{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260819", "trade_date": "20260820", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260820.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260820.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260820.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260819.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_20260819.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "account": { "initial_capital": 1000000.0, "cash": 1028450.51, "market_value": 0.0, "total_value": 1028450.51, "unrealized_pnl": 0.0, "realized_pnl": 0.0, "daily_pnl": 0.0, "daily_pnl_source": "cash_plus_market_value_equity_delta", "daily_pnl_mark_to_prev_close": 0.0, "prior_session_trade_date": "20260819", "prior_session_total_value": 1028450.51, "daily_return_pct": 0.0, "total_pnl": 28450.51000000001, "total_pnl_pct": 2.8450510000000007, "realized_pnl_source": "no_filled_sell", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 28450.51000000001, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized", "daily_pnl_reference_source": "reports/trading/paper_runtime_postclose_audit_20260819.json" }, "summary": { "total_assets": 1028450.51, "total_pnl": 28450.51000000001, "total_pnl_pct": 2.8450510000000007, "unrealized_pnl": 0.0, "realized_pnl": 0.0, "daily_pnl": 0.0, "daily_pnl_source": "cash_plus_market_value_equity_delta", "daily_pnl_mark_to_prev_close": 0.0, "daily_return_pct": 0.0, "filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 0, "risk_sell_filled": 0, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 0, "raw_positions": 0, "dust_positions": 0, "signals": 82, "active_contracts": 3, "conditional_contracts": 79, "active_plan_contracts": 3, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": false, "integrity_warning": null, "account_integrity_warning": null, "realized_pnl_source": "no_filled_sell", "vwap_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 82, "vwap_official_count": 81, "vwap_raw_missing_count": 1, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 1, "vwap_raw_missing_ratio": 0.0122, "vwap_proxy_ratio": 0.0, "vwap_remaining_missing_ratio": 0.0122, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "vwap_reconciliation_scope": "all_signal_rows", "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260820", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45.39, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260820.json", "triggers": [ "plan_regime_COLD_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 } }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 82, "status_counts": { "TOUCHED": 2, "OBSERVE": 49, "CANCELLED": 8, "NEAR_TRIGGER": 23 }, "actionable_count": 0, "touched_count": 2, "cancelled_count": 8, "near_trigger_count": 23, "observe_count": 49, "chase_ceiling_blocked_count": 2, "invalid_price_broken_count": 8, "sector_divergence": [ { "theme": "贵金属 / 黄金概念", "signals": 16, "chase": 1, "invalidation": 2 } ], "top_reasons": [ { "reason": "near_trigger", "count": 23 }, { "reason": "minute_energy_warmup_0/3", "count": 22 }, { "reason": "waiting_trigger", "count": 18 }, { "reason": "session_invalidation_latched", "count": 8 }, { "reason": "waiting_vwap_pullback_before_reclaim", "count": 8 }, { "reason": "trigger_touched_but_above_exec_high", "count": 2 }, { "reason": "minute_energy_warmup_0/2", "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.600547", "rule": "CONDITIONAL_PROBE_STRONG_WATCH_CONFIRM", "wanted_qty": 1100, "blocked_by": "chase_ceiling", "day_return_pct": 8.2209, "reason": "山东黄金，position_sized_by_target_pct，现价 35.28，触发 32.97，失效 31.98" }, { "symbol": "SHSE.601069", "rule": "CONDITIONAL_PROBE_VWAP_RECLAIM", "wanted_qty": 1300, "blocked_by": "chase_ceiling", "day_return_pct": 4.7862, "reason": "西部黄金，position_sized_by_target_pct，现价 30.87，触发 29.52，失效 28.63" } ], "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": "20260820", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260820_risk_flags_coverage.json", "ingest_path": "reports/audit/20260820_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_20260820.json" ], "items": { "SZSE.002155": { "name": "湖南黄金", "severity": "high", "flags": [ { "severity": "high", "flag_type": "trading_suspension", "title": "湖南黄金：关于拟调整重大资产重组事项的停牌公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260820/59339445.shtml" } ], "action": "downgrade_to_observe_only_and_accelerate_position_risk", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002155" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260820", "plan_date": "20260819", "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/20260820/evidence/preopen_execution_evidence_20260820.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260820.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": "COLD", "execution_regime": "MIXED", "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": 0.4146, "market_up_ratio": 0.7067, "divergence_pct_points": -29.2, "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": "20260820", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45.39, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260820.json", "triggers": [ "plan_regime_COLD_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_20260820.json", "coverage_audit_path": "reports/audit/20260820_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260820", "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_20260819_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": "reports/external_checks/kaipanla/kaipanla_sector_second_wave_validation_20260820.