{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260918", "trade_date": "20260921", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260921.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20260921.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20260921.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260918.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_20260918.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": 1026300.83933, "market_value": 0.0, "total_value": 1026300.83933, "unrealized_pnl": 0.0, "realized_pnl": -23286.87603999997, "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": "20260918", "prior_session_total_value": 1026300.83933, "daily_return_pct": 0.0, "total_pnl": 26300.839329999988, "total_pnl_pct": 2.630083932999999, "realized_pnl_source": "fifo_lot_pairing_net_of_costs_v2", "account_integrity_warning": null, "realized_pnl_scope": "trade_date", "cumulative_realized_pnl_estimate": 26300.839329999988, "cumulative_realized_pnl_estimate_source": "equity_minus_unrealized", "equity_source": "cash_plus_market_value", "upstream_total_value": 1026300.83933, "transaction_costs": 66.67067, "transaction_costs_trade_date": 0, "transaction_costs_source": "account_registered_cost_ledger", "gross_realized_pnl": -21902.99999999997, "daily_pnl_reference_source": "reports/trading/paper_runtime_postclose_audit_20260918.json" }, "summary": { "total_assets": 1026300.83933, "total_pnl": 26300.839329999988, "total_pnl_pct": 2.630083932999999, "unrealized_pnl": 0.0, "realized_pnl": -23286.87603999997, "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": 66.67067, "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": 11, "active_contracts": 0, "conditional_contracts": 11, "active_plan_contracts": 0, "watch_candidate_contracts": 11, "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": 11, "vwap_official_count": 10, "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": 0.0909, "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": "20260921", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 84.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260921.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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": 11, "status_counts": { "CANCELLED": 5, "OBSERVE": 4, "ACTIONABLE": 1, "TOUCHED": 1 }, "actionable_count": 1, "touched_count": 1, "cancelled_count": 5, "near_trigger_count": 0, "observe_count": 4, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 5, "sector_divergence": [ { "theme": "AI算力链 / 共封装光学(CPO)", "signals": 5, "chase": 1, "invalidation": 2 } ], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 5 }, { "reason": "signal_contract_missing_price_fields", "count": 3 }, { "reason": "trigger_touched", "count": 1 }, { "reason": "trigger_touched_but_above_exec_high", "count": 1 }, { "reason": "waiting_trigger", "count": 1 } ], "policy_note": "OBSERVE_ONLY 下 actionable 仅为影子候选，不等于实际可执行买入；正式可执行数量以 runtime_gate_funnel.actionable 为准。" }, "shadow_position_lifecycle": [], "intended_but_blocked": [ { "symbol": "SZSE.300456", "rule": "VWAP_RECLAIM", "wanted_qty": 2100, "blocked_by": "chase_ceiling", "day_return_pct": 3.1711, "reason": "赛微电子，position_sized_by_target_pct，现价 37.74，触发 36.67，失效 35.57" } ], "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": "20260921", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20260921_risk_flags_coverage.json", "ingest_path": "reports/audit/20260921_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_20260921.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260921", "plan_date": "20260918", "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/20260921/evidence/preopen_execution_evidence_20260921.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260921.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": "WARM", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "WARM", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.7605, "divergence_pct_points": 1.7, "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": "20260921", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 84.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260921.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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_20260921.json", "coverage_audit_path": "reports/audit/20260921_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260921", "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_20260918_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_20260921.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260921.json", "preopen_overall_state": "NO_ACTIVE_PLAN_RESEARCH_ONLY", "preopen_summary": { "active_theme_count": 0, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 0, "rotation_candidate_count": 4 }, "confirmed_sectors": [ "医药", "地产链", "化工", "AI应用", "芯片" ], "watch_sectors": [ "通信", "机器人概念", "算力", "锂电池" ], "rotation_candidates_not_in_plan": [ { "sector_name": "锂电池", "sector_code": "801004", "validation_state": "WATCH", "score": 50, "current_rank": 19, "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": "地产链", "sector_code": "801676", "validation_state": "CONFIRMED", "score": 98, "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" }, { "sector_name": "化工", "sector_code": "801235", "validation_state": "CONFIRMED", "score": 93, "current_rank": 6, "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": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 81, "current_rank": 5, "interval_rank": 8, "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": "20260915", "interval_end": "20260921", "interval_provisional": false, "action": "外部板块结构已核对，继续执行主数据合同与盘中 Strict Gate。" }, "plan_contract": { "path": "reports/trade_plan/20260918_active_plan_v2_for_trading.json", "target_trade_date": "20260921", "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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260921_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002902" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "same_day_quotes_and_risk_coverage_ready; candidates still require one-probe Strict Gate confirmation" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20260921", "plan_date": "20260918", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "", "blockers": [], "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260921/evidence/preopen_execution_evidence_20260921.