{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260903", "trade_date": "20260904", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260904.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260904.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260904.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260903.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_20260903.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": "20260903", "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_20260903.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": 14, "active_contracts": 2, "conditional_contracts": 8, "active_plan_contracts": 2, "watch_candidate_contracts": 4, "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": 14, "vwap_official_count": 14, "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": "20260904", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_score": null, "execution_score": 72.08, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260904.json", "triggers": [], "action": "开盘前按正常计划复核，仍需盘中 Strict Gate。", "no_silent_reopen": true } }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 14, "status_counts": { "CANCELLED": 8, "OBSERVE": 5, "NEAR_TRIGGER": 1 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 8, "near_trigger_count": 1, "observe_count": 5, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 8, "sector_divergence": [], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 8 }, { "reason": "signal_contract_missing_price_fields", "count": 4 }, { "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": [], "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": "20260904", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260904_risk_flags_coverage.json", "ingest_path": "reports/audit/20260904_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_20260904.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260904", "plan_date": "20260903", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": "inbox/local_public/20260904/evidence/preopen_execution_evidence_20260904.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260904.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": "MIXED", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "aligned", "mismatch": false, "regime_delta": 0, "transition_direction": "unchanged", "blocking_reasons": [], "note": "计划日与执行日 regime 已对齐，仍需盘中 Strict Gate。", "action": "continue_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7, "market_up_ratio": 0.4063, "divergence_pct_points": 29.4, "source": "verified_full_market_breadth", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独处理的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260904", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_score": null, "execution_score": 72.08, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260904.json", "triggers": [], "action": "开盘前按正常计划复核，仍需盘中 Strict Gate。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260904.json", "coverage_audit_path": "reports/audit/20260904_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260904", "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_20260903_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/20260903_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", "entry_reconfirmation_required": false, "soft_restrictions": [], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260904_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SHSE.600489", "SZSE.002196", "SHSE.600807" ], "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": "20260904", "plan_date": "20260903", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "", "blockers": [], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": "inbox/local_public/20260904/evidence/preopen_execution_evidence_20260904.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260904.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": "MIXED", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "aligned", "mismatch": false, "regime_delta": 0, "transition_direction": "unchanged", "blocking_reasons": [], "note": "计划日与执行日 regime 已对齐，仍需盘中 Strict Gate。", "action": "continue_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7, "market_up_ratio": 0.4063, "divergence_pct_points": 29.4, "source": "verified_full_market_breadth", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独处理的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260904", "status": "CLEAR", "severity": "GREEN", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "MIXED", "plan_score": null, "execution_score": 72.08, "score_delta": null, "mismatch": false, "comparison_state": "aligned", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260904.json", "triggers": [], "action": "开盘前按正常计划复核，仍需盘中 Strict Gate。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260904.json", "coverage_audit_path": "reports/audit/20260904_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260904", "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_20260903_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/20260903_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": false, "soft_restrictions": [], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260904_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SHSE.600489", "SZSE.002196", "SHSE.600807" ], "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_20260904.