{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260813", "trade_date": "20260814", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260814.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260814.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260814.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260813.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_20260813.json", "risk_overlay": 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"FILLED", "order_kind": "OFFICIAL_BUY", "kind_inferred": true, "qty": 6900, "price": 9.02, "amount": 62238.0, "reason": "paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 8.96, "raw_status": "FILLED", "raw": { "amount": 62238.0, "base_exec_high": 9.23, "cash_before_order": 790082.51, "chase_ceiling": 9.23, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.6585, "entry_zone_high": 9.09, "entry_zone_low": 8.83, "event_id": "20260813:20260814:SZSE.300009:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 9.23, "exec_low": 8.96, "intraday_vwap": 9.0116, "invalid_price": 8.69, "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": 0.0859, "bar_count": 3, "bars": [ { "amount_yi": 0.0704, "close": 9.01, "high": 9.01, "low": 8.99, "open": 8.99, "time": 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"slippage_bps": 66.96, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.300009", "target_amount": 62528.07, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "医疗服务 / 医药消费链 / 创新药", "trade_date": "20260814", "trigger_price": 8.96, "ts": "2026-08-14T10:07:12", "raw_json": "{\"amount\": 62238.0, \"base_exec_high\": 9.23, \"cash_before_order\": 790082.51, \"chase_ceiling\": 9.23, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.6585, \"entry_zone_high\": 9.09, \"entry_zone_low\": 8.83, \"event_id\": \"20260813:20260814:SZSE.300009:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 9.23, \"exec_low\": 8.96, \"intraday_vwap\": 9.0116, \"invalid_price\": 8.69, \"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\": 0.0859, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.0704, \"close\": 9.01, \"high\": 9.01, \"low\": 8.99, \"open\": 8.99, \"time\": \"10:05\"}, {\"amount_yi\": 0.0091, \"close\": 9.02, \"high\": 9.03, \"low\": 9.02, \"open\": 9.03, \"time\": \"10:06\"}, {\"amount_yi\": 0.0064, \"close\": 9.02, \"high\": 9.02, \"low\": 9.02, \"open\": 9.02, \"time\": \"10:07\"}], \"energy_ratio\": 1.2485, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0.0688, \"ratio_min\": 1.05, \"reason\": \"minute_energy_accelerating\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"安科生物\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260813\", \"plan_id\": \"20260813:SZSE.300009:SECOND_WAVE_BREAK_VWAP\", \"price\": 9.02, \"price_vs_vwap_pct\": 0.0932, \"qty\": 6900, \"quote_ask1\": 9.02, \"quote_ask_qty1\": 76, \"quote_bid1\": 9.01, \"quote_bid_qty1\": 266, \"quote_high\": 9.18, \"quote_last\": 9.02, \"quote_low\": 8.71, \"quote_open\": 8.73, \"quote_prev_close\": 8.78, \"quote_ts\": \"2026-08-14T10:07:09\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 66.96, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.300009\", \"target_amount\": 62528.07, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"医疗服务 / 医药消费链 / 创新药\", \"trade_date\": \"20260814\", \"trigger_price\": 8.96, \"ts\": \"2026-08-14T10:07:12\"}", "id": 94 } } ], "shadow_observation_summary": { "total": 84, "status_counts": { "CANCELLED": 38, "NEAR_TRIGGER": 5, "OBSERVE": 37, "FILLED": 1, "TOUCHED": 2, "ACTIONABLE": 1 }, "actionable_count": 1, "touched_count": 2, "cancelled_count": 38, "near_trigger_count": 5, "observe_count": 37, "chase_ceiling_blocked_count": 2, "invalid_price_broken_count": 38, "sector_divergence": [ { "theme": "医疗服务 / 医药消费链 / 医疗器械", "signals": 18, "chase": 2, "invalidation": 3 } ], "top_reasons": [ { "reason": "invalid_price_broken", "count": 38 }, { "reason": "waiting_trigger", "count": 28 }, { "reason": "near_trigger", "count": 5 }, { "reason": "signal_contract_missing_price_fields", "count": 4 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "trigger_touched_but_above_exec_high", "count": 2 }, { "reason": "already_filled_position_tracking", "count": 1 }, { "reason": "official_entry_wait_intraday_style_confirm", "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.300314", "rule": "VWAP_RECLAIM", "wanted_qty": 6700, "blocked_by": "framework_pool_gate", "day_return_pct": 5.8671, "reason": "戴维医疗，conditional_plan_watch_only，现价 12.27，触发 11.95，失效 11.59" }, { "symbol": "SHSE.600763", "rule": "VWAP_RECLAIM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 1.8202, "reason": "通策医疗，conditional_plan_watch_only，现价 37.48，触发 37.44，失效 36.32，入场风险 3.12%" }, { "symbol": "SZSE.300246", "rule": "VWAP_RECLAIM", "wanted_qty": 4300, "blocked_by": "framework_pool_gate", "day_return_pct": 5.0885, "reason": "宝莱特，conditional_plan_watch_only，现价 19.00，触发 18.70，失效 18.14" } ], "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": "20260814", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260814_risk_flags_coverage.json", "ingest_path": "reports/audit/20260814_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 4, "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_20260814.json" ], "items": { "SHSE.688278": { "name": "特宝生物", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "regulatory_action", "title": "特宝生物：关于开立募集资金专户并签订募集资金专户存储三方监管协议的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260814/59252727.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.688278" }, "SHSE.600881": { "name": "亚泰集团", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "亚泰集团：吉林亚泰（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/20260814/59249439.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600881" }, "SZSE.002437": { "name": "誉衡药业", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "誉衡药业：股票交易异常波动的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260814/59252805.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002437" }, "SHSE.688222": { "name": "成都先导", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_reduction", "title": "成都先导：成都先导药物开发股份有限公司股东深圳市钧天投资企业（有限合伙）减持股份结果公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260814/59247763.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.688222" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260814", "plan_date": "20260813", "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/20260814/evidence/preopen_execution_evidence_20260814.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260814.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": 0.1667, "market_up_ratio": 0.4191, "divergence_pct_points": -25.2, "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": "20260814", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WEAK", "plan_score": null, "execution_score": 9.51, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260814.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_20260814.json", "coverage_audit_path": "reports/audit/20260814_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260814", "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_20260813_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260813_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/20260814_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688192", "SZSE.300049", "SZSE.301257" ], "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": "20260814", "plan_date": "20260813", "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/20260814/evidence/preopen_execution_evidence_20260814.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260814.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": 0.1667, "market_up_ratio": 0.4191, "divergence_pct_points": -25.2, "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": "20260814", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WEAK", "plan_score": null, "execution_score": 9.51, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260814.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_20260814.json", "coverage_audit_path": "reports/audit/20260814_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260814", "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_20260813_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260813_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/20260814_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688192", "SZSE.300049", "SZSE.301257" ], "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": 84, "vwap_official_count": 68, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 16, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.1905, "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": { 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"enabled": true, "level": "LOW", "score": 18.0, "raw_score": 18.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 18.0, "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": [ "korea_tech_negative_-1.75%" ], "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_20260814.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-14T09:25:17+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 84, "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": 22.62, "auction_liquidity_score": 49.7, "covered_signal_count": 84, "covered_holding_count": 5, "slot_holding_count": 5, "dust_holding_count": 0, "holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300009", "SZSE.300142", "SZSE.300852" ], "slot_holding_symbols": [ "SHSE.600973", "SZSE.000568", "SZSE.300009", "SZSE.300142", "SZSE.300852" ], "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260814.json", "source_generated_at": "2026-08-14T09:25:17+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "korea_tech_negative_-1.75%" ] }, "verified_gate": { "level": "LOW", "score": 18.0, "reasons": [ "korea_tech_negative_-1.75%" ], "source_quality": "verified_live" }, "korea_market_stress_pct": 0.5894, "korea_market_close_pct": 1.0595, "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": [ "20260813:20260814:SZSE.300009: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 71 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": 8, "vwap_blocked": 9, "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": 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": 84, "observation_only_excluded_count": 71, "data_quality_state": "ok" }, "signals_snapshot": { "total": 84, "active_contracts": 13, "conditional_contracts": 71, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }