{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260828", "trade_date": "20260831", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260831.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260831.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260831.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260828.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_20260828.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": "20260828", "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_20260828.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": 46, "active_contracts": 3, "conditional_contracts": 41, "active_plan_contracts": 3, "watch_candidate_contracts": 2, "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": 46, "vwap_official_count": 46, "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" }, "vwap_reconciliation_scope": "all_signal_rows", "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260831", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260831.json", "triggers": [ "plan_regime_WARM_to_execution_WEAK", "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 } }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 46, "status_counts": { "OBSERVE": 22, "CANCELLED": 17, "NEAR_TRIGGER": 6, "TOUCHED": 1 }, "actionable_count": 0, "touched_count": 1, "cancelled_count": 17, "near_trigger_count": 6, "observe_count": 22, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 17, "sector_divergence": [ { "theme": "农药化肥", "signals": 40, "chase": 1, "invalidation": 15 } ], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 17 }, { "reason": "waiting_trigger", "count": 12 }, { "reason": "near_trigger", "count": 6 }, { "reason": "signal_contract_missing_price_fields", "count": 5 }, { "reason": "minute_energy_amount_too_low", "count": 4 }, { "reason": "position_sizing_entry_risk_reduced", "count": 1 }, { "reason": "trigger_touched_but_above_exec_high", "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.000731", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "framework_pool_gate", "day_return_pct": 2.144, "reason": "四川美丰，conditional_plan_watch_only，现价 6.67，触发 6.55，失效 6.35" } ], "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": "20260831", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260831_risk_flags_coverage.json", "ingest_path": "reports/audit/20260831_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_20260831.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260831", "plan_date": "20260828", "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/20260831/evidence/preopen_execution_evidence_20260831.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260831.json", "state": "verified_full_market_breadth_candidate_regime_proxy", "current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WEAK", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "WEAK", "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": 0.2273, "market_up_ratio": 0.5417, "divergence_pct_points": -31.4, "source": "kaipanla_exact_date_visible_market_header", "state": "candidate_pool_coverage_miss", "alert_kind": "selection_coverage", "alert": true, "selection_review_required": true, "recommended_total_position_cap_pct": null, "action": "候选池显著弱于全市场；立即复核主线覆盖、候选池更新和盘中新主线晋级，不得把候选池偏弱误写成全市场偏弱，也不得因此自动放宽仓位。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260831", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260831.json", "triggers": [ "plan_regime_WARM_to_execution_WEAK", "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_20260831.json", "coverage_audit_path": "reports/audit/20260831_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260831", "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_20260828_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_20260831.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260831.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": 5 }, "confirmed_sectors": [ "AI应用", "算力", "中报增长", "机器人概念", "通信" ], "watch_sectors": [ "芯片", "农业", "化工" ], "rotation_candidates_not_in_plan": [ { "sector_name": "机器人概念", "sector_code": "801159", "validation_state": "CONFIRMED", "score": 73, "current_rank": 9, "interval_rank": 7, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "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": 73, "current_rank": 11, "interval_rank": 5, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 100, "current_rank": 1, "interval_rank": 3, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": "算力", "sector_code": "801807", "validation_state": "CONFIRMED", "score": 100, "current_rank": 3, "interval_rank": 2, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": 95, "current_rank": 5, "interval_rank": 1, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 6, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260825", "interval_end": "20260831", "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/20260828_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/20260831_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002391", "SZSE.000953", "SZSE.002170" ], "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": "20260831", "plan_date": "20260828", "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/20260831/evidence/preopen_execution_evidence_20260831.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260831.json", "state": "verified_full_market_breadth_candidate_regime_proxy", "current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WEAK", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "WEAK", "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": 0.2273, "market_up_ratio": 0.5417, "divergence_pct_points": -31.4, "source": "kaipanla_exact_date_visible_market_header", "state": "candidate_pool_coverage_miss", "alert_kind": "selection_coverage", "alert": true, "selection_review_required": true, "recommended_total_position_cap_pct": null, "action": "候选池显著弱于全市场；立即复核主线覆盖、候选池更新和盘中新主线晋级，不得把候选池偏弱误写成全市场偏弱，也不得因此自动放宽仓位。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260831", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "WEAK", "plan_score": null, "execution_score": 19.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260831.json", "triggers": [ "plan_regime_WARM_to_execution_WEAK", "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_20260831.json", "coverage_audit_path": "reports/audit/20260831_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260831", "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_20260828_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_20260831.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260831.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": 5 }, "confirmed_sectors": [ "AI应用", "算力", "中报增长", "机器人概念", "通信" ], "watch_sectors": [ "芯片", "农业", "化工" ], "rotation_candidates_not_in_plan": [ { "sector_name": "机器人概念", "sector_code": "801159", "validation_state": "CONFIRMED", "score": 73, "current_rank": 9, "interval_rank": 7, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "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": 73, "current_rank": 11, "interval_rank": 5, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 100, "current_rank": 1, "interval_rank": 3, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": "算力", "sector_code": "801807", "validation_state": "CONFIRMED", "score": 100, "current_rank": 3, "interval_rank": 2, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": 95, "current_rank": 5, "interval_rank": 1, "intraday_rhythm": "SINGLE_SNAPSHOT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 6, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260825", "interval_end": "20260831", "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/20260828_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260831_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002391", "SZSE.000953", "SZSE.002170" ], "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", "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": [ "premarket_execution_brief_observe_only", "midday_deepseek_observe_only" ], 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"1ced3a5739fd95a4b060d249ac36836638552a8a5dbdf722e9f1da86e9d58562", "whitelist_binding": { "symbol": "SZSE.002391", "plan_id": "20260828:SZSE.002391:CONDITIONAL_PROBE_VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "1ced3a5739fd95a4b060d249ac36836638552a8a5dbdf722e9f1da86e9d58562", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002170", "name": "芭田股份", "theme": "农药化肥", "paper_scope": "active", "priority": 1, "ret_pct": -2.099076406381195, "last": 11.66, "vwap": 11.664116076825515, "above_vwap": false, "amount": 333835167.0, "plan_id": "20260828:SZSE.002170:CONDITIONAL_PROBE_VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b5653bfea6c2559b66f94fd588feb4aa76312fa344936002c25f72b214fb8bfb", "whitelist_binding": { "symbol": "SZSE.002170", "plan_id": "20260828:SZSE.002170:CONDITIONAL_PROBE_VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b5653bfea6c2559b66f94fd588feb4aa76312fa344936002c25f72b214fb8bfb", "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": "农药化肥", "dominant_theme_share": 0.7259, "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": [ "sox_negative_-3.47%", "nvidia_negative_-4.58%", "korea_market_stress_-3.55%", "quant_panic_deep_water_risk" ], "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_20260831.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-31T09:25:18+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 46, "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": 8.7, "auction_liquidity_score": 40.66, "covered_signal_count": 46, "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_20260831.json", "source_generated_at": "2026-08-31T09:25:18+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "EXTREME", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "sox_negative_-3.47%", "nvidia_negative_-4.58%", "korea_market_stress_-3.55%", "quant_panic_deep_water_risk" ] }, "verified_gate": { "level": "EXTREME", "score": 100.0, "reasons": [ "sox_negative_-3.47%", "nvidia_negative_-4.58%", "korea_market_stress_-3.55%", "quant_panic_deep_water_risk" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -3.5517, "korea_market_close_pct": -2.4699, "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": 3, "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 3 个尚未执行且具备完整价格合同的正式入场信号；另有 43 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": 3, "vwap_blocked": 2, "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": 3, "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": 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": 46, "observation_only_excluded_count": 43, "data_quality_state": "ok" }, "signals_snapshot": { "total": 46, "active_contracts": 3, "conditional_contracts": 41, "active_plan_contracts": 3, "watch_candidate_contracts": 2, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20260831", "source_path": "reports/strategy_reviews/manual_market_review_20260831.json", "can_override_market_facts": false, "can_grant_entry": false, "can_seed_research": true, "fact_policy": "外部复盘仅用于主线假设、风险问题和次日研究；数值以同日已验证快照为准。", "schema_version": "external_market_review_reference_v1", "status": "REFERENCE_CONFLICTS_WITH_VERIFIED_FACTS", "source_label": "用户提供的8月31日A股收盘复盘", "source_type": "user_supplied_postclose_review", "submitted_market_claims": { "indices": { "上证指数": { "close": 3986.3, "change_pct": 0.86 }, "深证成指": { "change_pct": 0.44 }, "创业板指": { "change_pct": 0.42 }, "科创50": { "change_pct": 1.34 } }, "turnover_yi": 21300, "breadth": { "rise_count": 2981, "fall_count": 2166, "up_ratio_pct": 58 }, "limits": { "limit_up_count": 88, "limit_down_count": 11, "highest_board": 6, "chain_count": 18, "seal_rate_pct": 74.6 }, "emotion_score": 72 }, "fact_reconciliation": { "comparisons": [ { "field": "rise_count.full_market", "submitted": 2981, "verified": 2997, "status": "CONFLICT" }, { "field": "fall_count.full_market", "submitted": 2166, "verified": 2062, "status": "CONFLICT" }, { "field": "limit_up_count.full_market", "submitted": 88, "verified": 87, "status": "CONFLICT" }, { "field": "limit_down_count.full_market", "submitted": 11, "verified": 13, "status": "CONFLICT" }, { "field": "rise_count.kaipanla", "submitted": 2981, "verified": 3181, "status": "CONFLICT" }, { "field": "fall_count.kaipanla", "submitted": 2166, "verified": 2218, "status": "CONFLICT" }, { "field": "limit_up_count.kaipanla", "submitted": 88, "verified": 88, "status": "ALIGNED" }, { "field": "limit_down_count.kaipanla", "submitted": 11, "verified": 11, "status": "ALIGNED" }, { "field": "turnover_yi.kaipanla", "submitted": 21300, "verified": 21458.0, "status": "ALIGNED" } ], "aligned_count": 3, "conflict_count": 6, "full_market_status": "verified", "kaipanla_status": "OK" }, "mainline_hypotheses": [ { "family": "AI应用", "role": "core", "tags": [ "短剧", "互动影游" ], "instruction": "只跟踪前排承接与量能，不追逐后排扩散。" }, { "family": "通信算力链", "role": "core", "tags": [ "液冷服务器", "算力硬件" ], "instruction": "外部科技冲击未缓和前，必须以盘中共振和Strict Gate二次确认。" }, { "family": "机器人", "role": "rotation", "tags": [ "产业催化" ], "instruction": "仅在板块再加速和个股量价确认后晋级。" }, { "family": "地产", "role": "policy_rotation", "tags": [ "政策催化" ], "instruction": "把政策题材与持续性分开验证，避免一日脉冲。" } ], "next_session_hypotheses": [ { "label": "指数", "hypothesis": "震荡偏强但不预设单边上涨，关注关键压力位、量能和竞价反馈。" }, { "label": "主线", "hypothesis": "优先验证AI应用、液冷算力、机器人承接；地产只作政策轮动观察。" }, { "label": "风险", "hypothesis": "炸板和高位题材分歧仍高，连板晋级、量能收缩和外围科技波动需进入盘中复核。" } ], "learning_points": [ "低开后修复不能仅凭指数翻红放宽仓位，必须同时确认市场广度、主线承接和个股分钟能量。", "将AI应用、算力硬件、机器人、地产明确拆分为核心主线、轮动和政策脉冲，避免题材并列后平均配置。", "涨停、炸板和连板结构用于情绪验证，不得替代全市场广度、流动性和个股Strict Gate。" ] } }