{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260827", "trade_date": "20260828", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260828.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260828.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260828.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260827.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_20260827.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "OBSERVE_ONLY", "allow_new_positions": false, "account": { "initial_capital": 1000000.0, "cash": 1028450.51, "market_value": 0.0, "total_value": 1028450.51, "unrealized_pnl": 0.0, "realized_pnl": -21137.20536999997, "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": "20260827", "prior_session_total_value": 1028450.51, "daily_return_pct": 0.0, "total_pnl": 28450.51000000001, "total_pnl_pct": 2.8450510000000007, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 28450.51000000001, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized", "equity_source": "cash_plus_market_value", "upstream_total_value": 1028450.51, "transaction_costs": 0.0, "gross_realized_pnl": -19819.999999999975, "daily_pnl_reference_source": "reports/trading/paper_runtime_postclose_audit_20260827.json" }, "summary": { "total_assets": 1028450.51, "total_pnl": 28450.51000000001, "total_pnl_pct": 2.8450510000000007, "unrealized_pnl": 0.0, "realized_pnl": -21137.20536999997, "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": 84, "active_contracts": 5, "conditional_contracts": 79, "active_plan_contracts": 5, "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": "fifo_lot_pairing_net_of_costs_v2", "vwap_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 84, "vwap_official_count": 76, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 8, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0952, "vwap_remaining_missing_ratio": 0.0, "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": "20260828", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 63.28, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260828.json", "triggers": [ "plan_regime_HOT_to_execution_WARM" ], "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": 84, "status_counts": { "CANCELLED": 34, "OBSERVE": 37, "TOUCHED": 7, "NEAR_TRIGGER": 6 }, "actionable_count": 0, "touched_count": 7, "cancelled_count": 34, "near_trigger_count": 6, "observe_count": 37, "chase_ceiling_blocked_count": 7, "invalid_price_broken_count": 34, "sector_divergence": [ { "theme": "AI算力链 / 共封装光学(CPO)", "signals": 41, "chase": 4, "invalidation": 19 }, { "theme": "元件", "signals": 37, "chase": 3, "invalidation": 13 } ], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 34 }, { "reason": "waiting_trigger", "count": 18 }, { "reason": "signal_contract_missing_price_fields", "count": 13 }, { "reason": "trigger_touched_but_above_exec_high", "count": 7 }, { "reason": "near_trigger", "count": 6 }, { "reason": "minute_energy_amount_too_low", "count": 3 }, { "reason": "entry_risk_too_wide_over_5pct", "count": 1 }, { "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": "SZSE.000636", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.3656, "reason": "风华高科，conditional_plan_watch_only，现价 55.39，触发 54.29，失效 52.66" }, { "symbol": "SZSE.301566", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.7505, "reason": "达利凯普，conditional_plan_watch_only，现价 26.15，触发 25.68，失效 24.91" }, { "symbol": "SZSE.002141", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 3.0303, "reason": "贤丰控股，conditional_plan_watch_only，现价 6.46，触发 6.34，失效 6.15" }, { "symbol": "SHSE.603175", "rule": "VWAP_RECLAIM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.7012, "reason": "超颖电子，entry_risk_too_wide_over_5pct，现价 93.15，触发 90.90，失效 88.17，入场风险 5.35%" }, { "symbol": "SZSE.300319", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 9.6893, "reason": "麦捷科技，conditional_plan_watch_only，现价 20.83，触发 19.18，失效 18.60" }, { "symbol": "SHSE.600183", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 3.2844, "reason": "生益科技，conditional_plan_watch_only，现价 145.60，触发 143.01，失效 138.72" }, { "symbol": "SZSE.301511", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 3.9705, "reason": "德福科技，conditional_plan_watch_only，现价 90.34，触发 88.88，失效 86.21" }, { "symbol": "SHSE.688183", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 7.5273, "reason": "生益电子，conditional_plan_watch_only，现价 130.85，触发 123.49，失效 119.79" } ], "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": "20260828", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260828_risk_flags_coverage.json", "ingest_path": "reports/audit/20260828_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 2, "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_20260828.json" ], "items": { "SZSE.002138": { "name": "顺络电子", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "share_pledge", "title": "顺络电子：关于董事长部分股份质押与解除质押的公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260828/59512919.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002138" }, "SHSE.600103": { "name": "青山纸业", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "risk_disclosure", "title": "青山纸业：股票交易风险提示公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260828/59506385.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600103" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260828", "plan_date": "20260827", "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/20260828/evidence/preopen_execution_evidence_20260828.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260828.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WARM", "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": 0.5833, "market_up_ratio": 0.505, "divergence_pct_points": 7.8, "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": "20260828", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 63.28, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260828.json", "triggers": [ "plan_regime_HOT_to_execution_WARM" ], "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_20260828.json", "coverage_audit_path": "reports/audit/20260828_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260828", "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_20260827_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/20260827_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/20260828_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SHSE.603920", "SZSE.300739", "SHSE.603186" ], "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": "20260828", "plan_date": "20260827", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "", "blockers": [], "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260828/evidence/preopen_execution_evidence_20260828.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260828.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WARM", "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": 0.5833, "market_up_ratio": 0.505, "divergence_pct_points": 7.8, "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": "20260828", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 63.28, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260828.json", "triggers": [ "plan_regime_HOT_to_execution_WARM" ], "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_20260828.json", "coverage_audit_path": "reports/audit/20260828_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260828", "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_20260827_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/20260827_active_plan_v2_for_trading.json", "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "reconciliation_status": "overridden_by_midday_deepseek_overlay", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260828_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SHSE.603920", "SZSE.300739", "SHSE.603186" ], "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", "permission_reconciliation": { "configured_allow_new_positions": true, "configured_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_position_cap_pct": 0.0, "reconciliation_status": "overridden_by_midday_deepseek_overlay", "reasons": [ "midday_deepseek_observe_only" ], "premarket_execution_brief_path": "reports/preopen/premarket_execution_brief_20260828.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20260828.json" } }, "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", 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"paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "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": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "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_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 84, "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": 53.57, "auction_liquidity_score": 69.82, "covered_signal_count": 84, "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_20260828.json", "source_generated_at": "2026-08-28T09:25:13+08:00", "source_quality": "reviewable_live_fallback", "observed_runtime_gate": { "level": "LOW", "source_status": "partial", "source_quality": "reviewable_live_fallback", "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "external_tech_positive_confirmation_2signals", "external_source_partial_confidence_degraded" ], "source_quality": "reviewable_live_fallback" }, "korea_market_stress_pct": null, "korea_market_close_pct": 0.7346, "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": 5, "market_gate_blocked": 0, "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 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": 0, "minute_energy_blocked": 0, "vwap_blocked": 5, "chase_ceiling_blocked": 0, "capital_blocked": 5, "quote_stale_blocked": 0 }, "diagnostic_counts_scope": "independent_signal_checks_excluding_policy_suppressed_market_gate", "first_fail_counts": { "policy_blocked_observe_only": 5, "market_gate_blocked": 0, "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": 84, "observation_only_excluded_count": 79, "data_quality_state": "ok" }, "signals_snapshot": { "total": 84, "active_contracts": 5, "conditional_contracts": 79, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" } }