{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260911", "trade_date": "20260914", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260914.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260914.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260914.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260911.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_20260911.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "permission_timeline": { "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "close_effective_trade_mode": "SIMULATION_READY", "close_effective_allow_new_positions": true, "transition_reason": "configured_permission_preserved_with_strict_gate", "reasons": [], "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": 0.0, "daily_pnl_source": "cash_plus_market_value_equity_delta", "daily_pnl_mark_to_prev_close": 0.0, "prior_session_trade_date": "20260911", "prior_session_total_value": 1027132.26941, "daily_return_pct": 0.0, "total_pnl": 27132.26940999995, "total_pnl_pct": 2.713226940999995, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 27132.26940999995, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized", "equity_source": "cash_plus_market_value", "upstream_total_value": 1027132.26941, "transaction_costs": 41.240590000000005, "transaction_costs_trade_date": 0, "transaction_costs_source": "account_registered_cost_ledger", "gross_realized_pnl": -21096.99999999997, "daily_pnl_reference_source": "reports/trading/paper_runtime_postclose_audit_20260911.json" }, "summary": { "total_assets": 1027132.26941, "total_pnl": 27132.26940999995, "total_pnl_pct": 2.713226940999995, "unrealized_pnl": 0.0, "realized_pnl": -22455.445959999972, "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, "transaction_costs": 41.240590000000005, "transaction_costs_trade_date": 0.0, "transaction_costs_source": "account_registered_cost_ledger", "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": 24, "active_contracts": 5, "conditional_contracts": 19, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": false, "integrity_warning": null, "account_integrity_warning": null, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2", "vwap_reconciliation": { "schema_version": "intraday_metric_reconciliation_v1", "method": "official_runtime_feed_then_bounded_minute_window_proxy", "scope": "all_signal_rows", "signal_count": 24, "vwap_official_count": 23, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 1, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0417, "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": "20260914", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260914.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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": 0, "t1_blocked_risk_count": 0 }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 24, "status_counts": { "CANCELLED": 20, "NEAR_TRIGGER": 1, "OBSERVE": 3 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 20, "near_trigger_count": 1, "observe_count": 3, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 20, "sector_divergence": [], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 20 }, { "reason": "waiting_trigger", "count": 2 }, { "reason": "minute_energy_amount_too_low", "count": 1 }, { "reason": "near_trigger", "count": 1 } ], "policy_note": "OBSERVE_ONLY 下 actionable 仅为影子候选，不等于实际可执行买入；正式可执行数量以 runtime_gate_funnel.actionable 为准。" }, "shadow_position_lifecycle": [], "intended_but_blocked": [ { "symbol": "SZSE.301566", "rule": "SECOND_WAVE_BREAK_VWAP", "wanted_qty": null, "blocked_by": "entry_risk", "day_return_pct": 3.5867, "reason": "达利凯普，official_entry_session_invalidation_latched，现价 26.57，触发 25.88，失效 25.10，入场风险 5.53%" } ], "position_risk_events": [], "risk_action_summary": { "event_count": 0, "t1_blocked_count": 0, "triggered_count": 0, "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": "20260914", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260914_risk_flags_coverage.json", "ingest_path": "reports/audit/20260914_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_20260914.json" ], "items": { "SZSE.002636": { "name": "金安国纪", "severity": "medium", "flags": [ { "severity": "medium", "flag_type": "abnormal_volatility", "title": "金安国纪：股票交易异常波动公告", "source_url": "http://news.10jqka.com.cn/field/sn/20260914/59801883.shtml" } ], "action": "risk_verify_before_entry", "source": "同花顺公告时间线公开接口", "symbol": "SZSE.002636" } } }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260914", "plan_date": "20260911", "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/20260914/evidence/preopen_execution_evidence_20260914.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260914.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": 0.125, "market_up_ratio": 0.5283, "divergence_pct_points": -40.3, "source": "verified_full_market_breadth", "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": "20260914", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260914.