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20260904.json" }, "sizing_reason_reconciliation": { "schema_version": "signal_sizing_reason_reconciliation_v1", "legacy_reason": "position_sizing_no_room_or_cash", "reconciled_count": 14, "reason_counts": { "position_sizing_policy_cap_zero": 2, "position_sizing_not_applicable_watch_only": 12 }, "account_cash": 1028450.51, "account_exposure_pct": 0.0, "effective_position_cap_pct": 0.0, "policy_allows_new_positions": false, "policy": "diagnostic_only_no_order_or_quantity_mutation" } }, "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": false }, "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。" }, "candidate_pool_coverage_review": { "schema_version": "candidate_pool_coverage_review_v1", "status": "NOT_REQUIRED", "trigger": { "candidate_pool_up_ratio": 0.7, "market_up_ratio": 0.4063, "divergence_pct_points": 29.4, "source": "verified_full_market_breadth", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独处理的极端剪刀差。" }, "candidate_theme_count": 4, "candidate_theme_summary": [ { "theme": "贵金属 / 黄金概念", "signal_count": 8, "active_count": 2, "average_return_pct": -1.1108, "priced_signal_count": 8 }, { "theme": "贵金属有色", "signal_count": 4, "active_count": 0, "average_return_pct": -2.2872, "priced_signal_count": 4 }, { "theme": "共封装光学(CPO) / 高压快充", "signal_count": 1, "active_count": 0, "average_return_pct": -1.4075, "priced_signal_count": 1 }, { "theme": "电机 / 纺织机械", "signal_count": 1, "active_count": 0, "average_return_pct": -3.4605, "priced_signal_count": 1 } ], "execution_boundary": { "research_only": true, "can_create_orders": false, "can_change_same_day_permission": false, "can_change_same_day_whitelist": false, "can_change_position_cap": false, "rule": "覆盖缺口只触发下一交易日研究与盘前计划更新；当日仍由既有 Strict Gate、外部冲击和风险规则决定。" }, "research_queue": [] }, "gate_funnel_reconciliation": { "status": "CONSISTENT", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260904.jsonl", "postclose_one_shot_reset_detected": false, "stable_snapshot_at": "2026-09-04T14:55:19", "final_snapshot_at": "2026-09-04T14:55:19", "snapshot_gap_seconds": 31.0, "stable_active_energy_state": { "active_count": 2, "warmup_count": 0, "minute_history_available_count": 2 }, "final_active_energy_state": { "active_count": 2, "warmup_count": 0, "minute_history_available_count": 2 }, "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": 14, "vwap_official_count": 14, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "vwap_remaining_missing_ratio": 0.0, "official_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation" }, "auction": { "used_as_standalone_gate": false, "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。", "preopen_gate_legacy": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2143, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 2, "sample_total": 14, "signal_contract_total": 14, "active_contract_total": 2, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.6573, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 12.0, "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": [ "domestic_tech_down_ratio_73%" ], "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_20260904.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-04T09:25:05+08:00" }, "active_samples": [ { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.941176470588236, "last": 26.73, "vwap": 27.16967721169047, "above_vwap": false, "amount": 2093352988.0, "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "whitelist_binding": { "symbol": "SZSE.002155", "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 1, "ret_pct": -3.106125970664364, "last": 11.23, "vwap": 11.374669121075078, "above_vwap": false, "amount": 2744790694.0, "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "whitelist_binding": { "symbol": "SZSE.002716", "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SHSE.600655", "name": "豫园股份", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.4424778761062065, "last": 4.54, "vwap": 4.548471070591163, "above_vwap": false, "amount": 69446966.0, "plan_id": "20260903:SHSE.600655:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "a626efdf891267df0fb81a23dc7d3d79488782ff977057e42ffee3e9e33d6ab0", "whitelist_binding": { "symbol": "SHSE.600655", "plan_id": "20260903:SHSE.600655:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "a626efdf891267df0fb81a23dc7d3d79488782ff977057e42ffee3e9e33d6ab0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600807", "name": "济高发展", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.3745318352059934, "last": 2.68, "vwap": 2.7012453228657347, "above_vwap": false, "amount": 35302305.0, "plan_id": "20260903:SHSE.600807:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2474bb47eb3ede4291e9a0a8e0dcf18986a51fa2512fde82ceb3149312030149", "whitelist_binding": { "symbol": "SHSE.600807", "plan_id": "20260903:SHSE.600807:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2474bb47eb3ede4291e9a0a8e0dcf18986a51fa2512fde82ceb3149312030149", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600824", "name": "益民集团", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.2666666666666595, "last": 3.76, "vwap": 3.774659347988126, "above_vwap": false, "amount": 57730395.0, "plan_id": "20260903:SHSE.600824:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "866da295dcc3c74af96f9cd78e9debcbd1a2c5b38ee3676deb3003566f3596e0", "whitelist_binding": { "symbol": "SHSE.600824", "plan_id": "20260903:SHSE.600824:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "866da295dcc3c74af96f9cd78e9debcbd1a2c5b38ee3676deb3003566f3596e0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.5060334760607299, "last": 25.56, "vwap": 25.65595559882078, "above_vwap": false, "amount": 1763164499.0, "plan_id": "20260903:SHSE.600489:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d4ef035ca30b428ec86aad1a41fb020379d9c1a1139a293089c67039c9a25480", "whitelist_binding": { "symbol": "SHSE.600489", "plan_id": "20260903:SHSE.600489:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d4ef035ca30b428ec86aad1a41fb020379d9c1a1139a293089c67039c9a25480", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300224", "name": "正海磁材", "theme": "贵金属有色", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.1824324324324342, "last": 11.7, "vwap": 11.87884976307721, "above_vwap": false, "amount": 204563296.0, "plan_id": "20260903:SZSE.300224:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "25f4b47512ed7b30b462d7e52daa4027916f9f85b6b68c137b7c2d89b3e94ef5", "whitelist_binding": { "symbol": "SZSE.300224", "plan_id": "20260903:SZSE.300224:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "25f4b47512ed7b30b462d7e52daa4027916f9f85b6b68c137b7c2d89b3e94ef5", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300351", "name": "永贵电器", "theme": "共封装光学(CPO) / 高压快充", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.407506702412864, "last": 14.71, "vwap": 14.891552448419649, "above_vwap": false, "amount": 192133788.0, "plan_id": "20260903:SZSE.300351:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "adf93df622ceeb9768232be756a6f9c8770b1affd9d622c460fb46bd9136b2f0", "whitelist_binding": { "symbol": "SZSE.300351", "plan_id": "20260903:SZSE.300351:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "adf93df622ceeb9768232be756a6f9c8770b1affd9d622c460fb46bd9136b2f0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.4639639639639657, "last": 26.25, "vwap": 26.455927210426484, "above_vwap": false, "amount": 1080923046.0, "plan_id": "20260903:SZSE.000975:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "4a064d20e14c183de17edae33112c3cb0ed4ac48a8d2e71b5884637275e42954", "whitelist_binding": { "symbol": "SZSE.000975", "plan_id": "20260903:SZSE.000975:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "4a064d20e14c183de17edae33112c3cb0ed4ac48a8d2e71b5884637275e42954", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.9527896995708227, "last": 45.69, "vwap": 46.29196819830351, "above_vwap": false, "amount": 2471102296.0, "plan_id": "20260903:SHSE.600988:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6aba09c64d4ee59e1b83f997f1c7e7fd99abc69a6ae7d62f047f2bd368395ce5", "whitelist_binding": { "symbol": "SHSE.600988", "plan_id": "20260903:SHSE.600988:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6aba09c64d4ee59e1b83f997f1c7e7fd99abc69a6ae7d62f047f2bd368395ce5", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000426", "name": "兴业银锡", "theme": "贵金属有色", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.9862490450725745, "last": 38.49, "vwap": 39.114142789081654, "above_vwap": false, "amount": 1683022893.0, "plan_id": "20260903:SZSE.000426:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fe99773738d1babeb8bfea7f4c7c7a0568260c20844625f732be88321a23f0", "whitelist_binding": { "symbol": "SZSE.000426", "plan_id": "20260903:SZSE.000426:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fe99773738d1babeb8bfea7f4c7c7a0568260c20844625f732be88321a23f0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300139", "name": "晓程科技", "theme": "贵金属有色", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.1340887629839544, "last": 51.82, "vwap": 52.644550442597826, "above_vwap": false, "amount": 2019676591.0, "plan_id": "20260903:SZSE.300139:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b3f50511f4422833046878e88cc67cfb54475eaa5f2e759c47d1308350f2f81d", "whitelist_binding": { "symbol": "SZSE.300139", "plan_id": "20260903:SZSE.300139:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b3f50511f4422833046878e88cc67cfb54475eaa5f2e759c47d1308350f2f81d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.941176470588236, "last": 26.73, "vwap": 27.16967721169047, "above_vwap": false, "amount": 2093352988.0, "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "whitelist_binding": { "symbol": "SZSE.002155", "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 1, "ret_pct": -3.106125970664364, "last": 11.23, "vwap": 11.374669121075078, "above_vwap": false, "amount": 2744790694.0, "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "whitelist_binding": { "symbol": "SZSE.002716", "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260904.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7, "market_up_ratio": 0.696, "divergence_pct_points": 0.4, "source": "verified_full_market_breadth", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独处理的极端剪刀差。" } }, "pool_up_ratio": 0.2143, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 2, "sample_total": 14, "active_samples": [ { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.941176470588236, "last": 26.73, "vwap": 27.16967721169047, "above_vwap": false, "amount": 2093352988.0, "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "whitelist_binding": { "symbol": "SZSE.002155", "plan_id": "20260903:SZSE.002155:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c3efa16ff5f38973f498448d3eb25b8601d2cc9bec435ab97f9087e31a64e47d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 1, "ret_pct": -3.106125970664364, "last": 11.23, "vwap": 11.374669121075078, "above_vwap": false, "amount": 2744790694.0, "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "whitelist_binding": { "symbol": "SZSE.002716", "plan_id": "20260903:SZSE.002716:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "dd834abe5337f7218bb7e9e981ffb88e66a9abb222bd920c1d82cfda25e71676", "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": "贵金属 / 黄金概念", "dominant_theme_share": 0.6573, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 12.0, "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": [ "domestic_tech_down_ratio_73%" ], "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_20260904.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-04T09:25:05+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 14, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 2, "active_quote_total": 2, "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": 50.0, "auction_liquidity_score": 67.5, "covered_signal_count": 14, "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_20260904.json", "source_generated_at": "2026-09-04T09:25:05+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "domestic_tech_down_ratio_73%" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "no_external_tech_shock_evidence_default_pass" ], "source_quality": "verified_live" }, "korea_market_stress_pct": 0.989, "korea_market_close_pct": 1.2177, "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": 2, "passed_count": 0, "policy_blocked_observe_only": 2, "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 2 个尚未执行且具备完整价格合同的正式入场信号；另有 12 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": 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": 2, "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": 2, "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": 14, "observation_only_excluded_count": 12, "data_quality_state": "ok" }, "signals_snapshot": { "total": 14, "active_contracts": 2, "conditional_contracts": 8, "active_plan_contracts": 2, "watch_candidate_contracts": 4, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20260904", "source_path": null, "can_override_market_facts": false, "can_grant_entry": false, "can_seed_research": false, "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。", "status": "NOT_PROVIDED" } }