{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-20T14:55:25", "trade_date": "20260820", "plan_date": "20260819", "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": "20260820", "plan_date": "20260819", "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/20260820/evidence/preopen_execution_evidence_20260820.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260820.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": "COLD", "execution_regime": "MIXED", "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": 0.4146, "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": "20260820", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 45.39, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260820.json", "triggers": [ "plan_regime_COLD_to_execution_MIXED" ], "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_20260820.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260820", "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_20260819_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_20260820.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260820.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": 3 }, "confirmed_sectors": [ "医药", "中报增长", "通信", "并购重组" ], "watch_sectors": [], "rotation_candidates_not_in_plan": [ { "sector_name": "中报增长", "sector_code": "801572", "validation_state": "CONFIRMED", "score": 78, "current_rank": 5, "interval_rank": 7, "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" }, { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 70, "current_rank": 4, "interval_rank": 3, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "并购重组", "sector_code": "801250", "validation_state": "CONFIRMED", "score": 70, "current_rank": 7, "interval_rank": 8, "intraday_rhythm": "PERSISTENT", "lifecycle_stage": "ACCELERATION", "lifecycle_stage_label": "加速", "lifecycle_cycle_day": 2, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" } ], "interval_start": "20260814", "interval_end": "20260820", "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/20260819_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": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260820_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.601998", "SHSE.600547", "SHSE.601069" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "last_valid_same_day_probe_grant_preserved_after_transient_quote_refresh_failure; this grant permits Strict Gate evaluation only" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 3, "active_plan_contracts": 3, "watch_candidate_contracts": 0, "watch_only_contracts": 79, "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": 82, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0, "rejected_order_attempts": 0 }, "paper_orders": [], "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", "enabled": true, "pool_up_ratio": 0.7317, "pool_up_ratio_min": 0.55, "active_up_ratio": 1.0, "active_up_ratio_min": 0.5, "active_positive": 3, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 3, "sample_total": 82, "active_samples": [ { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "保险 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": 8.220858895705518, "last": 35.28, "vwap": 35.279295213685856, "above_vwap": true, "amount": 6119885229.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "active", "priority": 1, "ret_pct": 4.78615071283095, "last": 30.87, "vwap": 31.211606538586846, "above_vwap": false, "amount": 1312507357.0 }, { "symbol": "SHSE.601998", "name": "中信银行", "theme": "银行 / 金融行业", "paper_scope": "active", "priority": 2, "ret_pct": 1.8382352941176405, "last": 8.31, "vwap": 8.227408029337283, "above_vwap": true, "amount": 698188541.0 } ], "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7317, "active_up_ratio": 1.0, "active_positive": 3, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 3, "sample_total": 82, "signal_contract_total": 82, "active_contract_total": 3, "dominant_theme": "保险重仓", "dominant_theme_share": 0.314, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [ "SHSE.600547", "SHSE.601998" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 24.0, "raw_score": 24.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 19.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "sox_negative_-2.12%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260820.json", "source_errors": {}, "source_ths_errors": { "nasdaq": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "taiwan": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-20T09:25:09+08:00" }, "active_samples": [ { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "保险 / 黄金概念", "paper_scope": "active", "priority": 0, "ret_pct": 8.220858895705518, "last": 35.28, "vwap": 35.279295213685856, "above_vwap": true, "amount": 6119885229.0 }, { "symbol": "SHSE.601069", 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null, "dominant_theme": "保险重仓", "dominant_theme_share": 0.314, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 24.0, "raw_score": 24.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 19.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "sox_negative_-2.12%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260820.json", "source_errors": {}, "source_ths_errors": { "nasdaq": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "taiwan": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-20T09:25:09+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 82, "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", "raw_passed_before_hysteresis": false, "hysteresis": { "required_snapshots": 2, "confirmation_streak": 0, "confirmed": false, "max_gap_seconds": 120 }, "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7317, "active_up_ratio": 1.0, "active_positive": 3, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 3, "sample_total": 82, "signal_contract_total": 82, "active_contract_total": 3, "dominant_theme": "保险重仓", "dominant_theme_share": 0.314, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [ "SHSE.600547", "SHSE.601998" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 24.0, "raw_score": 24.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 19.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ 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