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260820.json", "preopen_overall_state": "NO_ACTIVE_PLAN_RESEARCH_ONLY", "preopen_summary": { "active_theme_count": 0, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 0, "rotation_candidate_count": 3 }, "confirmed_sectors": [ "医药", "并购重组", "农业", "通信", "中报增长" ], "watch_sectors": [], "rotation_candidates_not_in_plan": [ { "sector_name": "并购重组", "sector_code": "801250", "validation_state": "CONFIRMED", "score": 83, "current_rank": 5, "interval_rank": 7, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 2, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 70, "current_rank": 4, "interval_rank": 3, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "中报增长", "sector_code": "801572", "validation_state": "CONFIRMED", "score": 70, "current_rank": 7, "interval_rank": 8, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260814", "interval_end": "20260820", "interval_provisional": false, "action": "外部板块结构已核对，继续执行主数据合同与盘中 Strict Gate。" }, "plan_contract": { "path": "reports/trade_plan/20260819_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/20260820_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601998", "SHSE.600547", "SHSE.601069" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "last_valid_same_day_probe_grant_preserved_after_transient_quote_refresh_failure; this grant permits Strict Gate evaluation only" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20260820", "plan_date": "20260819", "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/20260820/evidence/preopen_execution_evidence_20260820.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260820.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": "COLD", "execution_regime": "MIXED", "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": 0.4146, "market_up_ratio": 0.7067, "divergence_pct_points": -29.2, "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": "20260820", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45.39, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260820.json", "triggers": [ "plan_regime_COLD_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_20260820.json", "coverage_audit_path": "reports/audit/20260820_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260820", "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_20260819_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": "reports/external_checks/kaipanla/kaipanla_sector_second_wave_validation_20260820.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260820.json", "preopen_overall_state": "NO_ACTIVE_PLAN_RESEARCH_ONLY", "preopen_summary": { "active_theme_count": 0, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 0, "rotation_candidate_count": 3 }, "confirmed_sectors": [ "医药", "中报增长", "通信", "并购重组" ], "watch_sectors": [], "rotation_candidates_not_in_plan": [ { "sector_name": "中报增长", "sector_code": "801572", "validation_state": "CONFIRMED", "score": 78, "current_rank": 5, "interval_rank": 7, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 70, "current_rank": 4, "interval_rank": 3, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "并购重组", "sector_code": "801250", "validation_state": "CONFIRMED", "score": 70, "current_rank": 7, "interval_rank": 8, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 2, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260814", "interval_end": "20260820", "interval_provisional": true, "action": "外部板块结构已核对，继续执行主数据合同与盘中 Strict Gate。" }, "plan_contract": { "path": "reports/trade_plan/20260819_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/20260820_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601998", "SHSE.600547", "SHSE.601069" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "last_valid_same_day_probe_grant_preserved_after_transient_quote_refresh_failure; this grant permits Strict Gate evaluation only" } }, "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。" }, "gate_funnel_reconciliation": { "status": "RECONCILED", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260820.jsonl", "postclose_one_shot_reset_detected": true, "stable_snapshot_at": "2026-08-20T14:55:22", "final_snapshot_at": "2026-08-20T14:55:25", "snapshot_gap_seconds": 3.0, "stable_active_energy_state": { "active_count": 3, "warmup_count": 0, "minute_history_available_count": 3 }, "final_active_energy_state": { "active_count": 3, "warmup_count": 1, "minute_history_available_count": 0 }, "effective_data_quality_state": "stable_intraday_trace_available", "claim_policy": "When detected, the final one-shot warmup frame is not evidence that minute energy was absent all day; use the stable intraday trace for data-quality review while preserving the final snapshot as raw evidence." }, "intraday_metric_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 82, "vwap_official_count": 81, "vwap_raw_missing_count": 1, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 1, "vwap_raw_missing_ratio": 0.0122, "vwap_proxy_ratio": 0.0, "vwap_remaining_missing_ratio": 0.0122, "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", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7317, "active_up_ratio": 1.0, "active_positive": 3, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 3, "sample_total": 82, "signal_contract_total": 82, "active_contract_total": 3, "dominant_theme": "保险重仓", "dominant_theme_share": 0.314, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [ "SHSE.600547", "SHSE.601998" ], "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": 24.0, "raw_score": 24.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 19.0, 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"above_vwap": false, "amount": 3607956034.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.456654456654463, "last": 34.22, "vwap": 34.45240693318618, "above_vwap": false, "amount": 14022891020.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.285714285714293, "last": 9.49, "vwap": 9.613843098965607, "above_vwap": false, "amount": 2409425203.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.88059701492538, "last": 27.84, "vwap": 28.30183330521226, "above_vwap": false, "amount": 2448974617.0 }, { "symbol": "SHSE.600153", "name": "建发股份", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7330316742081537, "last": 9.17, "vwap": 9.05294856933683, "above_vwap": true, "amount": 281935072.0 }, { "symbol": 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"active_positive_min": 1, "active_above_vwap": 2, "active_total": 3, "sample_total": 82, "active_samples": [ { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "保险 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": 8.220858895705518, "last": 35.28, "vwap": 35.279295213685856, "above_vwap": true, "amount": 6119885229.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 1, "ret_pct": 4.78615071283095, "last": 30.87, "vwap": 31.211606538586846, "above_vwap": false, "amount": 1312507357.0 }, { "symbol": "SHSE.601998", "name": "中信银行", "theme": "银行 / 金融行业", "paper_scope": "active", "priority": 2, "ret_pct": 1.8382352941176405, "last": 8.31, "vwap": 8.227408029337283, "above_vwap": true, "amount": 698188541.0 } ], "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [ "SHSE.600547", "SHSE.601998" ], "position_cap_pct": null, "dominant_theme": "保险重仓", "dominant_theme_share": 0.314, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 24.0, "raw_score": 24.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 19.0, "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": [ "sox_negative_-2.12%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260820.json", "source_errors": {}, "source_ths_errors": { "nasdaq": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "taiwan": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-20T09:25:09+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 82, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 0.0, "auction_liquidity_score": 35.0, "covered_signal_count": 82, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260820.json", "source_generated_at": "2026-08-20T09:25:09+08:00", "source_quality": "reviewable_live_fallback", "observed_runtime_gate": { "level": "LOW", "source_status": "partial", "source_quality": "reviewable_live_fallback", "reasons": [ "sox_negative_-2.12%", "external_source_partial_confidence_degraded" ] }, "verified_gate": { "level": "LOW", "score": 24.0, "reasons": [ "sox_negative_-2.12%", "external_source_partial_confidence_degraded" ], "source_quality": "reviewable_live_fallback" }, "korea_market_stress_pct": null, "korea_market_close_pct": 5.1641, "korea_stress_basis": "kospi_intraday_low_pct", "stress_mismatch": false, "note": "执行时与收盘后核验的韩国压力口径一致；后续统一使用 kospi_intraday_low_pct，收盘涨跌幅单独展示。" } }, "gate_funnel": { "evaluated_count": 3, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 3, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "quote_stale_blocked": 0, "data_source": "first_fail_runtime_signals", "degraded_reason": "global_minute_energy_warmup", "execution_scope": "new_entry_signals_only", "executed_formal_entry_count": 0, "executed_formal_entry_event_ids": [], "unmatched_official_buy_filled": 0, "position_add_filled": 0, "official_buy_filled": 0, "scope_note": "Gate Funnel 仅统计 3 个尚未执行且具备完整价格合同的正式入场信号；另有 79 个条件/观察对象保留在板块复盘，不计入正式阻断。", "diagnostic_counts": { "market_gate_blocked": 3, "minute_energy_blocked": 3, "vwap_blocked": 1, "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": 3, "quote_stale_blocked": 0, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "passed": 0 }, "quote_stale_ratio": 0.0, "minute_energy_warmup_count": 3, "intraday_metrics_missing_count": 0, "intraday_metrics_missing_ratio": 0.0, "intraday_metrics_missing_fields": {}, "intraday_metrics_missing_warn_threshold": 0.15, "intraday_metrics_missing_block_threshold": 0.25, "vwap_official_count": 3, "vwap_proxy_count": 0, "vwap_missing_count": 0, "vwap_proxy_ratio": 0.0, "vwap_quality_state": "official", "vwap_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation", "vwap_metrics_scope": "formal_entry_contracts", "observation_total_count": 82, "observation_only_excluded_count": 79, "data_quality_state": "degraded" }, "signals_snapshot": { "total": 82, "active_contracts": 3, "conditional_contracts": 79, "active_plan_contracts": 3, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }