{ "schema_version": "v13_source_eod_review_2", "plan_date": "20260930", "trade_date": "20261001", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261001.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261001.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20261001.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20260930.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_20260930.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "OBSERVE_ONLY", "allow_new_positions": false, "permission_timeline": { "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "close_effective_trade_mode": "OBSERVE_ONLY", "close_effective_allow_new_positions": false, "transition_reason": "overridden_by_execution_data_health", "reasons": [ "data_pipeline_health_gate:evidence_pack_20261001_missing,market_trajectory_dashboard_recovered_UNKNOWN,execution_regime_unconfirmed" ], "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": "20260930", "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_20260930.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": 15, "active_contracts": 5, "conditional_contracts": 10, "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": 15, "vwap_official_count": 5, "vwap_raw_missing_count": 10, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 10, "vwap_raw_missing_ratio": 0.6667, "vwap_proxy_ratio": 0.0, "vwap_remaining_missing_ratio": 0.6667, "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": "20261001", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261001.json", "triggers": [ "execution_regime_unknown" ], "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": 15, "status_counts": { "OBSERVE": 15 }, "actionable_count": 0, "touched_count": 0, "cancelled_count": 0, "near_trigger_count": 0, "observe_count": 15, "chase_ceiling_blocked_count": 0, "invalid_price_broken_count": 0, "sector_divergence": [], "top_reasons": [ { "reason": "quote_stale_lock", "count": 15 } ], "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": "20261001", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20261001_risk_flags_coverage.json", "ingest_path": "reports/audit/20261001_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_20261001.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20261001", "plan_date": "20260930", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:evidence_pack_20261001_missing,market_trajectory_dashboard_recovered_UNKNOWN,execution_regime_unconfirmed", "blockers": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ], "soft_restrictions": [ "kaipanla_active_sector_requires_intraday_reacceleration" ], "entry_reconfirmation_required": true, "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261001.json", "state": "dashboard_recovered", "current_record_state": "dashboard_recovered", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "UNKNOWN", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_regime_known": true, "execution_regime_confirmed": false, "comparison_state": "unknown_execution", "mismatch": true, "regime_delta": null, "transition_direction": "unknown", "blocking_reasons": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ], "note": "执行日 regime 未确认；UNKNOWN 不是一致，确认前不得放行新入场。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": null, "market_up_ratio": 0.4763, "divergence_pct_points": null, "source": "kaipanla_exact_date_visible_market_header", "state": "unavailable", "alert_kind": "data_unavailable", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池或全市场广度缺失；补齐同交易日全市场数据后再判断剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20261001", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261001.json", "triggers": [ "execution_regime_unknown" ], "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_20261001.json", "coverage_audit_path": "reports/audit/20261001_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261001", "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_20260930_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_20261001.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261001.json", "preopen_overall_state": "ACTIVE_RECONFIRM_REQUIRED", "preopen_summary": { "active_theme_count": 3, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 3, "rotation_candidate_count": 2 }, "confirmed_sectors": [ "锂电池" ], "watch_sectors": [ "机器人概念" ], "rotation_candidates_not_in_plan": [ { "sector_name": "机器人概念", "sector_code": "801159", "validation_state": "WATCH", "score": 66, "current_rank": 7, "interval_rank": 2, "intraday_rhythm": "PERSISTENT", "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": "锂电池", "sector_code": "801004", "validation_state": "CONFIRMED", "score": 71, "current_rank": 3, "interval_rank": 3, "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" } ], "interval_start": "20260923", "interval_end": "20260930", "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/20260930_active_plan_v2_for_trading.json", "target_trade_date": "20261001", "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_execution_health_gate", "entry_reconfirmation_required": true, "soft_restrictions": [ "kaipanla_active_sector_requires_intraday_reacceleration" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20261001_conditional_probe_reconfirmation.json", "status": "NOT_READY", "candidate_symbols": [], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "preopen_quote_confirmation_failed:quote_source=public_http_tencent:15/15; quote_feed_stale" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "execution_health_observed": { "schema_version": "execution_data_health_v1", "trade_date": "20261001", "plan_date": "20260930", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:evidence_pack_20261001_missing,market_trajectory_dashboard_recovered_UNKNOWN,execution_regime_unconfirmed", "blockers": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ], "soft_restrictions": [ "kaipanla_active_sector_requires_intraday_reacceleration" ], "entry_reconfirmation_required": true, "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261001.json", "state": "dashboard_recovered", "current_record_state": "dashboard_recovered", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "UNKNOWN", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_regime_known": true, "execution_regime_confirmed": false, "comparison_state": "unknown_execution", "mismatch": true, "regime_delta": null, "transition_direction": "unknown", "blocking_reasons": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ], "note": "执行日 regime 未确认；UNKNOWN 不是一致，确认前不得放行新入场。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": null, "market_up_ratio": 0.4763, "divergence_pct_points": null, "source": "kaipanla_exact_date_visible_market_header", "state": "unavailable", "alert_kind": "data_unavailable", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池或全市场广度缺失；补齐同交易日全市场数据后再判断剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20261001", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261001.json", "triggers": [ "execution_regime_unknown" ], "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_20261001.json", "coverage_audit_path": "reports/audit/20261001_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261001", "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_20260930_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_20261001.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261001.json", "preopen_overall_state": "ACTIVE_RECONFIRM_REQUIRED", "preopen_summary": { "active_theme_count": 3, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 3, "rotation_candidate_count": 2 }, "confirmed_sectors": [ "锂电池" ], "watch_sectors": [ "机器人概念" ], "rotation_candidates_not_in_plan": [ { "sector_name": "机器人概念", "sector_code": "801159", "validation_state": "WATCH", "score": 66, "current_rank": 7, "interval_rank": 2, "intraday_rhythm": "PERSISTENT", "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": "锂电池", "sector_code": "801004", "validation_state": "CONFIRMED", "score": 71, "current_rank": 3, "interval_rank": 3, "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" } ], "interval_start": "20260923", "interval_end": "20260930", "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/20260930_active_plan_v2_for_trading.json", "target_trade_date": "20261001", "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_execution_data_health", "entry_reconfirmation_required": true, "soft_restrictions": [ "kaipanla_active_sector_requires_intraday_reacceleration" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20261001_conditional_probe_reconfirmation.json", "status": "NOT_READY", "candidate_symbols": [], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "preopen_quote_confirmation_failed:quote_source=public_http_tencent:15/15; quote_feed_stale" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled", "permission_reconciliation": { "configured_allow_new_positions": true, "configured_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_position_cap_pct": 0.0, "reconciliation_status": "overridden_by_execution_data_health", "reasons": [ "data_pipeline_health_gate:evidence_pack_20261001_missing,market_trajectory_dashboard_recovered_UNKNOWN,execution_regime_unconfirmed" ], "premarket_execution_brief_path": "reports/preopen/premarket_execution_brief_20261001.json", "midday_execution_overlay_path": "reports/intraday/midday_execution_overlay_20261001.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": "SYSTEM_HALT", "hard_block_new_entries": true, "blockers": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ] }, "recomputed_after_close": { "status": "SYSTEM_HALT", "hard_block_new_entries": true, "blockers": [ "evidence_pack_20261001_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed" ], "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": null, "market_up_ratio": 0.4763, "divergence_pct_points": null, "source": "kaipanla_exact_date_visible_market_header", "state": "unavailable", "alert_kind": "data_unavailable", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池或全市场广度缺失；补齐同交易日全市场数据后再判断剪刀差。" }, "candidate_theme_count": 6, "candidate_theme_summary": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "signal_count": 5, "active_count": 3, "average_return_pct": 4.1559, "priced_signal_count": 5 }, { "theme": "化学制药 / 仿制药", "signal_count": 1, "active_count": 1, "average_return_pct": 4.321, "priced_signal_count": 1 }, { "theme": "医疗服务 / 超级细菌", "signal_count": 1, "active_count": 1, "average_return_pct": 3.8779, "priced_signal_count": 1 }, { "theme": "核电核能", "signal_count": 6, "active_count": 0, "average_return_pct": 5.3321, "priced_signal_count": 6 }, { "theme": "农业消费 / 生态农业", "signal_count": 1, "active_count": 0, "average_return_pct": 4.4046, "priced_signal_count": 1 }, { "theme": "医疗服务 / 免疫治疗", "signal_count": 1, "active_count": 0, "average_return_pct": 4.1841, "priced_signal_count": 1 } ], "execution_boundary": { "research_only": true, 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"dcd7d2354437c334850a31de672cf701afd748b7f15c1babec051730eed7b56e", "lifecycle_stage": null, "mainline_label": null } ], "whitelist_contract_required": true, "whitelist_integrity": "PASS", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5427, "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": [ "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_20261001.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-10-01T09:25:21+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 15, "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": 0.0, "auction_liquidity_score": 35.0, "covered_signal_count": 15, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "quote_stale", "external_gate_reconciliation": { "status": "reconciled", "source_file": "reports/external_checks/external_tech_shock_20261001.json", "source_generated_at": "2026-10-01T09:25:21+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": -1.0673, "korea_market_close_pct": -0.0917, "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": 5, "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": "global_minute_energy_warmup", "execution_scope": 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"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": 15, "observation_only_excluded_count": 10, "data_quality_state": "degraded" }, "signals_snapshot": { "total": 15, "active_contracts": 5, "conditional_contracts": 10, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20261001", "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" } }