{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260820", "trade_date": "20260821", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260821.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260821.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260821.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260820.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_20260820.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": "20260820", "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_20260820.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": 113, "active_contracts": 3, "conditional_contracts": 107, "active_plan_contracts": 3, "watch_candidate_contracts": 3, "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": 113, "vwap_official_count": 90, "vwap_raw_missing_count": 1, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 22, "vwap_remaining_missing_count": 1, "vwap_raw_missing_ratio": 0.0088, "vwap_proxy_ratio": 0.1947, "vwap_remaining_missing_ratio": 0.0088, "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": "20260821", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "COLD", "plan_score": null, "execution_score": 2.13, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "HIGH", "external_source_path": "reports/external_checks/external_tech_shock_20260821.json", "triggers": [ "plan_regime_HOT_to_execution_COLD", "external_tech_shock_high" ], "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": 113, "status_counts": { "CANCELLED": 92, "NEAR_TRIGGER": 1, "TOUCHED": 2, "OBSERVE": 18 }, "actionable_count": 0, "touched_count": 2, "cancelled_count": 92, "near_trigger_count": 1, "observe_count": 18, "chase_ceiling_blocked_count": 2, "invalid_price_broken_count": 92, "sector_divergence": [ { "theme": "贵金属 / 黄金概念", "signals": 18, "chase": 2, "invalidation": 13 } ], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 92 }, { "reason": "signal_contract_missing_price_fields", "count": 16 }, { "reason": "trigger_touched_but_above_exec_high", "count": 2 }, { "reason": "minute_energy_amount_too_low", "count": 1 }, { "reason": "near_trigger", "count": 1 }, { "reason": "waiting_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.600988", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 800, "blocked_by": "framework_pool_gate", "day_return_pct": 7.0065, "reason": "赤峰黄金，conditional_plan_watch_only，现价 49.33，触发 46.99，失效 45.58" }, { "symbol": "SHSE.600547", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 1100, "blocked_by": "framework_pool_gate", "day_return_pct": 4.6176, "reason": "山东黄金，conditional_plan_watch_only，现价 36.93，触发 35.86，失效 34.78" } ], "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": "20260821", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260821_risk_flags_coverage.json", "ingest_path": "reports/audit/20260821_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_20260821.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260821", "plan_date": "20260820", "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/20260821/evidence/preopen_execution_evidence_20260821.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260821.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 3, "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": 0.1636, "market_up_ratio": 0.4343, "divergence_pct_points": -27.1, "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": "20260821", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "COLD", "plan_score": null, "execution_score": 2.13, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "HIGH", "external_source_path": "reports/external_checks/external_tech_shock_20260821.json", "triggers": [ "plan_regime_HOT_to_execution_COLD", "external_tech_shock_high" ], "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_20260821.json", "coverage_audit_path": "reports/audit/20260821_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260821", "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_20260820_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/20260820_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/20260821_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688302", "SZSE.301257", "SZSE.002099" ], "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": "20260821", "plan_date": "20260820", "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/20260821/evidence/preopen_execution_evidence_20260821.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260821.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 3, "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": 0.1636, "market_up_ratio": 0.4343, "divergence_pct_points": -27.1, "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": "20260821", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "COLD", "plan_score": null, "execution_score": 2.13, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "HIGH", "external_source_path": "reports/external_checks/external_tech_shock_20260821.json", "triggers": [ "plan_regime_HOT_to_execution_COLD", "external_tech_shock_high" ], "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_20260821.json", "coverage_audit_path": "reports/audit/20260821_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260821", "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_20260820_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/20260820_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/20260821_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688302", "SZSE.301257", "SZSE.002099" ], "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。" }, "gate_funnel_reconciliation": { "status": "CONSISTENT", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260821.jsonl", "postclose_one_shot_reset_detected": false, "stable_snapshot_at": "2026-08-21T14:55:10", "final_snapshot_at": "2026-08-21T14:55:10", "snapshot_gap_seconds": 32.0, "stable_active_energy_state": { "active_count": 3, "warmup_count": 0, "minute_history_available_count": 3 }, "final_active_energy_state": { "active_count": 3, "warmup_count": 0, "minute_history_available_count": 3 }, "effective_data_quality_state": null, "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": 113, "vwap_official_count": 90, "vwap_raw_missing_count": 1, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 22, "vwap_remaining_missing_count": 1, "vwap_raw_missing_ratio": 0.0088, "vwap_proxy_ratio": 0.1947, "vwap_remaining_missing_ratio": 0.0088, "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": 0.2035, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 113, "signal_contract_total": 113, "active_contract_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5397, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "count": 5, "top_symbols": [ "SHSE.688185", "SZSE.300016", "SHSE.688356", "SZSE.002038", "SZSE.000931" ], "top_return_pct": 20.0062 }, { "theme": "贵金属 / 黄金概念", "count": 4, "top_symbols": [ "SZSE.002716", "SHSE.600988", "SHSE.600531", "SZSE.002721" ], "top_return_pct": 10.0317 } ], "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": "HIGH", "score": 64.0, "raw_score": 64.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 64.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", 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"vwap_metrics_scope": "formal_entry_contracts", "observation_total_count": 113, "observation_only_excluded_count": 110, "data_quality_state": "ok" }, "signals_snapshot": { "total": 113, "active_contracts": 3, "conditional_contracts": 107, "active_plan_contracts": 3, "watch_candidate_contracts": 3, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }