2026-08-12T09:30:06\", \"raw_avg_cost\": 12.9, \"raw_position_pnl_pct\": -4.263565891472876, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 4800, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600711\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"贵金属 / 黄金概念\", \"trade_date\": \"20260812\", \"trigger_price\": -3.0, \"ts\": \"2026-08-12T09:30:08\"}", "id": 93, "cost_basis": 61920.0, "realized_pnl_source": "fifo_lot_pairing" } } ], "shadow_observation_summary": { "total": 29, "status_counts": { "CANCELLED": 10, "OBSERVE": 15, "NEAR_TRIGGER": 4 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 10, "near_trigger_count": 4, "observe_count": 15, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 10, "sector_divergence": [], "top_reasons": [ { "reason": "waiting_trigger", "count": 11 }, { "reason": "invalid_price_broken", "count": 10 }, { "reason": "near_trigger", "count": 4 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "waiting_vwap_pullback_before_reclaim", "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": [], "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": "20260812", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260812_risk_flags_coverage.json", "ingest_path": "reports/audit/20260812_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_20260812.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260812", "plan_date": "20260811", "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/20260812/evidence/preopen_execution_evidence_20260812.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260812.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": "MIXED", "execution_regime": "WEAK", "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": 0.2414, "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": "20260812", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.11, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260812.json", "triggers": [ "plan_regime_MIXED_to_execution_WEAK" ], "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_20260812.json", "coverage_audit_path": "reports/audit/20260812_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260812", "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_20260811_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260811_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/20260812_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300164", "SHSE.600583", "SHSE.601808" ], "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": "20260812", "plan_date": "20260811", "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/20260812/evidence/preopen_execution_evidence_20260812.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260812.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": "MIXED", "execution_regime": "WEAK", "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": 0.2414, "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": "20260812", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.11, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260812.json", "triggers": [ "plan_regime_MIXED_to_execution_WEAK" ], "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_20260812.json", "coverage_audit_path": "reports/audit/20260812_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260812", "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_20260811_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260811_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/20260812_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300164", "SHSE.600583", "SHSE.601808" ], "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": 29, "vwap_official_count": 29, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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": 0.3793, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 3, "sample_total": 29, "signal_contract_total": 29, "active_contract_total": 3, "dominant_theme": "油气开采及服务 / 石油行业", "dominant_theme_share": 0.775, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "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": "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_20260812.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-12T13:00:16+08:00" }, "active_samples": [ { "symbol": "SHSE.600583", "name": "海油工程", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.7259528130671544, "last": 5.47, "vwap": 5.464159524328024, "above_vwap": true, "amount": 140511955.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 2, "ret_pct": -1.2345679012345734, "last": 12.0, "vwap": 12.003369787213185, "above_vwap": false, "amount": 220395073.0 }, { "symbol": "SZSE.300164", "name": "通源石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 0, "ret_pct": -4.8885077186964, "last": 11.09, "vwap": 11.21072615013163, "above_vwap": false, "amount": 1849850532.0 } ], "sample_rows": [ { "symbol": "SZSE.000096", "name": "广聚能源", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.39386189258313, "last": 8.32, "vwap": 8.200487544989581, "above_vwap": true, "amount": 242426093.0 }, { "symbol": "SZSE.002022", "name": "科华生物", "theme": "医疗服务 / 基因概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.5454545454545396, "last": 5.64, "vwap": 5.582244850818094, "above_vwap": true, "amount": 43499643.0 }, { "symbol": "SZSE.000159", "name": "国际实业", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.253032928942811, "last": 5.9, "vwap": 5.814197935091111, "above_vwap": true, "amount": 70674483.0 }, { "symbol": "SZSE.002629", "name": "仁智股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.9230769230769162, "last": 4.77, "vwap": 4.712328456493936, "above_vwap": true, "amount": 51952950.0 }, { "symbol": "SZSE.300030", "name": "阳普医疗", "theme": "医疗服务 / 基因概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.026392961876832, "last": 6.89, "vwap": 6.874310417992785, "above_vwap": true, "amount": 32398625.0 }, { "symbol": "SZSE.000637", "name": "茂化实华", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.7712082262210762, "last": 3.92, "vwap": 3.908009084942485, "above_vwap": true, "amount": 22626591.0 }, { "symbol": "SZSE.300254", "name": "仟源医药", "theme": "医疗服务 / 基因概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.6764374295377795, "last": 8.93, "vwap": 8.934451515151515, "above_vwap": false, "amount": 67812487.0 }, { "symbol": "SZSE.000059", "name": "华锦股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.6465517241379448, "last": 4.67, "vwap": 4.654505308816795, "above_vwap": true, "amount": 88420241.0 }, { "symbol": "SZSE.002622", "name": "皓宸医疗", "theme": "医疗服务 / 图们江", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.3968253968253954, "last": 2.53, "vwap": 2.507090380621677, "above_vwap": true, "amount": 119636598.0 }, { "symbol": "SZSE.002221", "name": "东华能源", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.35842293906809264, "last": 5.6, "vwap": 5.590949829207045, "above_vwap": true, "amount": 96405307.0 }, { "symbol": "SZSE.300439", "name": "美康生物", "theme": "医疗服务 / 基因概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.3293084522502765, "last": 9.14, "vwap": 9.145794292559792, "above_vwap": false, "amount": 21376465.0 }, { "symbol": "SHSE.600196", "name": "复星医药", "theme": "医疗服务 / 民营医院", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.28771064529385937, "last": 24.26, "vwap": 24.32025176419202, "above_vwap": false, "amount": 712709842.0 } ] }, "pool_up_ratio": 0.3793, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 3, "sample_total": 29, "active_samples": [ { "symbol": "SHSE.600583", "name": "海油工程", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.7259528130671544, "last": 5.47, "vwap": 5.464159524328024, "above_vwap": true, "amount": 140511955.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 2, "ret_pct": -1.2345679012345734, "last": 12.0, "vwap": 12.003369787213185, "above_vwap": false, "amount": 220395073.0 }, { "symbol": "SZSE.300164", "name": "通源石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 0, "ret_pct": -4.8885077186964, "last": 11.09, "vwap": 11.21072615013163, "above_vwap": false, "amount": 1849850532.0 } ], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "油气开采及服务 / 石油行业", "dominant_theme_share": 0.775, "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_20260812.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-12T13:00:16+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 29, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "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": 17.24, "auction_liquidity_score": 46.21, "covered_signal_count": 29, "covered_holding_count": 4, "slot_holding_count": 4, "dust_holding_count": 0, "holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300142", "SZSE.300852" ], "slot_holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300142", "SZSE.300852" ], "reason": "expired_after_09:45,active_mainline_not_confirmed", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260812.json", "source_generated_at": "2026-08-12T13:00:16+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": 1.0711, "korea_market_close_pct": 3.8599, "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": 3, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 3, "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": 0, "executed_formal_entry_event_ids": [], "unmatched_official_buy_filled": 0, "position_add_filled": 0, "official_buy_filled": 0, "scope_note": "Gate Funnel 仅统计 3 个尚未执行且具备完整价格合同的正式入场信号；另有 26 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": 3, "minute_energy_blocked": 2, "vwap_blocked": 2, "chase_ceiling_blocked": 0, "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": 3, "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": 3, "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": 29, "observation_only_excluded_count": 26, "data_quality_state": "ok" }, "signals_snapshot": { "total": 29, "active_contracts": 3, "conditional_contracts": 26, "active_plan_contracts": 3, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }