{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-19T14:55:03", "trade_date": "20260819", "plan_date": "20260818", "runtime_status": "PAPER_RUNNING", "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260819", "plan_date": "20260818", "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/20260819/evidence/preopen_execution_evidence_20260819.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260819.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "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": 0.2703, "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": "20260819", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 25.6, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260819.json", "triggers": [ "plan_regime_WARM_to_execution_MIXED", "external_tech_shock_extreme" ], "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_20260819.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260819", "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_20260818_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "UNAVAILABLE", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": null, "crosscheck_path": null, "preopen_overall_state": null, "preopen_summary": {}, "confirmed_sectors": [], "watch_sectors": [], "rotation_candidates_not_in_plan": [], "interval_start": null, "interval_end": null, "interval_provisional": null, "action": "开盘啦证据缺失只记数据质量告警，继续依赖主板块合同，不得判成板块转弱。" }, "plan_contract": { "path": "reports/trade_plan/20260818_active_plan_v2_for_trading.json", "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": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260819_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.002779", "SHSE.603970", "SZSE.002588" ], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "active execution shortlist is already permitted; conditional candidates remain watch-only and cannot grant additional entry permission" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 5, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "watch_only_contracts": 32, "actionable": 0, "filled_orders": 6, "filled_official_orders": 6, "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": 6, "risk_exit_orders": 6, "risk_exit_filled": 6, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0, "signal_contracts": 37, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0, "rejected_order_attempts": 1 }, "paper_orders": [ { "event_id": "RISK:20260819:SZSE.000070:position_stop_loss:SELL", "symbol": "SZSE.000070", "name": "特发信息", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 1600, "price": 14.89, "ts": "2026-08-19T09:30:16", "realized_pnl_delta": -767.9999999999978 }, { "event_id": "RISK:20260819:SZSE.300852:position_invalid_price:SELL", "symbol": "SZSE.300852", "name": "四会富仕", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_add_invalid_t_exit", "qty": 1400, "price": 47.52, "ts": "2026-08-19T09:35:22", "realized_pnl_delta": 1386.0000000000027 }, { "event_id": "RISK:20260819:SZSE.300142:position_stop_loss:SELL", "symbol": "SZSE.300142", "name": "沃森生物", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 4700, "price": 12.83, "ts": "2026-08-19T09:47:04", "realized_pnl_delta": -1973.9999999999998 }, { "event_id": "RISK:20260819:SZSE.000568:position_stop_loss:SELL", "symbol": "SZSE.000568", "name": "泸州老窖", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 700, "price": 85.04, "ts": "2026-08-19T09:53:12", "realized_pnl_delta": -1868.9999999999914 }, { "event_id": "RISK:20260819:SHSE.600973:position_stop_loss:SELL", "symbol": "SHSE.600973", "name": "宝胜股份", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 10100, "price": 6.01, "ts": "2026-08-19T09:57:48", "realized_pnl_delta": -1919.0000000000039 }, { "event_id": "RISK:20260819:SZSE.300852:position_invalid_price:SELL", "symbol": "SZSE.300852", "name": "四会富仕", "side": "SELL", "status": "REJECTED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "sell_not_allowed_in_LUNCH", "sim_reason": "position_add_invalid_t_exit", "qty": 0, "price": null, "ts": "2026-08-19T11:30:25", "realized_pnl_delta": null }, { "event_id": "RISK:20260819:SZSE.300852:position_stop_loss:SELL", "symbol": "SZSE.300852", "name": "四会富仕", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 1400, "price": 45.08, "ts": "2026-08-19T14:31:38", "realized_pnl_delta": -2030.000000000004 } ], "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,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.1892, "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": 5, "sample_total": 37, "active_samples": [ { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.000902", "name": "新洋丰", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 2, "ret_pct": -2.685050798258337, 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"active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 37, "signal_contract_total": 37, "active_contract_total": 5, "dominant_theme": "养殖业 / 农林牧渔", "dominant_theme_share": 0.4565, "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": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "domestic_tech_avg_negative_-2.90%", "domestic_tech_down_ratio_74%" ], "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_20260819.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-19T09:25:09+08:00" }, "active_samples": [ { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.000902", "name": "新洋丰", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 2, "ret_pct": -2.685050798258337, "last": 13.41, "vwap": 13.584633986423944, "above_vwap": false, "amount": 281777912.0 }, { "symbol": "SZSE.002215", "name": "诺 普 信", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 0, "ret_pct": -2.8753993610223794, "last": 9.12, "vwap": 9.163343450585892, "above_vwap": false, "amount": 329378213.0 }, { "symbol": "SZSE.300021", "name": "大禹节水", "theme": "养殖业 / 农林牧渔", "paper_scope": "active", "priority": 3, "ret_pct": -4.578313253012056, "last": 3.96, "vwap": 4.01493272917186, "above_vwap": false, "amount": 135301627.0 }, { "symbol": "SZSE.000816", "name": "智慧农业", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 4, "ret_pct": -4.810996563573888, "last": 2.77, "vwap": 2.8111700526711814, "above_vwap": false, "amount": 137486456.0 } ], "sample_rows": [ { "symbol": "SHSE.600127", "name": "金健米业", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.985935302391002, "last": 7.82, "vwap": 7.81998889004257, "above_vwap": true, "amount": 225942939.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.047197640117985, "last": 7.19, "vwap": 7.271666055716833, "above_vwap": false, "amount": 1622670826.0 }, { "symbol": "SHSE.600598", "name": "北大荒", "theme": "养殖业 / 农林牧渔", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.8632986627042953, "last": 13.98, "vwap": 13.695147207963219, "above_vwap": true, "amount": 2016157117.0 }, { "symbol": "SHSE.603766", "name": "隆鑫通用", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.6470588235294246, "last": 13.96, "vwap": 13.897385896348222, "above_vwap": true, "amount": 299770783.0 }, { "symbol": "SHSE.600803", "name": "新奥股份", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.1299435028248483, "last": 17.9, "vwap": 17.83074586437071, "above_vwap": true, "amount": 110589852.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.6299212598425141, "last": 19.17, "vwap": 19.15558264899995, "above_vwap": true, "amount": 266153412.0 }, { "symbol": "SZSE.002539", "name": "云图控股", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.31372549019608176, "last": 12.79, "vwap": 12.84204269226841, "above_vwap": false, "amount": 301767456.0 }, { "symbol": "SHSE.603970", "name": "中农立华", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 10.83, "vwap": 11.003119453044375, "above_vwap": false, "amount": 85296182.0 }, { "symbol": "SHSE.600075", "name": "新疆天业", "theme": "生态农业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 4.58, "vwap": 4.557827195801515, "above_vwap": true, "amount": 92752695.0 }, { "symbol": "SHSE.600486", "name": "扬农化工", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.8588298443370945, "last": 55.41, "vwap": 56.09128840810824, "above_vwap": false, "amount": 341186480.0 }, { "symbol": "SHSE.601118", "name": "海南橡胶", "theme": "养殖业 / 乡村振兴", "paper_scope": "active", "priority": 1, "ret_pct": -1.2302284710017597, "last": 5.62, "vwap": 5.712234608358912, "above_vwap": false, "amount": 792409182.0 }, { "symbol": "SZSE.300022", "name": "吉峰科技", "theme": "养殖业 / 乡村振兴", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.4598540145985495, "last": 8.1, "vwap": 8.124765759930915, "above_vwap": false, "amount": 60214264.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260819.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.2703, "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。" } }, "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": "养殖业 / 农林牧渔", "dominant_theme_share": 0.4565, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.33%", "sox_negative_-4.98%", "nvidia_negative_-2.34%", "korea_market_stress_-6.83%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk", "domestic_tech_avg_negative_-2.90%", "domestic_tech_down_ratio_74%" ], "source_status": "ok", "source_quality": 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