{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260817", "trade_date": "20260818", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260818.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260818.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260818.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260817.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_20260817.json", "risk_overlay": 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"slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-18T14:55:24", "market_value": 60585.0 }, { "symbol": "SZSE.300142", "name": "沃森生物", "quantity": 4700, "sellable_qty": 4700, "avg_cost": 13.25, "last_price": 13.1, "prev_close": 13.3, "holding_days": 6, "daily_pnl": -940.000000000005, "daily_return_pct": -1.5037593984962485, "unrealized_pnl": -705.0000000000017, "unrealized_pnl_pct": -1.132075471698113, "position_pct_of_total": 5.914405800916835, "over_cap": false, "over_cap_policy": null, "slot_eligible": true, "dust_position": false, "slot_policy": null, "cleanup_hint": null, "risk_flag": null, "updated_at": "2026-08-18T14:55:24", "market_value": 61570.0 }, { "symbol": "SZSE.300852", "name": "四会富仕", "quantity": 2800, "sellable_qty": 1400, "avg_cost": 46.53, "last_price": 49.26, "prev_close": 49.1, "holding_days": 7, "daily_pnl": 447.99999999999045, "daily_return_pct": 0.3258655804480582, "unrealized_pnl": 7643.999999999991, "unrealized_pnl_pct": 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"entry_zone_high": 49.65, "entry_zone_low": 49.16, "event_id": "20260817:20260818:SZSE.300852:POSITION_TREND_ADD:BUY", "exec_high": 49.65, "exec_low": 49.16, "intraday_vwap": 49.1626, "invalid_price": 48.04, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "四会富仕", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260817", "plan_id": "20260817:SZSE.300852:POSITION_TREND_ADD", "price": 49.26, "price_vs_vwap_pct": 0.2185, "qty": 1400, "quote_ask1": 49.26, "quote_ask_qty1": 7, "quote_bid1": 49.21, "quote_bid_qty1": 4, "quote_high": 50.16, "quote_last": 49.27, "quote_low": 48.13, "quote_open": 49.12, "quote_prev_close": 49.1, "quote_ts": "2026-08-18T14:27:36", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 1400, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct_t0_protection_capped", "slippage_bps": -2.03, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SZSE.300852", "t0_protection_qty_cap": 1400, "target_amount": 208247.9, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": "元件", "trade_date": "20260818", "trigger_price": 49.27, "ts": "2026-08-18T14:27:41", "id": 97, "raw_json": "{\"amount\": 68964.0, \"base_exec_high\": 49.65, \"cash_before_order\": 763420.51, \"chase_ceiling\": null, \"current_position_value\": 68978.0, \"decision\": \"position_add\", \"dynamic_exec_high\": 49.65, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 2.5, \"entry_zone_high\": 49.65, \"entry_zone_low\": 49.16, \"event_id\": \"20260817:20260818:SZSE.300852:POSITION_TREND_ADD:BUY\", \"exec_high\": 49.65, \"exec_low\": 49.16, \"intraday_vwap\": 49.1626, \"invalid_price\": 48.04, \"ma5\": null, \"max_chase_pct\": 0.8, \"minute_energy\": null, \"name\": \"四会富仕\", \"paper_scope\": \"position_add\", \"participation_rate\": null, \"plan_date\": \"20260817\", \"plan_id\": \"20260817:SZSE.300852:POSITION_TREND_ADD\", \"price\": 49.26, \"price_vs_vwap_pct\": 0.2185, \"qty\": 1400, \"quote_ask1\": 49.26, \"quote_ask_qty1\": 7, \"quote_bid1\": 49.21, \"quote_bid_qty1\": 4, \"quote_high\": 50.16, \"quote_last\": 49.27, \"quote_low\": 48.13, \"quote_open\": 49.12, \"quote_prev_close\": 49.1, \"quote_ts\": \"2026-08-18T14:27:36\", \"reason\": \"paper_fill_at_ask1\", \"sellable_qty_before_order\": 1400, \"side\": \"BUY\", \"sim_reason\": \"verified_profit_trend_add\", \"sizing_reason\": \"position_sized_by_target_pct_t0_protection_capped\", \"slippage_bps\": -2.03, \"status\": \"FILLED\", \"suggested_position_pct\": 20.0, \"symbol\": \"SZSE.300852\", \"t0_protection_qty_cap\": 1400, \"target_amount\": 208247.9, \"target_position_pct\": 20.0, \"template_key\": \"POSITION_TREND_ADD\", \"theme\": \"元件\", \"trade_date\": \"20260818\", \"trigger_price\": 49.27, \"ts\": \"2026-08-18T14:27:41\"}" } } ], "shadow_observation_summary": { "total": 