{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-07-27T14:55:00", "trade_date": "20260727", "plan_date": "20260724", "runtime_status": "SHADOW_RUNNING", "configured_trade_mode": "OBSERVE_ONLY", "configured_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260727", "plan_date": "20260724", "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_20260727_missing,market_trajectory_dashboard_recovered_UNKNOWN,risk_flags_missing_gap_3d,execution_regime_unconfirmed,plan_contract_disallows_new_positions", "blockers": [ "evidence_pack_20260727_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_missing_gap_3d", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260727.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": "COLD", "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_20260727_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "risk_flags_missing_gap_3d", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "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": null, "divergence_pct_points": null, "source": "dated_evidence_price_universe", "state": "normal_or_unavailable", "alert": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独收紧的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260727", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260727.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_20260724.json", "coverage_audit_path": null, "state": "missing", "latest_available_date": "20260724", "coverage_gap_days": 3, "max_allowed_gap_days": 5, "coverage_complete": true, "recovery_action": "补齐当日风险旗标并回填缺失日期；覆盖恢复前仅允许既有持仓风控卖出，不得用人工确认静默放行新入场。" }, "daily_report": { "path": "reports/theme_cleaning/browser_dump_20260724_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260724_active_plan_v2_for_trading.json", "requested_allow_new_positions": false, "requested_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "reconciliation_status": "overridden_by_execution_health_gate", "entry_reconfirmation_required": false, "soft_restrictions": [], "permission_source": "execution_data_health_gate", "conditional_probe_reconfirmation": { "path": "reports/trading/20260727_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:1/1; valid_rows=1" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 0, "active_plan_contracts": 0, "watch_candidate_contracts": 1, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0, "signal_contracts": 1, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0 }, "intraday_market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,no_active_candidates,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "active_samples": [], "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": 0.0, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "signal_contract_total": 1, "active_contract_total": 0, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.000001", "name": "平安银行", "theme": "银行 / 本月解禁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 0.0, "last": 11.1, "vwap": 11.103582485288879, "above_vwap": false, "amount": 1034796149.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 1, "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", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "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": 0.0, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "signal_contract_total": 1, "active_contract_total": 0, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.000001", "name": "平安银行", "theme": "银行 / 本月解禁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 0.0, "last": 11.1, "vwap": 11.103582485288879, "above_vwap": false, "amount": 1034796149.0 } ] }, "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "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": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 1, "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" } }, "preopen_sector_flow_gate": { "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": 0.0, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "signal_contract_total": 1, "active_contract_total": 0, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.000001", "name": "平安银行", "theme": "银行 / 本月解禁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 0.0, "last": 11.1, "vwap": 11.103582485288879, "above_vwap": false, "amount": 1034796149.0 } ] }, "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 1, "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": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 本月解禁", "dominant_theme_share": 1.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 40.0, "raw_score": 40.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 40.0, "label": "外部科技冲击中等", "entry_policy": "delay_tech_confirm", "tech_new_buy_allowed": true, "earliest_entry_time": "10:00", "position_cap_pct": 70.0, "risk_priority_boost": false, "reasons": [ "sox_negative_-4.25%" ], "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_20260727.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-27T09:25:13+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 1, "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" }, "signals": [ { "event_id": "20260724:20260727:SZSE.000001:VWAP_RECLAIM:BUY", "symbol": "SZSE.000001", "name": "平安银行", "theme": "银行 / 本月解禁", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W0", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.18, "invalid_price": 10.84, "chase_ceiling": 11.52, "intraday_vwap": 11.1036, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0324, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1435, "prev_amount_yi": 0.2994, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.11, "high": 11.11, "low": 11.1, "close": 11.1, "amount_yi": 0.0269 }, { "time": "14:52", "open": 11.1, "high": 11.11, "low": 11.1, "close": 11.11, "amount_yi": 0.0424 }, { "time": "14:53", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0326 }, { "time": "14:54", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0228 }, { "time": "14:55", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0188 } ] }, "quote": { "last": 11.1, "ts": "2026-07-27T14:54:57", "prev_close": 11.1, "open": 11.11, "high": 11.16, "low": 11.04, "bid1": 11.1, "ask1": 11.11, "bid_qty1": 457, "ask_qty1": 6737 } } ], "snapshot_kind": "intraday_execution_final" }