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260921.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": "WARM", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "WARM", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.7605, "divergence_pct_points": 1.7, "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": "20260921", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 84.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260921.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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_20260921.json", "coverage_audit_path": "reports/audit/20260921_risk_flags_coverage.json", "state": "current", "latest_available_date": "20260921", "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_20260918_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_20260921.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260921.json", "preopen_overall_state": "NO_ACTIVE_PLAN_RESEARCH_ONLY", "preopen_summary": { "active_theme_count": 0, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 0, "rotation_candidate_count": 4 }, "confirmed_sectors": [ "医药", "地产链", "化工", "AI应用", "芯片" ], "watch_sectors": [ "通信", "机器人概念", "算力", "锂电池" ], "rotation_candidates_not_in_plan": [ { "sector_name": "锂电池", "sector_code": "801004", "validation_state": "WATCH", "score": 50, "current_rank": 19, "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": "地产链", "sector_code": "801676", "validation_state": "CONFIRMED", "score": 98, "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" }, { "sector_name": "化工", "sector_code": "801235", "validation_state": "CONFIRMED", "score": 93, "current_rank": 6, "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": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 81, "current_rank": 5, "interval_rank": 8, "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": "20260915", "interval_end": "20260921", "interval_provisional": false, "action": "外部板块结构已核对，继续执行主数据合同与盘中 Strict Gate。" }, "plan_contract": { "path": "reports/trade_plan/20260918_active_plan_v2_for_trading.json", "target_trade_date": "20260921", "targets_execution_date": true, "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/20260921_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002902" ], "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": "reports/preopen/premarket_execution_brief_20260921.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20260921.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": 0.0, "policy_allows_new_positions": false, "policy": "diagnostic_only_no_order_or_quantity_mutation" } }, "execution_health_reconciliation": { "observed_at_runtime": { "status": "READY", "hard_block_new_entries": false, "blockers": [] }, "recomputed_after_close": { "status": "READY", "hard_block_new_entries": false, "blockers": [], "entry_reconfirmation_required": 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": 0.7778, "market_up_ratio": 0.7605, "divergence_pct_points": 1.7, "source": "kaipanla_exact_date_market_sentiment", "state": "normal", "alert_kind": "none", 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"amount": 1418743344.0, "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "whitelist_binding": { "symbol": "SZSE.002902", "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260921.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.8209, "divergence_pct_points": -4.3, "source": "kaipanla_exact_date_market_sentiment", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, 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"earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 11, "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": 72.73, "auction_liquidity_score": 82.27, "covered_signal_count": 11, "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_20260921.json", "source_generated_at": "2026-09-21T09:25:11+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "LOW", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "no_external_tech_shock_evidence_default_pass" ] }, "verified_gate": { "level": "LOW", "score": 0.0, "reasons": [ "no_external_tech_shock_evidence_default_pass" ], "source_quality": "verified_live" }, "korea_market_stress_pct": 0.6398, "korea_market_close_pct": 1.4873, "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 11 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 }, "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": 0, "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": 11, "observation_only_excluded_count": 11, "data_quality_state": "ok" }, "signals_snapshot": { "total": 11, "active_contracts": 0, "conditional_contracts": 11, "active_plan_contracts": 0, "watch_candidate_contracts": 11, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20260921", "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" } }