31, "status_counts": { "TOUCHED": 5, "OBSERVE": 17, "NEAR_TRIGGER": 4, "CANCELLED": 5 }, "actionable_count": 0, "touched_count": 5, "cancelled_count": 5, "near_trigger_count": 4, "observe_count": 17, "chase_ceiling_blocked_count": 5, "invalid_price_broken_count": 5, "sector_divergence": [ { "theme": "BC电池", "signals": 21, "chase": 3, "invalidation": 2 }, { "theme": "半导体链 / PCB概念", "signals": 3, "chase": 2, "invalidation": 1 } ], "top_reasons": [ { "reason": "waiting_trigger", "count": 8 }, { "reason": "session_invalidation_latched", "count": 5 }, { "reason": "trigger_touched_but_above_exec_high", "count": 5 }, { "reason": "minute_energy_amount_too_low", "count": 4 }, { "reason": "near_trigger", "count": 4 }, { "reason": "signal_contract_missing_price_fields", "count": 4 }, { "reason": "minute_energy_ratio_too_low", "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.688630", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 100, "blocked_by": "chase_ceiling", "day_return_pct": 4.7661, "reason": "芯碁微装，position_sized_by_target_pct，现价 470.18，触发 448.95，失效 435.48" }, { "symbol": "SHSE.688559", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": 900, "blocked_by": "chase_ceiling", "day_return_pct": 6.975, "reason": "海目星，position_sized_by_target_pct，现价 56.44，触发 52.97，失效 51.38" }, { "symbol": "SZSE.301021", "rule": "VWAP_RECLAIM", "wanted_qty": 500, "blocked_by": "framework_pool_gate", "day_return_pct": 6.5435, "reason": "英诺激光，conditional_plan_watch_only，现价 80.76，触发 75.80，失效 73.53" }, { "symbol": "SZSE.300757", "rule": "VWAP_RECLAIM", "wanted_qty": 100, "blocked_by": "framework_pool_gate", "day_return_pct": 2.6573, "reason": "罗博特科，conditional_plan_watch_only，现价 545.11，触发 535.00，失效 518.95" }, { "symbol": "SZSE.300724", "rule": "VWAP_RECLAIM", "wanted_qty": 600, "blocked_by": "framework_pool_gate", "day_return_pct": 8.5748, "reason": "捷佳伟创，conditional_plan_watch_only，现价 65.21，触发 60.22，失效 58.41" } ], "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": "20260818", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260818_risk_flags_coverage.json", "ingest_path": "reports/audit/20260818_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_20260818.json" ], "items": { "SHSE.688503": { "name": "聚和材料", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "聚和材料：关于股票交易风险提示公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260818/59308277.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.688503" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260818", "plan_date": "20260817", "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/20260818/evidence/preopen_execution_evidence_20260818.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260818.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": 0.3448, "market_up_ratio": 0.3324, "divergence_pct_points": 1.2, "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": "20260818", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 33.56, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260818.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_20260818.json", "coverage_audit_path": "reports/audit/20260818_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260818", "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_20260817_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/20260817_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/20260818_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.300102", "SHSE.600584", "SZSE.002384" ], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "active execution shortlist is already permitted; conditional candidates remain watch-only and cannot grant additional entry permission" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20260818", "plan_date": "20260817", "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/20260818/evidence/preopen_execution_evidence_20260818.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260818.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": 0.3448, "market_up_ratio": 0.3324, "divergence_pct_points": 1.2, "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": "20260818", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 33.56, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260818.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_20260818.json", "coverage_audit_path": "reports/audit/20260818_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260818", "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_20260817_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/20260817_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/20260818_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.300102", "SHSE.600584", "SZSE.002384" ], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "active execution shortlist is already permitted; conditional candidates remain watch-only and cannot grant additional entry permission" } }, "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": 31, "vwap_official_count": 27, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 4, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.129, "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,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4194, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 31, "signal_contract_total": 31, "active_contract_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明", "dominant_theme_share": 0.3613, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "BC电池", "count": 3, "top_symbols": [ "SZSE.300724", "SZSE.301021", "SHSE.688503" ], "top_return_pct": 8.5748 } ], "structural_symbol_whitelist": [ "SZSE.300776", "SZSE.002129" ], "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_20260818.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-18T09:25:09+08:00" }, "active_samples": [ { "symbol": "SHSE.688559", "name": "海目星", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": 6.974981046247164, "last": 56.44, "vwap": 56.22643891860538, "above_vwap": true, "amount": 1076360544.0 }, { "symbol": "SHSE.688630", "name": "芯碁微装", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 0, "ret_pct": 4.766148978364049, "last": 470.18, "vwap": 460.9661345287331, "above_vwap": true, "amount": 2750526843.0 }, { "symbol": "SZSE.002129", "name": "TCL中环", "theme": "BC电池", "paper_scope": "active", "priority": 4, "ret_pct": 3.3229491173416337, "last": 9.95, "vwap": 9.863393235513765, "above_vwap": true, "amount": 1623201857.0 }, { "symbol": "SZSE.300776", "name": "帝尔激光", "theme": "BC电池", "paper_scope": "active", "priority": 1, "ret_pct": 1.6033161270139207, "last": 129.91, "vwap": 127.85575680964723, "above_vwap": true, "amount": 1208684397.0 }, { "symbol": "SZSE.002079", "name": "苏州固锝", "theme": "BC电池", "paper_scope": "active", "priority": 3, "ret_pct": -0.5923000987166915, "last": 10.07, "vwap": 10.041207428219009, "above_vwap": true, "amount": 307715814.0 } ], "sample_rows": [ { "symbol": "SZSE.300724", "name": "捷佳伟创", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.574758574758556, "last": 65.21, "vwap": 63.55794399709772, "above_vwap": true, "amount": 1611791325.0 }, { "symbol": "SHSE.688559", "name": "海目星", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": 6.974981046247164, "last": 56.44, "vwap": 56.22643891860538, "above_vwap": true, "amount": 1076360544.0 }, { "symbol": "SZSE.301021", "name": "英诺激光", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.543535620052787, "last": 80.76, "vwap": 80.36488870687302, "above_vwap": true, "amount": 1118534594.0 }, { "symbol": "SHSE.688503", "name": "聚和材料", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.842391304347805, "last": 101.27, "vwap": 98.57945762906118, "above_vwap": true, "amount": 3726077850.0 }, { "symbol": "SHSE.688630", "name": "芯碁微装", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 0, "ret_pct": 4.766148978364049, "last": 470.18, "vwap": 460.9661345287331, "above_vwap": true, "amount": 2750526843.0 }, { "symbol": "SZSE.002129", "name": "TCL中环", "theme": "BC电池", "paper_scope": "active", "priority": 4, "ret_pct": 3.3229491173416337, "last": 9.95, "vwap": 9.863393235513765, "above_vwap": true, "amount": 1623201857.0 }, { "symbol": "SZSE.300757", "name": "罗博特科", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.657250470809802, "last": 545.11, "vwap": 541.2877360279576, "above_vwap": true, "amount": 3996110840.0 }, { "symbol": "SHSE.600732", "name": "爱旭股份", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.3848684210526327, "last": 12.45, "vwap": 12.401860385412284, "above_vwap": true, "amount": 477652692.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "共封装光学(CPO) / 触摸屏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.0069304071614225, "last": 70.65, "vwap": 70.96262469813155, "above_vwap": false, "amount": 12838196151.0 }, { "symbol": "SZSE.002795", "name": "永和智控", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.810584958217265, "last": 7.31, "vwap": 7.272347647224571, "above_vwap": true, "amount": 129047809.0 }, { "symbol": "SZSE.300776", "name": "帝尔激光", "theme": "BC电池", "paper_scope": "active", "priority": 1, "ret_pct": 1.6033161270139207, "last": 129.91, "vwap": 127.85575680964723, "above_vwap": true, "amount": 1208684397.0 }, { "symbol": "SZSE.002865", "name": "钧达股份", "theme": "BC电池", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.5361355350632646, "last": 46.88, "vwap": 46.673299783562584, "above_vwap": true, "amount": 394627417.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260818.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.3448, "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。" } }, "pool_up_ratio": 0.4194, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 31, "active_samples": [ { "symbol": "SHSE.688559", "name": "海目星", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": 6.974981046247164, "last": 56.44, "vwap": 56.22643891860538, "above_vwap": true, "amount": 1076360544.0 }, { "symbol": "SHSE.688630", "name": "芯碁微装", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 0, "ret_pct": 4.766148978364049, "last": 470.18, "vwap": 460.9661345287331, "above_vwap": true, "amount": 2750526843.0 }, { "symbol": "SZSE.002129", "name": "TCL中环", "theme": "BC电池", "paper_scope": "active", "priority": 4, "ret_pct": 3.3229491173416337, "last": 9.95, "vwap": 9.863393235513765, "above_vwap": true, "amount": 1623201857.0 }, { "symbol": "SZSE.300776", "name": "帝尔激光", "theme": "BC电池", "paper_scope": "active", "priority": 1, "ret_pct": 1.6033161270139207, "last": 129.91, "vwap": 127.85575680964723, "above_vwap": true, "amount": 1208684397.0 }, { "symbol": "SZSE.002079", "name": "苏州固锝", "theme": "BC电池", "paper_scope": "active", "priority": 3, "ret_pct": -0.5923000987166915, "last": 10.07, "vwap": 10.041207428219009, "above_vwap": true, "amount": 307715814.0 } ], "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [ "SZSE.300776", "SZSE.002129" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "共封装光学(CPO) / 绿色照明", "dominant_theme_share": 0.3613, "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_20260818.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-18T09:25:09+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 31, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "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": 38.71, "auction_liquidity_score": 60.16, "covered_signal_count": 31, "covered_holding_count": 5, "slot_holding_count": 5, "dust_holding_count": 0, "holding_symbols": [ "SHSE.600973", "SZSE.000070", "SZSE.000568", "SZSE.300142", "SZSE.300852" ], "slot_holding_symbols": [ "SHSE.600973", "SZSE.000070", "SZSE.000568", "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_20260818.json", "source_generated_at": "2026-08-18T09:25:09+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": 1.7872, "korea_market_close_pct": 2.7034, "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": 5, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 5, "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": 1, "official_buy_filled": 0, "scope_note": "Gate Funnel 仅统计 5 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。 Gate Funnel 统计新开仓信号；今日加仓成交单独列示，不能用 0 通过反推无加仓机会。", "diagnostic_counts": { "market_gate_blocked": 5, "minute_energy_blocked": 4, "vwap_blocked": 0, "chase_ceiling_blocked": 2, "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": 5, "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": 5, "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": 31, "observation_only_excluded_count": 26, "data_quality_state": "ok" }, "signals_snapshot": { "total": 31, "active_contracts": 5, "conditional_contracts": 24, "active_plan_contracts": 5, "watch_candidate_contracts": 2, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }