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"raw_avg_cost": 6.2, "raw_position_pnl_pct": -3.0645161290322687, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 10100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600973", "template_key": "POSITION_RISK_EXIT", "theme": "核电 / 发电设备", "trade_date": "20260819", "trigger_price": -3.0, "ts": "2026-08-19T09:57:48", "realized_pnl_delta": -1919.0000000000039, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 60701.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260819:SHSE.600973:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 6.01, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"宝胜股份\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260818\", \"plan_id\": \"RISK:20260818:SHSE.600973:position_stop_loss\", \"position_pnl_pct\": -3.0645, \"price\": 6.01, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 10100, \"quote_ask1\": 6.02, \"quote_ask_qty1\": 422, \"quote_bid1\": 6.01, \"quote_bid_qty1\": 2194, \"quote_high\": 6.13, \"quote_last\": 6.01, \"quote_low\": 6.01, \"quote_open\": 6.1, \"quote_prev_close\": 6.13, \"quote_ts\": \"2026-08-19T09:57:46\", \"raw_avg_cost\": 6.2, \"raw_position_pnl_pct\": -3.0645161290322687, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 10100, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600973\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"核电 / 发电设备\", \"trade_date\": \"20260819\", \"trigger_price\": -3.0, \"ts\": \"2026-08-19T09:57:48\"}", "realized_pnl_source": "fifo_lot_pairing", "id": 102, "cost_basis": 62620.0 } }, { "event_id": "RISK:20260819:SZSE.300852:position_stop_loss:SELL", "ts": "2026-08-19T14:31:38", "symbol": "SZSE.300852", "name": "四会富仕", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 1400, "price": 45.08, "amount": 63112.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -2030.000000000004, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 63112.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260819:SZSE.300852:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 48.04, "max_chase_pct": null, "minute_energy": null, "name": "四会富仕", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260818", "plan_id": "RISK:20260818:SZSE.300852:position_stop_loss", "position_pnl_pct": -3.1163, "price": 45.08, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 1400, "quote_ask1": 45.09, "quote_ask_qty1": 9, "quote_bid1": 45.08, "quote_bid_qty1": 10, "quote_high": 48.46, "quote_last": 45.08, "quote_low": 45.08, "quote_open": 47.7, "quote_prev_close": 49.25, "quote_ts": "2026-08-19T14:31:33", "raw_avg_cost": 49.26, "raw_position_pnl_pct": -3.116269073715894, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 1400, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.300852", "template_key": "POSITION_RISK_EXIT", "theme": "元件", "trade_date": "20260819", "trigger_price": -3.0, "ts": "2026-08-19T14:31:38", "realized_pnl_delta": -2030.000000000004, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 63112.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260819:SZSE.300852:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 48.04, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"四会富仕\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260818\", \"plan_id\": \"RISK:20260818:SZSE.300852:position_stop_loss\", \"position_pnl_pct\": -3.1163, \"price\": 45.08, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 1400, \"quote_ask1\": 45.09, \"quote_ask_qty1\": 9, \"quote_bid1\": 45.08, \"quote_bid_qty1\": 10, \"quote_high\": 48.46, \"quote_last\": 45.08, \"quote_low\": 45.08, \"quote_open\": 47.7, \"quote_prev_close\": 49.25, \"quote_ts\": \"2026-08-19T14:31:33\", \"raw_avg_cost\": 49.26, \"raw_position_pnl_pct\": -3.116269073715894, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 1400, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.300852\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"元件\", \"trade_date\": \"20260819\", \"trigger_price\": -3.0, \"ts\": \"2026-08-19T14:31:38\"}", "realized_pnl_source": "fifo_lot_pairing", "id": 104, "cost_basis": 65142.0 } } ], "shadow_observation_summary": { "total": 37, "status_counts": { "CANCELLED": 23, "OBSERVE": 13, "NEAR_TRIGGER": 1 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 23, "near_trigger_count": 1, "observe_count": 13, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 23, "sector_divergence": [], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 23 }, { "reason": "signal_contract_missing_price_fields", "count": 7 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "waiting_trigger", "count": 3 }, { "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": "SZSE.000070", "rule": "position_contract_invalidation_v1", "wanted_qty": 1600, "blocked_by": "daily_reduce_cap_75pct", "day_return_pct": -3.0619, "reason": "持仓合同失效：最新价 14.88 已不高于有效失效阈值 14.89，可卖部分执行退出。" }, { "symbol": "SZSE.300852", "rule": "position_contract_invalidation_v1", "wanted_qty": 1400, "blocked_by": "daily_reduce_cap_75pct", "day_return_pct": -8.4264, "reason": "持仓合同失效：最新价 45.10 已不高于有效失效阈值 48.04，可卖部分执行退出。" }, { "symbol": "SZSE.300852", "rule": "position_contract_invalidation_v1", "wanted_qty": 1400, "blocked_by": "cooldown_20min", "day_return_pct": -7.2081, "reason": "持仓合同失效：最新价 45.70 已不高于有效失效阈值 48.04，可卖部分执行退出。" } ], "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": "20260819", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260819_risk_flags_coverage.json", "ingest_path": "reports/audit/20260819_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_20260819.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260819", "plan_date": "20260818", "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/20260819/evidence/preopen_execution_evidence_20260819.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260819.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": "WARM", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "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": 0.2703, "market_up_ratio": 0.0757, "divergence_pct_points": 19.5, "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": "20260819", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 25.6, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260819.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED", "external_tech_shock_extreme" ], "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_20260819.json", "coverage_audit_path": "reports/audit/20260819_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260819", "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_20260818_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/20260818_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/20260819_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.002779", "SHSE.603970", "SZSE.002588" ], "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": "20260819", "plan_date": "20260818", "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/20260819/evidence/preopen_execution_evidence_20260819.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260819.