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\"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260817:SZSE.300009:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 8.69, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"安科生物\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260814\", \"plan_id\": \"RISK:20260814:SZSE.300009:position_stop_loss\", \"position_pnl_pct\": -3.3259, \"price\": 8.72, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 6900, \"quote_ask1\": 8.75, \"quote_ask_qty1\": 132, \"quote_bid1\": 8.72, \"quote_bid_qty1\": 44, \"quote_high\": 8.92, \"quote_last\": 8.72, \"quote_low\": 8.69, \"quote_open\": 8.86, \"quote_prev_close\": 8.95, \"quote_ts\": \"2026-08-17T09:31:12\", \"raw_avg_cost\": 9.02, \"raw_position_pnl_pct\": -3.325942350332578, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 6900, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.300009\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"医疗服务 / 医药消费链 / 创新药\", \"trade_date\": \"20260817\", \"trigger_price\": -3.0, \"ts\": \"2026-08-17T09:31:17\"}" } } ], "shadow_observation_summary": { "total": 58, "status_counts": { "NEAR_TRIGGER": 1, "OBSERVE": 22, "FILLED": 1, "TOUCHED": 24, "ACTIONABLE": 9, "CANCELLED": 1 }, "actionable_count": 9, "touched_count": 24, "cancelled_count": 1, "near_trigger_count": 1, "observe_count": 22, "chase_ceiling_blocked_count": 24, "invalid_price_broken_count": 1, "sector_divergence": [ { "theme": "AI算力链 / 共封装光学(CPO)", "signals": 48, "chase": 23, "invalidation": 1 } ], "top_reasons": [ { "reason": "trigger_touched_but_above_exec_high", "count": 24 }, { "reason": "signal_contract_missing_price_fields", "count": 15 }, { "reason": "trigger_touched", "count": 9 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "waiting_trigger", "count": 3 }, { "reason": "already_filled_position_tracking", "count": 1 }, { "reason": "invalid_price_broken", "count": 1 }, { "reason": "near_trigger", "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": "SHSE.601869", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 100, "blocked_by": "chase_ceiling", "day_return_pct": 5.8308, "reason": "长飞光纤，position_sized_by_target_pct，现价 375.89，触发 363.00，失效 352.11" }, { "symbol": "SZSE.300570", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 200, "blocked_by": "chase_ceiling", "day_return_pct": 20.0, "reason": "太辰光，position_sized_by_target_pct，现价 193.80，触发 161.96，失效 157.10" }, { "symbol": "SZSE.300394", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 7.0375, "reason": "天孚通信，conditional_plan_watch_only，现价 286.55，触发 267.71，失效 259.68" }, { "symbol": "SHSE.688167", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 7.0493, "reason": "炬光科技，conditional_plan_watch_only，现价 290.05，触发 278.30，失效 269.95" }, { "symbol": "SHSE.688379", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 6.6679, "reason": "华光新材，conditional_plan_watch_only，现价 58.39，触发 55.70，失效 54.03" }, { "symbol": "SZSE.300709", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 1900, "blocked_by": "framework_pool_gate", "day_return_pct": 3.9103, "reason": "精研科技，conditional_plan_watch_only，现价 41.72，触发 40.88，失效 39.65" }, { "symbol": "SHSE.688025", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 2.3967, "reason": "杰普特，conditional_plan_watch_only，现价 414.00，触发 406.25，失效 394.06" }, { "symbol": "SZSE.301282", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 2300, "blocked_by": "framework_pool_gate", "day_return_pct": 19.9932, "reason": "金禄电子，conditional_plan_watch_only，现价 35.17，触发 29.50，失效 28.61" }, { "symbol": "SZSE.002515", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 10500, "blocked_by": "framework_pool_gate", "day_return_pct": 5.0532, "reason": "金字火腿，conditional_plan_watch_only，现价 7.90，触发 7.65，失效 7.42" }, { "symbol": "SZSE.002980", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 400, "blocked_by": "framework_pool_gate", "day_return_pct": 5.2587, "reason": "华盛昌，conditional_plan_watch_only，现价 100.08，触发 99.23，失效 96.25，入场风险 3.87%" }, { "symbol": "SZSE.300502", "rule": "VWAP_RECLAIM", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 4.2001, "reason": "新易盛，conditional_plan_watch_only，现价 466.90，触发 449.97，失效 436.47" }, { "symbol": "SHSE.600522", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 0.9283, "reason": "中天科技，conditional_plan_watch_only，现价 35.88，触发 35.75，失效 34.68，入场风险 3.37%" }, { "symbol": "SHSE.688757", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 2300, "blocked_by": "framework_pool_gate", "day_return_pct": 6.4137, "reason": "胜科纳米，conditional_plan_watch_only，现价 36.17，触发 33.99，失效 32.97" }, { "symbol": "SZSE.301013", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 0.2572, "reason": "利和兴，conditional_plan_watch_only，现价 46.77，触发 46.65，失效 45.25，入场风险 3.27%" }, { "symbol": "SHSE.688183", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 1.6812, "reason": "生益电子，conditional_plan_watch_only，现价 117.94，触发 116.20，失效 112.71，入场风险 4.44%" }, { "symbol": "SZSE.002138", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 700, "blocked_by": "framework_pool_gate", "day_return_pct": 0.9385, "reason": "顺络电子，conditional_plan_watch_only，现价 52.70，触发 52.39，失效 50.82，入场风险 3.59%" }, { "symbol": "SZSE.301511", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 5.9566, "reason": "德福科技，conditional_plan_watch_only，现价 100.68，触发 95.83，失效 92.96" }, { "symbol": "SZSE.301183", "rule": "VWAP_RECLAIM", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 4.9075, "reason": "东田微，conditional_plan_watch_only，现价 215.48，触发 206.80，失效 200.60" }, { "symbol": "SZSE.000823", "rule": "VWAP_RECLAIM", "wanted_qty": 5300, "blocked_by": "framework_pool_gate", "day_return_pct": 2.6797, "reason": "超声电子，conditional_plan_watch_only，现价 15.71，触发 15.44，失效 14.98" }, { "symbol": "SZSE.300811", "rule": "VWAP_RECLAIM", "wanted_qty": 1000, "blocked_by": "framework_pool_gate", "day_return_pct": 3.147, "reason": "铂科新材，conditional_plan_watch_only，现价 80.63，触发 78.69，失效 76.33" }, { "symbol": "SHSE.688536", "rule": "VWAP_RECLAIM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 5.6248, "reason": "思瑞浦，conditional_plan_watch_only，现价 289.94，触发 276.50，失效 268.20" }, { "symbol": "SHSE.688668", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 9.0926, "reason": "鼎通科技，conditional_plan_watch_only，现价 293.11，触发 275.00，失效 266.75" }, { "symbol": "SZSE.300548", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 300, "blocked_by": "framework_pool_gate", "day_return_pct": 12.4981, "reason": "长芯博创，conditional_plan_watch_only，现价 219.00，触发 194.68，失效 188.84" }, { "symbol": "SHSE.688807", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 200, "blocked_by": "framework_pool_gate", "day_return_pct": 5.9201, "reason": "优迅股份，conditional_plan_watch_only，现价 297.00，触发 290.00，失效 281.30" }, { "symbol": "SZSE.002957", "rule": "VWAP_RECLAIM", "wanted_qty": 900, "blocked_by": "framework_pool_gate", "day_return_pct": 2.0349, "reason": "科瑞技术，conditional_plan_watch_only，现价 42.12，触发 41.57，失效 40.32，入场风险 4.27%" }, { "symbol": "SHSE.603738", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 2000, "blocked_by": "framework_pool_gate", "day_return_pct": 6.0313, "reason": "泰晶科技，conditional_plan_watch_only，现价 40.61，触发 38.30，失效 37.15" }, { "symbol": "SHSE.603203", "rule": "VWAP_RECLAIM", "wanted_qty": 1700, "blocked_by": "framework_pool_gate", "day_return_pct": 3.1714, "reason": "快克智能，conditional_plan_watch_only，现价 46.52，触发 45.29，失效 43.93" }, { "symbol": "SHSE.688655", "rule": "VWAP_RECLAIM", "wanted_qty": 1900, "blocked_by": "framework_pool_gate", "day_return_pct": 13.298, "reason": "迅捷兴，conditional_plan_watch_only，现价 42.77，触发 38.00，失效 36.86" }, { "symbol": "SZSE.301123", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 3.3695, "reason": "奕东电子，conditional_plan_watch_only，现价 80.99，触发 80.81，失效 78.39，入场风险 3.23%" }, { "symbol": "SHSE.688519", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 1.9709, "reason": "南亚新材，conditional_plan_watch_only，现价 315.09，触发 311.00，失效 301.67，入场风险 4.26%" }, { "symbol": "SHSE.688143", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 10.0, "reason": "长盈通，conditional_plan_watch_only，现价 154.00，触发 140.00，失效 135.80" }, { "symbol": "SZSE.002008", "rule": "VWAP_RECLAIM", "wanted_qty": 400, "blocked_by": "framework_pool_gate", "day_return_pct": 1.6667, "reason": "大族激光，conditional_plan_watch_only，现价 100.65，触发 99.49，失效 96.51，入场风险 4.13%" }, { "symbol": "SZSE.300776", "rule": "VWAP_RECLAIM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 5.1626, "reason": "帝尔激光，conditional_plan_watch_only，现价 127.72，触发 121.88，失效 118.22" } ], "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": "20260817", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260817_risk_flags_coverage.json", "ingest_path": "reports/audit/20260817_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_20260817.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260817", "plan_date": "20260814", "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/20260817/evidence/preopen_execution_evidence_20260817.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260817.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": 0.717, "market_up_ratio": 0.734, "divergence_pct_points": -1.7, "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": "20260817", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 90.64, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260817.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_20260817.json", "coverage_audit_path": "reports/audit/20260817_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260817", "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_20260814_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "UNAVAILABLE", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": null, "crosscheck_path": null, "preopen_overall_state": null, "preopen_summary": {}, "confirmed_sectors": [], "watch_sectors": [], "rotation_candidates_not_in_plan": [], "interval_start": null, "interval_end": null, "interval_provisional": null, "action": "开盘啦证据缺失只记数据质量告警，继续依赖主板块合同，不得判成板块转弱。" }, "plan_contract": { "path": "reports/trade_plan/20260814_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": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260817_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300394", "SZSE.002484", "SHSE.688379" ], "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": "20260817", "plan_date": "20260814", "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/20260817/evidence/preopen_execution_evidence_20260817.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260817.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": 0.717, "market_up_ratio": 0.734, "divergence_pct_points": -1.7, "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": "20260817", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 90.64, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260817.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_20260817.json", "coverage_audit_path": "reports/audit/20260817_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260817", "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_20260814_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "UNAVAILABLE", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": null, "crosscheck_path": null, "preopen_overall_state": null, "preopen_summary": {}, "confirmed_sectors": [], "watch_sectors": [], "rotation_candidates_not_in_plan": [], "interval_start": null, "interval_end": null, "interval_provisional": null, "action": "开盘啦证据缺失只记数据质量告警，继续依赖主板块合同，不得判成板块转弱。" }, "plan_contract": { "path": "reports/trade_plan/20260814_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": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260817_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300394", "SZSE.002484", "SHSE.688379" ], "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": 58, "vwap_official_count": 44, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 14, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.2414, "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,clustered_mainline_core_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "signal_contract_total": 58, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 21, "top_symbols": [ "SZSE.300570", "SZSE.301282", "SHSE.688655", "SZSE.300548", "SZSE.301419" ], "top_return_pct": 20.0 } ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": [ "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "active_samples": [ { 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