{ "schema_version": "v13_source_eod_review_2", "plan_date": "20261009", "trade_date": "20261012", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261012.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261012.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20261012.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20261009.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_20261009.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": "20261009", "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": "累计权益与FIFO盈亏未对账，差额=49587.72；核对历史成本、资金变动与费用。；累计权益与FIFO盈亏未对账，差额=49587.72；核对历史成本、资金变动与费用。", "realized_pnl_scope": "cumulative", "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_20261009.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": 16, "active_contracts": 0, "conditional_contracts": 16, "active_plan_contracts": 0, "watch_candidate_contracts": 16, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel", "preopen_sector_flow_passed": false, "integrity_warning": null, "account_integrity_warning": "累计权益与FIFO盈亏未对账，差额=49587.72；核对历史成本、资金变动与费用。；累计权益与FIFO盈亏未对账，差额=49587.72；核对历史成本、资金变动与费用。", "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": 16, "vwap_official_count": 16, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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": "20261012", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 100.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20261012.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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": 16, "status_counts": { "CANCELLED": 3, "OBSERVE": 12, "TOUCHED": 1 }, "actionable_count": 0, "touched_count": 1, "cancelled_count": 3, "near_trigger_count": 0, "observe_count": 12, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 3, "sector_divergence": [ { "theme": "文化传媒 / 传媒娱乐", "signals": 6, "chase": 1, "invalidation": 1 } ], "top_reasons": [ { "reason": "signal_contract_missing_price_fields", "count": 11 }, { "reason": "session_invalidation_latched", "count": 3 }, { "reason": "minute_energy_amount_too_low", "count": 1 }, { "reason": "trigger_touched_but_above_exec_high", "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.300291", "rule": "STRONG_WATCH_CONFIRM", "wanted_qty": 14700, "blocked_by": "chase_ceiling", "day_return_pct": 6.0952, "reason": "百纳千成，position_sized_by_target_pct，现价 5.57，触发 5.32，失效 5.16" } ], "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": "20261012", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20261012_risk_flags_coverage.json", "ingest_path": "reports/audit/20261012_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_20261012.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20261012", "plan_date": "20261009", "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/20261012/evidence/preopen_execution_evidence_20261012.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261012.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": "HOT", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "HOT", "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": 0.9, "market_up_ratio": 0.2003, "divergence_pct_points": 70.0, "source": "kaipanla_exact_date_market_sentiment", "state": "candidate_pool_false_prosperity", "alert_kind": "risk_concentration", "alert": true, "selection_review_required": false, "recommended_total_position_cap_pct": 25, "action": "候选池显著强于全市场；只允许主线内二次确认，新增总仓上限收紧至 25%。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20261012", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 100.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20261012.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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_20261012.json", "coverage_audit_path": "reports/audit/20261012_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261012", "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_20261009_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_20261012.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261012.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": 2 }, "confirmed_sectors": [ "AI应用", "文化传媒" ], "watch_sectors": [ "并购重组" ], "rotation_candidates_not_in_plan": [ { "sector_name": "并购重组", "sector_code": "801250", "validation_state": "WATCH", "score": 68, "current_rank": 4, "interval_rank": 5, "intraday_rhythm": "ACCELERATING", "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": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 96, "current_rank": 1, "interval_rank": 1, "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": "20260929", "interval_end": "20261012", "interval_provisional": true, "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/20261009_active_plan_v2_for_trading.json", "target_trade_date": "20261012", "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/20261012_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002292", "SZSE.002155", "SHSE.600718" ], "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": "20261012", "plan_date": "20261009", "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/20261012/evidence/preopen_execution_evidence_20261012.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261012.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": "HOT", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "HOT", "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": 0.9, "market_up_ratio": 0.2003, "divergence_pct_points": 70.0, "source": "kaipanla_exact_date_market_sentiment", "state": "candidate_pool_false_prosperity", "alert_kind": "risk_concentration", "alert": true, "selection_review_required": false, "recommended_total_position_cap_pct": 25, "action": "候选池显著强于全市场；只允许主线内二次确认，新增总仓上限收紧至 25%。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20261012", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 100.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20261012.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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_20261012.json", "coverage_audit_path": "reports/audit/20261012_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261012", "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_20261009_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_20261012.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261012.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": 2 }, "confirmed_sectors": [ "AI应用", "文化传媒" ], "watch_sectors": [ "并购重组" ], "rotation_candidates_not_in_plan": [ { "sector_name": "并购重组", "sector_code": "801250", "validation_state": "WATCH", "score": 68, "current_rank": 4, "interval_rank": 5, "intraday_rhythm": "ACCELERATING", "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": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 96, "current_rank": 1, "interval_rank": 1, "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": "20260929", "interval_end": "20261012", "interval_provisional": true, "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/20261009_active_plan_v2_for_trading.json", "target_trade_date": "20261012", "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/20261012_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002292", "SZSE.002155", "SHSE.600718" ], "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": 35.0, "reconciliation_status": "overridden_by_premarket_execution_brief", "reasons": [ "premarket_execution_brief_observe_only" ], "premarket_execution_brief_path": "reports/preopen/premarket_execution_brief_20261012.json", "midday_execution_overlay_path": null }, "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": 35.0, "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": 0.9, "market_up_ratio": 0.2003, "divergence_pct_points": 70.0, "source": "kaipanla_exact_date_market_sentiment", "state": "candidate_pool_false_prosperity", "alert_kind": "risk_concentration", "alert": true, "selection_review_required": false, "recommended_total_position_cap_pct": 25, "action": "候选池显著强于全市场；只允许主线内二次确认，新增总仓上限收紧至 25%。" }, "candidate_theme_count": 5, "candidate_theme_summary": [ { "theme": "文化传媒 / 传媒娱乐", "signal_count": 6, "active_count": 0, "average_return_pct": 5.6742, "priced_signal_count": 6 }, { "theme": "贵金属有色", "signal_count": 4, "active_count": 0, "average_return_pct": -2.4548, "priced_signal_count": 4 }, { "theme": "贵金属 / 黄金概念", "signal_count": 3, "active_count": 0, "average_return_pct": -3.763, "priced_signal_count": 3 }, { "theme": "固态电池", "signal_count": 2, "active_count": 0, "average_return_pct": 1.5218, "priced_signal_count": 2 }, { "theme": "软件开发 / 国产软件", "signal_count": 1, "active_count": 0, "average_return_pct": 2.6634, "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_20261012.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_20261012.jsonl", "postclose_one_shot_reset_detected": false, "stable_snapshot_at": "2026-10-12T14:55:21", "final_snapshot_at": "2026-10-12T14:55:21", "snapshot_gap_seconds": 32.0, "stable_active_energy_state": { "active_count": 0, "warmup_count": 0, "minute_history_available_count": 0 }, "final_active_energy_state": { "active_count": 0, "warmup_count": 0, "minute_history_available_count": 0 }, "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": 16, "vwap_official_count": 16, "vwap_raw_missing_count": 0, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 0, "vwap_raw_missing_ratio": 0.0, "vwap_proxy_ratio": 0.0, "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,no_active_candidates,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": 0.4375, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 16, "signal_contract_total": 16, "active_contract_total": 0, "dominant_theme": "文化传媒 / 传媒娱乐", "dominant_theme_share": 0.3421, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_hot_themes": [ { "theme": "文化传媒 / 传媒娱乐", "count": 4, "top_symbols": [ "SHSE.601929", "SHSE.600825", "SZSE.300291", "SZSE.002181" ], "top_return_pct": 10.0 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 25.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 52.0, "raw_score": 52.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 52.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "korea_broad_negative_fallback_-3.10%", "korea_market_stress_-3.11%", "domestic_tech_down_ratio_75%" ], "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_20261012.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-10-12T09:25:10+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SHSE.601929", "name": "吉视传媒", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 2.75, "vwap": 2.7083661214652692, "above_vwap": true, "amount": 1393688914.0, "plan_id": "20261009:SHSE.601929:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e902c2f48d13c93352a2c57e3760e6c4e66b11c8e8569703cb8f544a9b7d5fb", "whitelist_binding": { "symbol": "SHSE.601929", "plan_id": "20261009:SHSE.601929:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e902c2f48d13c93352a2c57e3760e6c4e66b11c8e8569703cb8f544a9b7d5fb", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600825", "name": "新华传媒", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.976057462090981, "last": 13.78, "vwap": 13.779992857801124, "above_vwap": true, "amount": 478485448.0, "plan_id": "20261009:SHSE.600825:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7129545c48cc95e8ec1c5d79d265c5c9d7dc598cea922bbe78afa1ca4263702d", "whitelist_binding": { "symbol": "SHSE.600825", "plan_id": "20261009:SHSE.600825:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7129545c48cc95e8ec1c5d79d265c5c9d7dc598cea922bbe78afa1ca4263702d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300291", "name": "百纳千成", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 6.095238095238109, "last": 5.57, "vwap": 5.4581783470385705, "above_vwap": true, "amount": 526625788.0, "plan_id": "20261009:SZSE.300291:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "489b8b7f32e7c76f8beaca26a3701ca7be1b7ce275939f14860f6c0ee1446f87", "whitelist_binding": { "symbol": "SZSE.300291", "plan_id": "20261009:SZSE.300291:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "489b8b7f32e7c76f8beaca26a3701ca7be1b7ce275939f14860f6c0ee1446f87", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002181", "name": "粤 传 媒", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.4313099041533475, "last": 9.9, "vwap": 9.685016341754633, "above_vwap": true, "amount": 1519270112.0, "plan_id": "20261009:SZSE.002181:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9654644d0f3da2352bf5cc83ad1c6fda89b18b1d16e3c9bbba5e07e99a7cd973", "whitelist_binding": { "symbol": "SZSE.002181", "plan_id": "20261009:SZSE.002181:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9654644d0f3da2352bf5cc83ad1c6fda89b18b1d16e3c9bbba5e07e99a7cd973", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300364", "name": "中文在线", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.759705762157761, "last": 25.39, "vwap": 25.582446536205307, "above_vwap": false, "amount": 4377560805.0, "plan_id": "20261009:SZSE.300364:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "4dcb23e08d625d588c5d2f777eb639fb1cf747a98af752a4475cd8fbcb7a44b5", "whitelist_binding": { "symbol": "SZSE.300364", "plan_id": "20261009:SZSE.300364:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "4dcb23e08d625d588c5d2f777eb639fb1cf747a98af752a4475cd8fbcb7a44b5", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300450", "name": "先导智能", "theme": "固态电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.0765042199836667, "last": 37.86, "vwap": 37.423519291385254, "above_vwap": true, "amount": 4609028243.0, "plan_id": "20261009:SZSE.300450:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e0d00e7243975a3b7d8c0dbf4c1f67d654822687f1df090acbd81bac2450e312", "whitelist_binding": { "symbol": "SZSE.300450", "plan_id": "20261009:SZSE.300450:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e0d00e7243975a3b7d8c0dbf4c1f67d654822687f1df090acbd81bac2450e312", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600718", "name": "东软集团", "theme": "软件开发 / 国产软件", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.6634382566586012, "last": 8.48, "vwap": 8.460488012433437, "above_vwap": true, "amount": 166032847.0, "plan_id": "20261009:SHSE.600718:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "37797ccce79f39c58efa8de6f8a007d0cd63b8ffc292eb689848b2abaff96e93", "whitelist_binding": { "symbol": "SHSE.600718", "plan_id": "20261009:SHSE.600718:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "37797ccce79f39c58efa8de6f8a007d0cd63b8ffc292eb689848b2abaff96e93", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002074", "name": "国轩高科", "theme": "固态电池", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.03288391976323801, "last": 30.4, "vwap": 30.393252853595826, "above_vwap": true, "amount": 2412686316.0, "plan_id": "20261009:SZSE.002074:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e70d46e66ba26ca714e578fc89676bdc04f1d0511ec0151eb1f3e946c59c3643", "whitelist_binding": { "symbol": "SZSE.002074", "plan_id": "20261009:SZSE.002074:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e70d46e66ba26ca714e578fc89676bdc04f1d0511ec0151eb1f3e946c59c3643", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000970", "name": "中科三环", "theme": "贵金属有色", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.8093525179856065, "last": 