{ "schema_version": "v13_source_eod_review_2", "plan_date": "20261013", "trade_date": "20261014", "source_paths": { "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261014.json", "postclose_audit": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_postclose_audit_20261014.json", "execution_decision_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_execution_snapshot_20261014.json", "legacy_trading_log": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/local_paper_trading_log_20261013.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_20261013.json", "intraday_metric_reconciliation": "embedded_in_snapshot" }, "status": "PAPER_RUNNING", "mode": "SIMULATION_READY", "allow_new_positions": true, "permission_timeline": { "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "close_effective_trade_mode": "SIMULATION_READY", "close_effective_allow_new_positions": true, "transition_reason": "validated_probe_supersedes_brief_observation_only", "reasons": [], "chronology_note": "成交按各自发生时点的盘中权限认定；收盘有效模式只描述收盘状态，不能倒推抹除午盘前成交。" }, "account": { "initial_capital": 1000000.0, "cash": 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": "20261013", "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。", "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_20261013.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": 24, "active_contracts": 3, "conditional_contracts": 21, "active_plan_contracts": 3, "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": "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": 24, "vwap_official_count": 23, "vwap_raw_missing_count": 1, "vwap_recovered_proxy_count": 0, "vwap_proxy_count": 0, "vwap_remaining_missing_count": 1, "vwap_raw_missing_ratio": 0.0417, "vwap_proxy_ratio": 0.0, "vwap_remaining_missing_ratio": 0.0417, "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": "20261014", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "COLD", "plan_score": null, "execution_score": 25.07, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261014.json", "triggers": [ "plan_regime_WARM_to_execution_COLD" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true }, "position_risk_event_count": 0, "t1_blocked_risk_count": 0 }, "positions": [], "orders": [], "shadow_observation_summary": { "total": 24, "status_counts": { "CANCELLED": 19, "OBSERVE": 4, "TOUCHED": 1 }, "actionable_count": 0, "touched_count": 1, "cancelled_count": 19, "near_trigger_count": 0, "observe_count": 4, "chase_ceiling_blocked_count": 1, "invalid_price_broken_count": 19, "sector_divergence": [ { "theme": "染料", "signals": 16, "chase": 1, "invalidation": 12 } ], "top_reasons": [ { "reason": "session_invalidation_latched", "count": 19 }, { "reason": "signal_contract_missing_price_fields", "count": 2 }, { "reason": "minute_energy_warmup_0/2", "count": 1 }, { "reason": "minute_energy_warmup_0/3", "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": "SHSE.605189", "rule": "CONDITIONAL_PROBE_STRONG_WATCH_CONFIRM", "wanted_qty": 2500, "blocked_by": "chase_ceiling", "day_return_pct": 10.0339, "reason": "富春染织，position_sized_by_target_pct，现价 16.23，触发 14.75，失效 14.31" } ], "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": "20261014", "coverage_gap_days": 0, "coverage_gap_alert": false, "shadow_observation_policy": "observe_with_warning", "coverage_audit_path": "reports/audit/20261014_risk_flags_coverage.json", "ingest_path": "reports/audit/20261014_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_20261014.json" ], "items": {} }, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20261014", "plan_date": "20261013", "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/20261014/evidence/preopen_execution_evidence_20261014.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261014.json", "state": "verified_full_market_breadth_candidate_regime_proxy", "current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_scope": "runtime_candidate_confirmation", "regime_scope_note": "derived from same-day runtime candidate quotes; only confirms whether Strict Gate may evaluate a probe", "whole_market_observed_at": "2026-10-14T15:06:57+08:00", "whole_market_source": "tencent_full_a_dated_quotes", "preopen_regime_alert_usage": "comparison_with_frozen_plan_not_a_new_whole_market_classification", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.3333, "market_up_ratio": 0.1654, "divergence_pct_points": 16.8, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-14T15:06:57+08:00", "candidate_observed_at": "2026-10-14T14:57:30+08:00", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 567.0, "time_alignment": "ASYNCHRONOUS", "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": "20261014", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "COLD", "plan_score": null, "execution_score": 25.07, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261014.json", "triggers": [ "plan_regime_WARM_to_execution_COLD" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20261014.json", "coverage_audit_path": "reports/audit/20261014_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261014", "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_20261013_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "content_dates_match": true, "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_20261014.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261014.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": [ "文化传媒", "AI应用" ], "watch_sectors": [], "rotation_candidates_not_in_plan": [ { "sector_name": "文化传媒", "sector_code": "801031", "validation_state": "CONFIRMED", "score": 86, "current_rank": 5, "interval_rank": 2, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": 85, "current_rank": 1, "interval_rank": 1, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": "20261008", "interval_end": "20261014", "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/20261013_active_plan_v2_for_trading.json", "target_trade_date": "20261014", "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/20261014_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300964", "SZSE.300067", "SHSE.605189" ], "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": "20261014", "plan_date": "20261013", "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/20261014/evidence/preopen_execution_evidence_20261014.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261014.json", "state": "verified_full_market_breadth_candidate_regime_proxy", "current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_scope": "runtime_candidate_confirmation", "regime_scope_note": "derived from same-day runtime candidate quotes; only confirms whether Strict Gate may evaluate a probe", "whole_market_observed_at": "2026-10-14T15:06:57+08:00", "whole_market_source": "tencent_full_a_dated_quotes", "preopen_regime_alert_usage": "comparison_with_frozen_plan_not_a_new_whole_market_classification", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.3333, "market_up_ratio": 0.1654, "divergence_pct_points": 16.8, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-14T15:06:57+08:00", "candidate_observed_at": "2026-10-14T14:57:30+08:00", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 567.0, "time_alignment": "ASYNCHRONOUS", "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": "20261014", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "COLD", "plan_score": null, "execution_score": 25.07, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20261014.json", "triggers": [ "plan_regime_WARM_to_execution_COLD" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20261014.json", "coverage_audit_path": "reports/audit/20261014_risk_flags_coverage.json", "state": "current", "latest_available_date": "20261014", "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_20261013_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "READY", "content_dates_match": true, "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_20261014.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20261014.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": [ "文化传媒", "AI应用" ], "watch_sectors": [], "rotation_candidates_not_in_plan": [ { "sector_name": "文化传媒", "sector_code": "801031", "validation_state": "CONFIRMED", "score": 86, "current_rank": 5, "interval_rank": 2, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": 85, "current_rank": 1, "interval_rank": 1, "intraday_rhythm": "SINGLE_SNAPSHOT", "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": "20261008", "interval_end": "20261014", "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/20261013_active_plan_v2_for_trading.json", "target_trade_date": "20261014", "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": "validated_probe_supersedes_brief_observation_only", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20261014_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300964", "SZSE.300067", "SHSE.605189" ], "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": true, "configured_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "effective_position_cap_pct": 35.0, "reconciliation_status": "validated_probe_supersedes_brief_observation_only", "reasons": [], "premarket_execution_brief_path": "reports/preopen/premarket_decision_contract_20261014.json", "midday_execution_overlay_path": null, "probe_eligible_symbols": [ "SZSE.300964", "SZSE.300067", "SHSE.605189" ], "permission_scope": "candidate_evaluation_only_all_strict_gates_required" }, "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": 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": 0.3333, "market_up_ratio": 0.1654, 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"signal_contract_total": 24, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "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": 24, "covered_holding_count": 0, "slot_holding_count": 0, "dust_holding_count": 0, "holding_symbols": [], "slot_holding_symbols": [], "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "external_gate_reconciliation": { "status": "reconciled", "version_state": "source_updated_since_execution", "observed_source_sha256": "6f62e2507b595fe7eb2db4a53034daa6064c9476f5174fa53a7d8a79f2c4cb09", "verified_source_sha256": "225361f97e335a55c1bee17312f5a4b6837e5fd182868de3eb701f543d84c98d", "source_file": "reports/external_checks/external_tech_shock_20261014.json", 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