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": "WARM", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "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": 0.2703, "market_up_ratio": 0.0757, "divergence_pct_points": 19.5, "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": "20260819", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 25.6, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260819.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED", "external_tech_shock_extreme" ], "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_20260819.json", "coverage_audit_path": "reports/audit/20260819_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260819", "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_20260818_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/20260818_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/20260819_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.002779", "SHSE.603970", "SZSE.002588" ], "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": 37, "vwap_official_count": 37, "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": 0.1892, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 37, "signal_contract_total": 37, "active_contract_total": 5, "dominant_theme": "养殖业 / 农林牧渔", "dominant_theme_share": 0.4565, "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": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "domestic_tech_avg_negative_-2.90%", "domestic_tech_down_ratio_74%" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260819.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-19T09:25:09+08:00" }, "active_samples": [ { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.000902", "name": "新洋丰", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 2, "ret_pct": -2.685050798258337, "last": 13.41, "vwap": 13.584633986423944, "above_vwap": false, "amount": 281777912.0 }, { "symbol": "SZSE.002215", "name": "诺 普 信", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 0, "ret_pct": -2.8753993610223794, "last": 9.12, "vwap": 9.163343450585892, "above_vwap": false, "amount": 329378213.0 }, { "symbol": "SZSE.300021", "name": "大禹节水", "theme": "养殖业 / 农林牧渔", "paper_scope": "active", "priority": 3, "ret_pct": -4.578313253012056, "last": 3.96, "vwap": 4.01493272917186, "above_vwap": false, "amount": 135301627.0 }, { "symbol": "SZSE.000816", "name": "智慧农业", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 4, "ret_pct": -4.810996563573888, "last": 2.77, "vwap": 2.8111700526711814, "above_vwap": false, "amount": 137486456.0 } ], "sample_rows": [ { "symbol": "SHSE.600127", "name": "金健米业", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.985935302391002, "last": 7.82, "vwap": 7.81998889004257, "above_vwap": true, "amount": 225942939.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.047197640117985, "last": 7.19, "vwap": 7.271666055716833, "above_vwap": false, "amount": 1622670826.0 }, { "symbol": "SHSE.600598", "name": "北大荒", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.8632986627042953, "last": 13.98, "vwap": 13.695147207963219, "above_vwap": true, "amount": 2016157117.0 }, { "symbol": "SHSE.603766", "name": "隆鑫通用", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.6470588235294246, "last": 13.96, "vwap": 13.897385896348222, "above_vwap": true, "amount": 299770783.0 }, { "symbol": "SHSE.600803", "name": "新奥股份", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.1299435028248483, "last": 17.9, "vwap": 17.83074586437071, "above_vwap": true, "amount": 110589852.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.6299212598425141, "last": 19.17, "vwap": 19.15558264899995, "above_vwap": true, "amount": 266153412.0 }, { "symbol": "SZSE.002539", "name": "云图控股", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.31372549019608176, "last": 12.79, "vwap": 12.84204269226841, "above_vwap": false, "amount": 301767456.0 }, { "symbol": "SHSE.603970", "name": "中农立华", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 10.83, "vwap": 11.003119453044375, "above_vwap": false, "amount": 85296182.0 }, { "symbol": "SHSE.600075", "name": "新疆天业", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 4.58, "vwap": 4.557827195801515, "above_vwap": true, "amount": 92752695.0 }, { "symbol": "SHSE.600486", "name": "扬农化工", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.8588298443370945, "last": 55.41, "vwap": 56.09128840810824, "above_vwap": false, "amount": 341186480.0 }, { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.300022", "name": "吉峰科技", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.4598540145985495, "last": 8.1, "vwap": 8.124765759930915, "above_vwap": false, "amount": 60214264.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260819.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.2703, "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": 0.1892, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 37, "active_samples": [ { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.000902", "name": "新洋丰", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 2, "ret_pct": -2.685050798258337, "last": 13.41, "vwap": 13.584633986423944, "above_vwap": false, "amount": 281777912.0 }, { "symbol": "SZSE.002215", "name": "诺 普 信", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 0, "ret_pct": -2.8753993610223794, "last": 9.12, "vwap": 9.163343450585892, "above_vwap": false, "amount": 329378213.0 }, { "symbol": "SZSE.300021", "name": "大禹节水", "theme": "养殖业 / 农林牧渔", "paper_scope": "active", "priority": 3, "ret_pct": -4.578313253012056, "last": 3.96, "vwap": 4.01493272917186, "above_vwap": false, "amount": 135301627.0 }, { "symbol": "SZSE.000816", "name": "智慧农业", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 4, "ret_pct": -4.810996563573888, "last": 2.77, "vwap": 2.8111700526711814, "above_vwap": false, "amount": 137486456.0 } ], "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": "养殖业 / 农林牧渔", "dominant_theme_share": 0.4565, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "domestic_tech_avg_negative_-2.90%", "domestic_tech_down_ratio_74%" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260819.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-19T09:25:09+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 37, "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": 5.41, "auction_liquidity_score": 38.52, "covered_signal_count": 37, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45,active_mainline_not_confirmed", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260819.json", "source_generated_at": "2026-08-19T09:25:09+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "EXTREME", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "domestic_tech_avg_negative_-2.90%", "domestic_tech_down_ratio_74%" ] }, "verified_gate": { "level": "EXTREME", "score": 100.0, "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -6.8272, "korea_market_close_pct": -4.1669, "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": 0, "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 32 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": 5, "minute_energy_blocked": 5, "vwap_blocked": 5, "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": 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": 37, "observation_only_excluded_count": 32, "data_quality_state": "ok" }, "signals_snapshot": { "total": 37, "active_contracts": 5, "conditional_contracts": 32, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }