{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260910", "trade_date": "20260911", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260911.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260911.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260911.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260910.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_20260910.json", "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260911.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "SHADOW_RUNNING", "mode": "OBSERVE_ONLY", "allow_new_positions": false, "permission_timeline": { "configured_trade_mode": "OBSERVE_ONLY", "configured_allow_new_positions": false, "close_effective_trade_mode": "OBSERVE_ONLY", "close_effective_allow_new_positions": false, "transition_reason": "overridden_by_premarket_execution_brief", "reasons": [ "premarket_execution_brief_observe_only" ], "chronology_note": "成交按各自发生时点的盘中权限认定；收盘有效模式只描述收盘状态，不能倒推抹除午盘前成交。" }, "account": { "initial_capital": 1000000.0, "cash": 1027132.26941, "market_value": 0.0, "total_value": 1027132.26941, "unrealized_pnl": 0.0, "realized_pnl": -22455.445959999972, "daily_pnl": -1347.89916000003, "daily_pnl_source": "cash_plus_market_value_equity_delta", "daily_pnl_mark_to_prev_close": null, "prior_session_trade_date": "20260910", "prior_session_total_value": 1028480.16857, 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"daily_pnl_mark_to_prev_close": 0.0, "daily_return_pct": -0.1310573797328684, "transaction_costs": 41.240590000000005, "transaction_costs_trade_date": 29.899160000000002, "transaction_costs_source": "account_registered_cost_ledger", "filled_orders": 2, "rejected_orders": 0, "unfilled_orders": 0, "waiting_orders": 0, "official_buy_filled": 0, "shadow_buy_filled": 0, "risk_sell_filled": 2, "normal_sell_filled": 0, "position_add_filled": 0, "positions": 0, "raw_positions": 0, "dust_positions": 0, "signals": 23, "active_contracts": 0, "conditional_contracts": 23, "active_plan_contracts": 0, "watch_candidate_contracts": 23, "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": 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"plan_regime_MIXED_to_execution_COLD", "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 }, "position_risk_event_count": 1, "t1_blocked_risk_count": 0 }, "positions": [], "orders": [ { "event_id": "RISK:20260911:SHSE.600183:position_stop_loss:SELL", "ts": "2026-09-11T09:30:19", "symbol": "SHSE.600183", "name": "生益科技", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 100, "price": 144.52, "amount": 14452.000000000002, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -544.5203099999983, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 14452.000000000002, "base_exec_high": null, "chase_ceiling": null, "cost_model_version": "paper_trading_costs_v1", "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": 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\"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 100, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600183\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"元件\", \"trade_date\": \"20260911\", \"transaction_cost_total\": 12.37052, \"transaction_costs\": {\"commission\": 5.0, \"cost_model_version\": \"paper_trading_costs_v1\", \"gross_amount\": 14452.000000000002, \"price\": 144.52, \"quantity\": 100, \"side\": \"SELL\", \"stamp_tax\": 7.226000000000001, \"total\": 12.37052, \"transfer_fee\": 0.14452000000000004}, \"trigger_price\": -3.0, \"ts\": \"2026-09-11T09:30:19\"}", "gross_realized_pnl": -526.9999999999982, "allocated_buy_cost": 5.14979, "sell_transaction_cost": 12.37052 } }, { "event_id": "RISK:20260911:SHSE.603920:position_stop_loss:SELL", "ts": "2026-09-11T10:55:23", "symbol": "SHSE.603920", "name": "世运电路", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 600, "price": 38.44, "amount": 23064.0, "reason": "paper_sell_at_bid1", "realized_pnl_delta": -773.72028, "rule_id": null, "sim_reason": "position_stop_loss_3pct", "trigger_price": -3.0, "raw_status": "FILLED", "raw": { "adjusted_avg_cost": null, "amount": 23064.0, "base_exec_high": null, "chase_ceiling": null, "cost_model_version": "paper_trading_costs_v1", "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260911:SHSE.603920:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "gross_amount": 23064.0, "intraday_vwap": null, "invalid_price": 37.83, "max_chase_pct": null, "minute_energy": null, "name": "世运电路", "net_cash_change": 23046.47136, "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260910", "plan_id": "RISK:20260910:SHSE.603920:position_stop_loss", "position_pnl_pct": -3.1242, "price": 38.44, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 600, "quote_ask1": 38.45, "quote_ask_qty1": 4, "quote_bid1": 38.44, "quote_bid_qty1": 11, "quote_high": 40.34, "quote_last": 38.45, "quote_low": 38.41, "quote_open": 39.29, "quote_prev_close": 40.23, "quote_ts": "2026-09-11T10:55:21", "raw_avg_cost": 39.69, "raw_position_pnl_pct": -3.124212648022162, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 600, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.603920", "template_key": "POSITION_RISK_EXIT", "theme": "元件", "trade_date": "20260911", "transaction_cost_total": 17.528640000000003, "transaction_costs": { "commission": 5.766, "cost_model_version": "paper_trading_costs_v1", "gross_amount": 23064.0, "price": 38.44, "quantity": 600, "side": "SELL", "stamp_tax": 11.532, "total": 17.528640000000003, "transfer_fee": 0.23064 }, "trigger_price": -3.0, "ts": "2026-09-11T10:55:23", "id": 109, "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 23064.