{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260917", "trade_date": "20260918", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260918.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260918.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260918.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260917.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_20260917.json", "risk_overlay": 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\"participation_rate\": null, \"plan_date\": \"20260917\", \"plan_id\": \"RISK:20260917:SZSE.300632:position_stop_loss\", \"position_pnl_pct\": -3.055, \"price\": 19.02, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 1300, \"quote_ask1\": 19.04, \"quote_ask_qty1\": 88, \"quote_bid1\": 19.02, \"quote_bid_qty1\": 116, \"quote_high\": 19.45, \"quote_last\": 19.04, \"quote_low\": 19.02, \"quote_open\": 19.4, \"quote_prev_close\": 19.02, \"quote_ts\": \"2026-09-18T09:31:00\", \"raw_avg_cost\": 19.64, \"raw_position_pnl_pct\": -3.054989816700615, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_stop_loss\", \"risk_threshold\": -3.0, \"sellable_qty\": 1300, \"side\": \"SELL\", \"sim_reason\": \"position_stop_loss_3pct\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SZSE.300632\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": \"AI算力链 / 共封装光学(CPO)\", \"trade_date\": \"20260918\", \"transaction_cost_total\": 18.79176, \"transaction_costs\": {\"commission\": 6.1815, \"cost_model_version\": \"paper_trading_costs_v1\", \"gross_amount\": 24726.0, \"price\": 19.02, \"quantity\": 1300, \"side\": \"SELL\", \"stamp_tax\": 12.363, \"total\": 18.79176, \"transfer_fee\": 0.24726}, \"trigger_price\": -3.0, \"ts\": \"2026-09-18T09:31:04\"}", "id": 111, "realized_pnl_delta": -831.43008, "gross_realized_pnl": -806.0, "cost_basis": 25532.0, "allocated_buy_cost": 6.638320000000001, "sell_transaction_cost": 18.79176, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2" } } ], "shadow_observation_summary": { "total": 26, "status_counts": { "CANCELLED": 15, "OBSERVE": 8, "NEAR_TRIGGER": 3 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 15, "near_trigger_count": 3, "observe_count": 8, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 15, "sector_divergence": [], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 15 }, { "reason": "waiting_trigger", "count": 4 }, { "reason": "near_trigger", "count": 3 }, { "reason": "minute_energy_amount_too_low", "count": 2 }, { "reason": "signal_contract_missing_price_fields", "count": 2 } ], "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": [], "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": "20260918", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260918_risk_flags_coverage.json", "ingest_path": "reports/audit/20260918_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_20260918.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260918", "plan_date": "20260917", "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260918/evidence/preopen_execution_evidence_20260918.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260918.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": "WARM", "execution_regime": "MIXED", "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": 0.625, "market_up_ratio": 0.7078, "divergence_pct_points": -8.3, "source": "kaipanla_exact_date_market_sentiment", "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": "20260918", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 63.24, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260918.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED" ], "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_20260918.json", "coverage_audit_path": "reports/audit/20260918_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260918", "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_20260917_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": "reports/external_checks/kaipanla/kaipanla_sector_second_wave_validation_20260918.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260918.json", "preopen_overall_state": "ACTIVE_RECONFIRM_REQUIRED", "preopen_summary": { "active_theme_count": 1, "active_confirmed_count": 0, "active_reconfirm_count": 1, "active_unverified_count": 0, "rotation_candidate_count": 5 }, "confirmed_sectors": [ "芯片", "算力", "通信", "AI应用", "次新股" ], "watch_sectors": [ "机器人概念", "医药", "锂电池" ], "rotation_candidates_not_in_plan": [ { "sector_name": "锂电池", "sector_code": "801004", "validation_state": "WATCH", "score": 50, "current_rank": 18, "interval_rank": 9, "intraday_rhythm": "MIXED", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "算力", "sector_code": "801807", "validation_state": "CONFIRMED", "score": 100, "current_rank": 6, "interval_rank": 3, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 95, "current_rank": 5, "interval_rank": 2, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 89, "current_rank": 8, "interval_rank": 5, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "次新股", "sector_code": "801631", "validation_state": "CONFIRMED", "score": 83, "current_rank": 3, "interval_rank": 7, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260914", "interval_end": "20260918", "interval_provisional": false, "action": "计划板块需要盘中实时强度与资金重新确认，开盘啦不能单源放行。" }, "plan_contract": { "path": "reports/trade_plan/20260917_active_plan_v2_for_trading.json", "target_trade_date": "20260918", "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260918_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.300189", "SZSE.300683", "SHSE.688117" ], "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": "20260918", "plan_date": "20260917", "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260918/evidence/preopen_execution_evidence_20260918.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260918.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": "WARM", "execution_regime": "MIXED", "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": 0.625, "market_up_ratio": 0.7078, "divergence_pct_points": -8.3, "source": "kaipanla_exact_date_market_sentiment", "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": "20260918", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 63.24, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260918.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED" ], "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_20260918.json", "coverage_audit_path": "reports/audit/20260918_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260918", "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_20260917_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": "reports/external_checks/kaipanla/kaipanla_sector_second_wave_validation_20260918.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260918.json", "preopen_overall_state": "ACTIVE_RECONFIRM_REQUIRED", "preopen_summary": { "active_theme_count": 1, "active_confirmed_count": 0, "active_reconfirm_count": 1, "active_unverified_count": 0, "rotation_candidate_count": 5 }, "confirmed_sectors": [ "芯片", "算力", "通信", "AI应用", "次新股" ], "watch_sectors": [ "机器人概念", "医药", "锂电池" ], "rotation_candidates_not_in_plan": [ { "sector_name": "锂电池", "sector_code": "801004", "validation_state": "WATCH", "score": 50, "current_rank": 18, "interval_rank": 9, "intraday_rhythm": "MIXED", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "算力", "sector_code": "801807", "validation_state": "CONFIRMED", "score": 100, "current_rank": 6, "interval_rank": 3, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 95, "current_rank": 5, "interval_rank": 2, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 89, "current_rank": 8, "interval_rank": 5, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "次新股", "sector_code": "801631", "validation_state": "CONFIRMED", "score": 83, "current_rank": 3, "interval_rank": 7, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260914", "interval_end": "20260918", "interval_provisional": false, "action": "计划板块需要盘中实时强度与资金重新确认，开盘啦不能单源放行。" }, "plan_contract": { "path": "reports/trade_plan/20260917_active_plan_v2_for_trading.json", "target_trade_date": "20260918", "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260918_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.300189", "SZSE.300683", "SHSE.688117" ], "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": 50.0, "reconciliation_status": "configured_permission_preserved_with_strict_gate", "reasons": [], "premarket_execution_brief_path": "reports/preopen/premarket_execution_brief_20260918.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20260918.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": 1026300.83933, "account_exposure_pct": 0.0, "effective_position_cap_pct": 50.0, "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": "NOT_REQUIRED", "trigger": { "candidate_pool_up_ratio": 0.625, "market_up_ratio": 0.7078, "divergence_pct_points": -8.3, "source": "kaipanla_exact_date_market_sentiment", "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": 6, "candidate_theme_summary": [ { "theme": "医疗服务 / 农业消费 / 生物育种", "signal_count": 4, "active_count": 1, "average_return_pct": -1.7606, "priced_signal_count": 4 }, { "theme": "宽带提速", "signal_count": 8, "active_count": 0, "average_return_pct": 0.6007, "priced_signal_count": 8 }, { "theme": "百度概念", "signal_count": 8, "active_count": 0, "average_return_pct": 0.044, "priced_signal_count": 8 }, { "theme": "医疗服务 / CXO概念", "signal_count": 3, "active_count": 0, "average_return_pct": 1.7137, "priced_signal_count": 3 }, { "theme": "AI算力链 / 共封装光学(CPO)", "signal_count": 2, "active_count": 0, "average_return_pct": 5.0031, "priced_signal_count": 2 }, { "theme": "CXO概念", "signal_count": 1, "active_count": 0, "average_return_pct": 5.4826, "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": [] }, "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_20260918.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_20260918.jsonl", "postclose_one_shot_reset_detected": false, "stable_snapshot_at": "2026-09-18T14:55:09", "final_snapshot_at": "2026-09-18T14:55:09", "snapshot_gap_seconds": 31.0, "stable_active_energy_state": { "active_count": 1, "warmup_count": 0, "minute_history_available_count": 1 }, "final_active_energy_state": { "active_count": 1, "warmup_count": 0, "minute_history_available_count": 1 }, "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": 26, "vwap_official_count": 25, "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": 0.0385, "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": 0.6538, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 1, "sample_total": 26, "signal_contract_total": 26, "active_contract_total": 1, "dominant_theme": "宽带提速", "dominant_theme_share": 0.7614, "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": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals" ], "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_20260918.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-18T09:25:12+08:00" }, "active_samples": [ { "symbol": "SZSE.000713", "name": "国投丰乐", "theme": "医疗服务 / 农业消费 / 生物育种", "paper_scope": "active", "priority": 0, "ret_pct": -2.980625931445602, "last": 6.51, "vwap": 6.520323827503146, "above_vwap": false, "amount": 312920773.0, "plan_id": "20260917:SZSE.000713:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": 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"kaipanla_exact_date_market_sentiment", "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": 0.6538, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 1, "sample_total": 26, "active_samples": [ { "symbol": "SZSE.000713", "name": "国投丰乐", "theme": "医疗服务 / 农业消费 / 生物育种", "paper_scope": "active", "priority": 0, "ret_pct": -2.980625931445602, "last": 6.51, "vwap": 6.520323827503146, "above_vwap": false, "amount": 312920773.0, "plan_id": "20260917:SZSE.000713:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "19a9e26d5e32a3eb5b8b3cf3158bd8e82e4e083f2ed1c678a8cd29dd964df96d", "whitelist_binding": { "symbol": "SZSE.000713", "plan_id": "20260917:SZSE.000713:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": 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"external_tech_positive_confirmation_2signals" ], "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_20260918.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-18T09:25:12+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 26, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 1, "active_quote_total": 1, "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": 46.15, "auction_liquidity_score": 65.0, "covered_signal_count": 26, "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_20260918.json", "source_generated_at": "2026-09-18T09:25:12+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "external_tech_positive_confirmation_2signals" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "external_tech_positive_confirmation_2signals" ], "source_quality": "verified_live" }, "korea_market_stress_pct": 1.8321, "korea_market_close_pct": 1.8606, "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": 1, "passed_count": 0, "policy_blocked_observe_only": 0, "market_gate_blocked": 1, "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 1 个尚未执行且具备完整价格合同的正式入场信号；另有 25 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": 1, "minute_energy_blocked": 1, "vwap_blocked": 1, "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": 1, "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": 1, "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": 26, "observation_only_excluded_count": 25, "data_quality_state": "ok" }, "signals_snapshot": { "total": 26, "active_contracts": 1, "conditional_contracts": 23, "active_plan_contracts": 1, "watch_candidate_contracts": 2, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20260918", "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" } }