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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_20260914.json", "coverage_audit_path": "reports/audit/20260914_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260914", "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_20260911_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/20260911_active_plan_v2_for_trading.json", "target_trade_date": "20260914", "targets_execution_date": true, "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "reconciliation_status": "effective_reconfirmation_required", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260914_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.301458", "SHSE.603328", "SHSE.603989" ], "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": "20260914", "plan_date": "20260911", "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/20260914/evidence/preopen_execution_evidence_20260914.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260914.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": 0.125, "market_up_ratio": 0.5283, "divergence_pct_points": -40.3, "source": "verified_full_market_breadth", "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": "20260914", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260914.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "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_20260914.json", "coverage_audit_path": "reports/audit/20260914_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260914", "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_20260911_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/20260911_active_plan_v2_for_trading.json", "target_trade_date": "20260914", "targets_execution_date": true, "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "reconciliation_status": "configured_permission_preserved_with_strict_gate", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260914_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.301458", "SHSE.603328", "SHSE.603989" ], "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": true, "effective_trade_mode": "SIMULATION_READY", "effective_position_cap_pct": 35.0, "reconciliation_status": "configured_permission_preserved_with_strict_gate", "reasons": [], "premarket_execution_brief_path": "reports/preopen/premarket_execution_brief_20260914.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20260914.json" }, "sizing_reason_reconciliation": { "schema_version": "signal_sizing_reason_reconciliation_v1", "legacy_reason": "position_sizing_no_room_or_cash", "reconciled_count": 0, "reason_counts": {}, "account_cash": 1027132.26941, "account_exposure_pct": 0.0, "effective_position_cap_pct": 35.0, "policy_allows_new_positions": true, "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": true }, "policy_changed_after_repair": false, "classification": "historical_runtime_and_recomputed_policy_consistent", "audit_note": "盘中原始轨迹保留为历史事实；修复后的规则仅用于回溯验证和后续交易日，不能倒写为当日已执行。" }, "candidate_pool_coverage_review": { "schema_version": "candidate_pool_coverage_review_v1", "status": "ACTION_REQUIRED", "trigger": { "candidate_pool_up_ratio": 0.125, "market_up_ratio": 0.5283, "divergence_pct_points": -40.3, "source": "verified_full_market_breadth", "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。" }, "candidate_theme_count": 5, "candidate_theme_summary": [ { "theme": "半导体链 / PCB概念", "signal_count": 4, "active_count": 4, "average_return_pct": 1.0677, "priced_signal_count": 4 }, { "theme": "元件", "signal_count": 4, "active_count": 1, "average_return_pct": 4.6309, "priced_signal_count": 4 }, { "theme": "黄河三角", "signal_count": 8, "active_count": 0, "average_return_pct": -1.0285, "priced_signal_count": 8 }, { "theme": "AI算力链 / 共封装光学(CPO)", "signal_count": 4, "active_count": 0, "average_return_pct": 1.2386, "priced_signal_count": 4 }, { "theme": "共封装光学(CPO) / 半导体链 / PCB概念", "signal_count": 4, "active_count": 0, "average_return_pct": 1.3901, "priced_signal_count": 4 } ], "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": [ { "step": "same_day_mainline_scan", "status": "PENDING", "action": "用同交易日全市场广度、板块强度和题材催化扫描候选池之外的强势方向；没有可验证板块来源时明确标记不可用。" }, { "step": "source_crosscheck", "status": "SOURCE_UNAVAILABLE", "action": "交叉核验开盘啦板块强度/区间统计；缺失不判空头，也不能作为新增候选或买入依据。" }, { "step": "next_session_plan_refresh", "status": "PENDING", "action": "将通过验证的方向仅写入下一交易日观察与盘前计划，逐标的仍须经过风险旗标、流动性、VWAP 和 Strict Gate。" } ] }, "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_20260914.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_20260914.jsonl", "postclose_one_shot_reset_detected": false, "stable_snapshot_at": "2026-09-14T14:55:08", "final_snapshot_at": "2026-09-14T14:55:08", "snapshot_gap_seconds": 32.0, "stable_active_energy_state": { "active_count": 5, "warmup_count": 0, "minute_history_available_count": 5 }, "final_active_energy_state": { "active_count": 5, "warmup_count": 0, "minute_history_available_count": 5 }, "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": 24, "vwap_official_count": 23, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 1, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0417, "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,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5417, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 5, "sample_total": 24, "signal_contract_total": 24, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.4566, "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": "MEDIUM", "score": 46.0, "raw_score": 46.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 46.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "korea_market_stress_-3.69%", "taiwan_tech_negative_-1.53%" ], "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_20260914.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-14T09:25:14+08:00" }, "active_samples": [ { "symbol": "SZSE.002134", "name": "天津普林", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 4, "ret_pct": 6.503014642549543, "last": 24.73, "vwap": 24.49575852197194, "above_vwap": true, "amount": 792334906.0, "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "whitelist_binding": { "symbol": "SZSE.002134", "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "active", "priority": 2, "ret_pct": 3.586744639376227, "last": 26.57, "vwap": 26.17837909122172, "above_vwap": true, "amount": 875418086.0, "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 3, "ret_pct": 0.342495828576439, "last": 228.52, "vwap": 230.475347496643, "above_vwap": false, "amount": 4805871946.0, "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "whitelist_binding": { "symbol": "SHSE.603186", "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 1, "ret_pct": 0.23041474654379446, "last": 82.65, "vwap": 81.94936246463837, "above_vwap": true, "amount": 6709063186.0, "plan_id": "20260911:SZSE.002636:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3ce0f7e46e7c19081ac23b902821f46cab02d278532c319381f463c04a8a8460", "whitelist_binding": { "symbol": "SZSE.002636", "plan_id": "20260911:SZSE.002636:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3ce0f7e46e7c19081ac23b902821f46cab02d278532c319381f463c04a8a8460", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301176", "name": "逸豪新材", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.8052805280528115, "last": 58.9, "vwap": 58.36876649775945, "above_vwap": true, "amount": 1095447499.0, "plan_id": "20260911:SZSE.301176:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "52db4c4fec3f1509258dd2d6aa159a9f4c59f59774c573aea345fdfa6f19681d", "whitelist_binding": { "symbol": "SZSE.301176", "plan_id": "20260911:SZSE.301176:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "52db4c4fec3f1509258dd2d6aa159a9f4c59f59774c573aea345fdfa6f19681d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.000000000000007, "last": 54.0, "vwap": 52.69074138838714, "above_vwap": true, "amount": 2832438225.0, "plan_id": "20260911:SZSE.002552:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "eb18c453e5e782170234833b317c9fd0fa7dbf78c04d04d4fc447152a5ec9e02", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260911:SZSE.002552:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "eb18c453e5e782170234833b317c9fd0fa7dbf78c04d04d4fc447152a5ec9e02", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002134", "name": "天津普林", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 4, "ret_pct": 6.503014642549543, "last": 24.73, "vwap": 24.49575852197194, "above_vwap": true, "amount": 792334906.0, "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "whitelist_binding": { "symbol": "SZSE.002134", "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603328", "name": "依顿电子", "theme": "共封装光学(CPO) / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.499608457321848, "last": 13.6, "vwap": 13.10270258786434, "above_vwap": true, "amount": 1362995534.0, "plan_id": "20260911:SHSE.603328:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "1e9546f72e7cb64c6ad54dfb15e18149149420cbe87a1d1f2d7acd67358a12f7", "whitelist_binding": { "symbol": "SHSE.603328", "plan_id": "20260911:SHSE.603328:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "1e9546f72e7cb64c6ad54dfb15e18149149420cbe87a1d1f2d7acd67358a12f7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603989", "name": "艾华集团", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.9651831668180435, "last": 34.67, "vwap": 33.32037713912259, "above_vwap": true, "amount": 1407156179.0, "plan_id": "20260911:SHSE.603989:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "f8ba0a5e746d820bbdd573253cb80c868748a74b2e3222cb0cb35800ceb68372", "whitelist_binding": { "symbol": "SHSE.603989", "plan_id": "20260911:SHSE.603989:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "f8ba0a5e746d820bbdd573253cb80c868748a74b2e3222cb0cb35800ceb68372", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.89087143539908, "last": 65.84, "vwap": 64.99893441907729, "above_vwap": true, "amount": 7151169765.0, "plan_id": "20260911:SZSE.300285:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b354ea69ae7b367aea5830c73da142671a953d14d2fdc7a25f3704097497ea4b", "whitelist_binding": { "symbol": "SZSE.300285", "plan_id": "20260911:SZSE.300285:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "b354ea69ae7b367aea5830c73da142671a953d14d2fdc7a25f3704097497ea4b", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "active", "priority": 2, "ret_pct": 3.586744639376227, "last": 26.57, "vwap": 26.17837909122172, "above_vwap": true, "amount": 875418086.0, "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002363", "name": "隆基机械", "theme": "黄河三角", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.3880597014925398, "last": 6.86, "vwap": 6.837591935623431, "above_vwap": true, "amount": 47413230.0, "plan_id": "20260911:SZSE.002363:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ecd2e888a94eef62d9871b7e28429425030ce8f98cb41bbb45b6fc8642966f3", "whitelist_binding": { "symbol": "SZSE.002363", "plan_id": "20260911:SZSE.002363:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ecd2e888a94eef62d9871b7e28429425030ce8f98cb41bbb45b6fc8642966f3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301458", "name": "钧崴电子", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.9715224534501585, "last": 37.24, "vwap": 36.88292144868214, "above_vwap": true, "amount": 326188869.0, "plan_id": "20260911:SZSE.301458:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "450d3f47e6979af5ae55def49a6c724c55f7b2e5bc5362835b6958cec1d744fc", "whitelist_binding": { "symbol": "SZSE.301458", "plan_id": "20260911:SZSE.301458:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "450d3f47e6979af5ae55def49a6c724c55f7b2e5bc5362835b6958cec1d744fc", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.2820512820512775, "last": 21.33, "vwap": 21.199556893871, "above_vwap": true, "amount": 3069180689.0, "plan_id": "20260911:SZSE.300319:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "fcf42a9d429e7a4b32254df35b45e6d196d2cd77228a0e22fbd3b2f7aa1c540d", "whitelist_binding": { "symbol": "SZSE.300319", "plan_id": "20260911:SZSE.300319:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "fcf42a9d429e7a4b32254df35b45e6d196d2cd77228a0e22fbd3b2f7aa1c540d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300408", "name": "三环集团", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.2222579607590767, "last": 125.88, "vwap": 127.0984497965231, "above_vwap": false, "amount": 9316405339.0, "plan_id": "20260911:SZSE.300408:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2db84294e899c976e24db1a23ceddbcac38b0236fb5055b1071d85622754d360", "whitelist_binding": { "symbol": "SZSE.300408", "plan_id": "20260911:SZSE.300408:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2db84294e899c976e24db1a23ceddbcac38b0236fb5055b1071d85622754d360", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "共封装光学(CPO) / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.2015776439294301, "last": 331.0, "vwap": 327.6662564857445, "above_vwap": true, "amount": 2206378092.0, "plan_id": "20260911:SHSE.688519:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3894c2847cbed21a5070433365218e48637032040f14aaf9bba12f607038433c", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260911:SHSE.688519:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3894c2847cbed21a5070433365218e48637032040f14aaf9bba12f607038433c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 3, "ret_pct": 0.342495828576439, "last": 228.52, "vwap": 230.475347496643, "above_vwap": false, "amount": 4805871946.0, "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "whitelist_binding": { "symbol": "SHSE.603186", "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "COLD", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260914.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.125, "market_up_ratio": 0.6046, "divergence_pct_points": -48.0, "source": "verified_full_market_breadth", "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。" } }, "pool_up_ratio": 0.5417, "active_up_ratio": 0.8, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 5, "sample_total": 24, "active_samples": [ { "symbol": "SZSE.002134", "name": "天津普林", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 4, "ret_pct": 6.503014642549543, "last": 24.73, "vwap": 24.49575852197194, "above_vwap": true, "amount": 792334906.0, "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "whitelist_binding": { "symbol": "SZSE.002134", "plan_id": "20260911:SZSE.002134:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cd7eeff3b82c598fba354664b69d27e97e04961e35519c407d2bf35af080ed9e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "active", "priority": 