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"cost_model_version\": \"paper_trading_costs_v1\", \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260911:SHSE.603920:position_stop_loss:SELL\", \"exec_high\": null, \"exec_low\": null, \"gross_amount\": 23064.0, \"intraday_vwap\": null, \"invalid_price\": 37.83, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"世运电路\", \"net_cash_change\": 23046.47136, \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260910\", \"plan_id\": \"RISK:20260910:SHSE.603920:position_stop_loss\", \"position_pnl_pct\": -3.1242, \"price\": 38.44, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 600, \"quote_ask1\": 38.45, \"quote_ask_qty1\": 4, \"quote_bid1\": 38.44, \"quote_bid_qty1\": 11, \"quote_high\": 40.34, \"quote_last\": 38.45, \"quote_low\": 38.41, \"quote_open\": 39.29, \"quote_prev_close\": 40.23, \"quote_ts\": \"2026-09-11T10:55:21\", \"raw_avg_cost\": 39.69, \"raw_position_pnl_pct\": -3.124212648022162, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 600, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.603920\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"元件\", \"trade_date\": \"20260911\", \"transaction_cost_total\": 17.528640000000003, \"transaction_costs\": {\"commission\": 5.766, \"cost_model_version\": \"paper_trading_costs_v1\", \"gross_amount\": 23064.0, \"price\": 38.44, \"quantity\": 600, \"side\": \"SELL\", \"stamp_tax\": 11.532, \"total\": 17.528640000000003, \"transfer_fee\": 0.23064}, \"trigger_price\": -3.0, \"ts\": \"2026-09-11T10:55:23\"}", "realized_pnl_delta": -773.72028, "gross_realized_pnl": -750.0, "cost_basis": 23814.0, "allocated_buy_cost": 6.19164, "sell_transaction_cost": 17.528640000000003, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2" } } ], "shadow_observation_summary": { "total": 23, "status_counts": { "CANCELLED": 22, "OBSERVE": 1 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 22, "near_trigger_count": 0, "observe_count": 1, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 22, "sector_divergence": [], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 22 }, { "reason": "signal_contract_missing_price_fields", "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.600183", "rule": "position_contract_invalidation_v1", "wanted_qty": 100, "blocked_by": "cooldown_20min", "day_return_pct": -1.6399, "reason": "持仓合同失效：最新价 144.55 已不高于有效失效阈值 144.77，可卖部分执行退出。" } ], "position_risk_events": [ { "symbol": "SHSE.600183", "name": "生益科技", "last_price": 144.55, "invalid_price": 144.77, "stop_price": null, "effective_exit_threshold": 144.77, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-09-08T10:39:46", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": true, "sellable_qty": 100, "t1_blocked": false, "evaluation": "breached_sellable", "rule": "position_contract_invalidation_v1", "status": "TRIGGERED" } ], "risk_action_summary": { "event_count": 1, "t1_blocked_count": 0, "triggered_count": 1, "next_session_required": false, "next_session_actions": [] }, "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": "20260911", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260911_risk_flags_coverage.json", "ingest_path": "reports/audit/20260911_risk_flags_ingest.json", "backfill_state": "complete", "missing_backfill_dates": [], "affected_symbol_count": 1, "supported_flags": [ "ST", "退市风险", "监管", "减持", "质押", "停牌" ], "integrity_warning": null, "note": "轻量风险旗标源；命中后只用于降级/加速风控，不可替代人工确认。", "sources": [ "config/local_risk_flags_20260911.json" ], "items": { "SHSE.600354": { "name": "敦煌种业", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "敦煌种业：甘肃省敦煌种业集团股份有限公司股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260911/59751669.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SHSE.600354" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260911", "plan_date": "20260910", "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/20260911/evidence/preopen_execution_evidence_20260911.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260911.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": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "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": 0.2174, "market_up_ratio": 0.1084, "divergence_pct_points": 10.9, "source": "kaipanla_exact_date_visible_market_header", "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": "20260911", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 10.75, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260911.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD", "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_20260911.json", "coverage_audit_path": "reports/audit/20260911_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260911", "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_20260910_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/20260910_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/20260911_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300040", "SHSE.600505", 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"current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "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": 0.2174, "market_up_ratio": 0.1084, "divergence_pct_points": 10.9, "source": "kaipanla_exact_date_visible_market_header", "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": "20260911", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 10.75, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260911.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD", "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_20260911.json", "coverage_audit_path": "reports/audit/20260911_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260911", "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_20260910_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/20260910_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_premarket_execution_brief", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260911_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300040", "SHSE.600505", "SZSE.300317" ], "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": false, "configured_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_position_cap_pct": 0.0, "reconciliation_status": "overridden_by_premarket_execution_brief", "reasons": [ "premarket_execution_brief_observe_only" ], "premarket_execution_brief_path": 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"candidate_pool_coverage_review": { "schema_version": "candidate_pool_coverage_review_v1", "status": "NOT_REQUIRED", "trigger": { "candidate_pool_up_ratio": 0.2174, "market_up_ratio": 0.1084, "divergence_pct_points": 10.9, "source": "kaipanla_exact_date_visible_market_header", "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": 3, "candidate_theme_summary": [ { "theme": "半导体链 / PCB概念", "signal_count": 8, "active_count": 0, "average_return_pct": 3.1738, "priced_signal_count": 8 }, { "theme": "绿色电力", "signal_count": 8, "active_count": 0, "average_return_pct": -1.7, "priced_signal_count": 8 }, { "theme": "供销社概念", "signal_count": 7, "active_count": 0, "average_return_pct": -4.0051, "priced_signal_count": 7 } ], "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": [] }, "entry_arbitration_review": { "schema_version": "entry_arbitration_review_v1", "status": "REVIEWED", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260911.jsonl", "no_lookahead": true, "rank_source": "active_plan.execution_rank_or_preopen_priority", "missed_priority_actions": [], "second_theme_seat_fills": [], "candidate_rule": { "energy_ratio_min": 1.2, "three_bar_momentum_min_pct": 0.0, "production_enabled": false, "validation_status": "INSUFFICIENT_SAMPLE", "minimum_required_samples": 5, "observed_samples": 0, "reason": "避免用单日单笔结果直接改动生产阈值；先连续样本外记录第二席位质量。" } }, "gate_funnel_reconciliation": { "status": "CONSISTENT", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260911.jsonl", "postclose_one_shot_reset_detected": 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"enabled": true, "level": "EXTREME", "score": 86.0, "raw_score": 86.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 81.0, "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_-2.66%", "nvidia_negative_-2.37%", "korea_market_stress_-3.29%", "taiwan_tech_negative_-1.69%", "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_20260911.json", "source_errors": {}, "source_ths_errors": { "nasdaq": "HTTPError: HTTP Error 502: Bad Gateway", "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 504: Gateway Time-out" }, "source_generated_at": "2026-09-11T09:25:17+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 23, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 52.17, "auction_liquidity_score": 68.91, "covered_signal_count": 23, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45,no_active_candidates,active_mainline_not_confirmed", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260911.json", "source_generated_at": "2026-09-11T09:25:17+08:00", "source_quality": "reviewable_live_fallback", "observed_runtime_gate": { "level": "EXTREME", "source_status": "partial", "source_quality": "reviewable_live_fallback", "reasons": [ "sox_negative_-2.66%", "nvidia_negative_-2.37%", "korea_market_stress_-3.29%", "taiwan_tech_negative_-1.69%", "external_source_partial_confidence_degraded" ] }, "verified_gate": { "level": "EXTREME", "score": 86.0, "reasons": [ "sox_negative_-2.66%", "nvidia_negative_-2.37%", "korea_market_stress_-3.29%", "taiwan_tech_negative_-1.69%", "external_source_partial_confidence_degraded" ], "source_quality": "reviewable_live_fallback" }, "korea_market_stress_pct": -3.2901, "korea_market_close_pct": -2.6823, "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": 0, "passed_count": 0, "policy_blocked_observe_only": 0, "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": "no_signal_records", "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 0 个尚未执行且具备完整价格合同的正式入场信号；另有 23 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": 0, "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": 0, "market_gate_blocked": 0, "quote_stale_blocked": 0, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "passed": 0 }, 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"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" } }