11.03, "vwap": 11.094453123206977, "above_vwap": false, "amount": 145021144.0, "plan_id": "20261009:SZSE.000970:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "27e7bb12bf4ab4bba34e4e1e9558676916f6720020b1f3fdb7df1f089b2be354", "whitelist_binding": { "symbol": "SZSE.000970", "plan_id": "20261009:SZSE.000970:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "27e7bb12bf4ab4bba34e4e1e9558676916f6720020b1f3fdb7df1f089b2be354", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002292", "name": "奥飞娱乐", "theme": "文化传媒 / 传媒娱乐", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.2168141592920345, "last": 8.93, "vwap": 8.922357927997508, "above_vwap": true, "amount": 836392539.0, "plan_id": "20261009:SZSE.002292:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d5b6596a31dc97d95af7755572ab18b454d4ec9884f19fb843eb1eba71af76cc", "whitelist_binding": { "symbol": "SZSE.002292", "plan_id": "20261009:SZSE.002292:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d5b6596a31dc97d95af7755572ab18b454d4ec9884f19fb843eb1eba71af76cc", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属有色", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.3470243084660503, "last": 23.3, "vwap": 23.429132474623938, "above_vwap": false, "amount": 1426232039.0, "plan_id": "20261009:SZSE.000975:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "db208a73ebca51f63170299a2029217bc131da50ead923a14f80e1e86fefe8bc", "whitelist_binding": { "symbol": "SZSE.000975", "plan_id": "20261009:SZSE.000975:CORE_MAINLINE_GAP_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "db208a73ebca51f63170299a2029217bc131da50ead923a14f80e1e86fefe8bc", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.500000000000002, "last": 30.03, "vwap": 30.337740901401176, "above_vwap": false, "amount": 4418655557.0, "plan_id": "20261009:SHSE.601899:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "444490f0c09fc9b8999dcc5d898340eca7cdba49755634c8037c28d3abe3c16e", "whitelist_binding": { "symbol": "SHSE.601899", "plan_id": "20261009:SHSE.601899:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "444490f0c09fc9b8999dcc5d898340eca7cdba49755634c8037c28d3abe3c16e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "HOT", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20261012.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.9, "market_up_ratio": 0.2119, "divergence_pct_points": 68.8, "source": "kaipanla_exact_date_market_sentiment", "state": "candidate_pool_false_prosperity", "alert_kind": "risk_concentration", "alert": true, "selection_review_required": false, "recommended_total_position_cap_pct": 25, "action": "候选池显著强于全市场；只允许主线内二次确认，新增总仓上限收紧至 25%。" } }, "pool_up_ratio": 0.4375, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 16, "active_samples": [], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "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": 25.0, "dominant_theme": "文化传媒 / 传媒娱乐", "dominant_theme_share": 0.3421, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 52.0, "raw_score": 52.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 52.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "korea_broad_negative_fallback_-3.10%", "korea_market_stress_-3.11%", "domestic_tech_down_ratio_75%" ], "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_20261012.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-10-12T09:25:10+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair", "signal_contract_total": 16, "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": 31.25, "auction_liquidity_score": 55.31, "covered_signal_count": 16, "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_20261012.json", "source_generated_at": "2026-10-12T09:25:10+08:00", "source_quality": "verified_live", "observed_runtime_gate": { "level": "HIGH", "source_status": "ok", "source_quality": "verified_live", "reasons": [ "korea_broad_negative_fallback_-3.10%", "korea_market_stress_-3.11%", "domestic_tech_down_ratio_75%" ] }, "verified_gate": { "level": "MEDIUM", "score": 40.0, "reasons": [ "korea_broad_negative_fallback_-3.10%", "korea_market_stress_-3.11%" ], "source_quality": "verified_live" }, "korea_market_stress_pct": -3.1081, "korea_market_close_pct": -3.1013, "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 16 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": 16, "observation_only_excluded_count": 16, "data_quality_state": "ok" }, "signals_snapshot": { "total": 16, "active_contracts": 0, "conditional_contracts": 16, "active_plan_contracts": 0, "watch_candidate_contracts": 16, "actionable": 0, "shadow_actionable": 0, "actionable_source": "runtime_gate_funnel" }, "external_market_review_reference": { "trade_date": "20261012", "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" } }