2, "ret_pct": 3.586744639376227, "last": 26.57, "vwap": 26.17837909122172, "above_vwap": true, "amount": 875418086.0, "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260911:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e72c16791bcd15694f9769846578462fd9269340d5ec7d7505eecc167c9b771c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 3, "ret_pct": 0.342495828576439, "last": 228.52, "vwap": 230.475347496643, "above_vwap": false, "amount": 4805871946.0, "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "whitelist_binding": { "symbol": "SHSE.603186", "plan_id": "20260911:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "8f7dd9be75da16a23615db72a4a3463505af5a54bcac4d880a2347851ebe8b3f", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 1, "ret_pct": 0.23041474654379446, "last": 82.65, "vwap": 81.94936246463837, "above_vwap": true, "amount": 6709063186.0, "plan_id": "20260911:SZSE.002636:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3ce0f7e46e7c19081ac23b902821f46cab02d278532c319381f463c04a8a8460", "whitelist_binding": { "symbol": "SZSE.002636", "plan_id": "20260911:SZSE.002636:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3ce0f7e46e7c19081ac23b902821f46cab02d278532c319381f463c04a8a8460", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301176", "name": "逸豪新材", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.8052805280528115, "last": 58.9, "vwap": 58.36876649775945, "above_vwap": true, "amount": 1095447499.0, "plan_id": "20260911:SZSE.301176:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "52db4c4fec3f1509258dd2d6aa159a9f4c59f59774c573aea345fdfa6f19681d", "whitelist_binding": { "symbol": "SZSE.301176", "plan_id": "20260911:SZSE.301176:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "52db4c4fec3f1509258dd2d6aa159a9f4c59f59774c573aea345fdfa6f19681d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.4566, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 46.0, "raw_score": 46.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 46.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "korea_market_stress_-3.69%", "taiwan_tech_negative_-1.53%" ], "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_20260914.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-14T09:25:14+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 24, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" }, "auction_board_confirm_score": 30, "auction_stock_accept_score": 45.83, "auction_liquidity_score": 64.79, "covered_signal_count": 24, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20260914.json", "source_generated_at": "2026-09-14T09:25:14+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "MEDIUM", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "korea_market_stress_-3.69%", "taiwan_tech_negative_-1.53%" ] }, "verified_gate": { "level": "MEDIUM", "score": 46.0, "reasons": [ "korea_market_stress_-3.69%", "taiwan_tech_negative_-1.53%" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -3.6917, "korea_market_close_pct": -3.5209, "korea_stress_basis": "kospi_intraday_low_pct", "stress_mismatch": false, "note": "执行时与收盘后核验的韩国压力口径一致；后续统一使用 kospi_intraday_low_pct，收盘涨跌幅单独展示。" } }, "gate_funnel": { "evaluated_count": 5, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 5, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "quote_stale_blocked": 0, "data_source": "first_fail_runtime_signals", "degraded_reason": null, "execution_scope": "new_entry_signals_only", "executed_formal_entry_count": 0, "executed_formal_entry_event_ids": [], "unmatched_official_buy_filled": 0, "position_add_filled": 0, "official_buy_filled": 0, "scope_note": "Gate Funnel 仅统计 5 个尚未执行且具备完整价格合同的正式入场信号；另有 19 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": 5, "minute_energy_blocked": 3, "vwap_blocked": 1, "chase_ceiling_blocked": 1, "capital_blocked": 1, "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": 5, "quote_stale_blocked": 0, "minute_energy_blocked": 0, "vwap_blocked": 0, "chase_ceiling_blocked": 0, "capital_blocked": 0, "passed": 0 }, "quote_stale_ratio": 0.0, "minute_energy_warmup_count": 0, "intraday_metrics_missing_count": 0, "intraday_metrics_missing_ratio": 0.0, "intraday_metrics_missing_fields": {}, "intraday_metrics_missing_warn_threshold": 0.15, "intraday_metrics_missing_block_threshold": 0.25, "vwap_official_count": 5, "vwap_proxy_count": 0, "vwap_missing_count": 0, "vwap_proxy_ratio": 0.0, "vwap_quality_state": "official", "vwap_entry_policy": "official_runtime_feed_required; proxy_only_extended_confirmation", "vwap_metrics_scope": "formal_entry_contracts", "observation_total_count": 24, "observation_only_excluded_count": 19, "data_quality_state": "ok" }, "signals_snapshot": { "total": 24, "active_contracts": 5, "conditional_contracts": 19, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20260914", "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" } }