{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-21T14:55:10", "trade_date": "20260821", "plan_date": "20260820", "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": "20260821", "plan_date": "20260820", "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/20260821/evidence/preopen_execution_evidence_20260821.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260821.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 3, "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": 0.1636, "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": "20260821", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "COLD", "plan_score": null, "execution_score": 2.13, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "HIGH", "external_source_path": "reports/external_checks/external_tech_shock_20260821.json", "triggers": [ "plan_regime_HOT_to_execution_COLD", "external_tech_shock_high" ], "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_20260821.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260821", "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_20260820_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/20260820_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/20260821_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.688302", "SZSE.301257", "SZSE.002099" ], "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" }, "summary": { "active_contracts": 3, "active_plan_contracts": 3, "watch_candidate_contracts": 3, "watch_only_contracts": 107, "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, 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"amount": 73509024.0 }, { "symbol": "SZSE.002099", "name": "海翔药业", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 1, "ret_pct": -4.562043795620441, "last": 5.23, "vwap": 5.319644388809469, "above_vwap": false, "amount": 143637846.0 }, { "symbol": "SZSE.301257", "name": "普蕊斯", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 2, "ret_pct": -7.048458149779735, "last": 48.53, "vwap": 49.53724657438479, "above_vwap": false, "amount": 283432310.0 } ], "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": 0.2035, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 113, "signal_contract_total": 113, "active_contract_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5397, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "医疗服务 / 医药消费链 / 创新药", "count": 5, "top_symbols": [ "SHSE.688185", "SZSE.300016", "SHSE.688356", "SZSE.002038", "SZSE.000931" ], "top_return_pct": 20.0062 }, { "theme": "贵金属 / 黄金概念", "count": 4, "top_symbols": [ "SZSE.002716", "SHSE.600988", "SHSE.600531", "SZSE.002721" ], "top_return_pct": 10.0317 } ], "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": "HIGH", "score": 64.0, "raw_score": 64.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 64.0, "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": [ "nasdaq_negative_-1.00%", "korea_tech_negative_-4.76%", "domestic_tech_down_ratio_69%" ], "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_20260821.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-21T09:25:07+08:00" }, "active_samples": [ { "symbol": "SHSE.688302", "name": "海创药业-U", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 0, "ret_pct": -4.411764705882348, "last": 36.4, "vwap": 36.754070951148584, "above_vwap": false, "amount": 73509024.0 }, { "symbol": "SZSE.002099", "name": "海翔药业", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 1, "ret_pct": -4.562043795620441, "last": 5.23, "vwap": 5.319644388809469, "above_vwap": false, "amount": 143637846.0 }, { "symbol": "SZSE.301257", "name": "普蕊斯", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "active", "priority": 2, "ret_pct": -7.048458149779735, "last": 48.53, "vwap": 49.53724657438479, "above_vwap": false, "amount": 283432310.0 } ], "sample_rows": [ { "symbol": "SHSE.688185", "name": "康希诺", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 20.006208288064542, "last": 77.32, "vwap": 73.8664361711327, "above_vwap": true, "amount": 1879224184.0 }, { "symbol": "SZSE.300016", "name": "北陆药业", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.999999999999996, "last": 10.44, "vwap": 9.650511521870035, "above_vwap": true, "amount": 1213195720.0 }, { "symbol": "SHSE.688356", "name": "键凯科技", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.999999999999996, "last": 107.34, "vwap": 107.33999985065905, "above_vwap": true, "amount": 345003855.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": 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"conditional_watch", "priority": 999, "ret_pct": 6.035141329258975, "last": 13.88, "vwap": 13.640205766189585, "above_vwap": true, "amount": 1198056101.0 }, { "symbol": "SZSE.300142", "name": "沃森生物", "theme": "医疗服务 / 医药消费链 / 创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.018518518518534, "last": 16.03, "vwap": 16.060909452043, "above_vwap": false, "amount": 8021412434.0 }, { "symbol": "SZSE.002721", "name": "金一文化", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.0193050193050315, "last": 2.72, "vwap": 2.699574915923486, "above_vwap": true, "amount": 541751504.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.617563739376784, "last": 36.93, "vwap": 36.41408376870567, "above_vwap": true, "amount": 5342437679.0 }, { "symbol": "SHSE.600711", "name": "盛屯矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.6941580756013614, "last": 12.07, "vwap": 11.877912582328426, "above_vwap": true, "amount": 1465470723.0 } ], "execution_regime": "COLD", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260821.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.1636, "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": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5397, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 64.0, "raw_score": 64.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 64.0, "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": [ "nasdaq_negative_-1.00%", "korea_tech_negative_-4.76%", "domestic_tech_down_ratio_69%" ], "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_20260821.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-21T09:25:07+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair", "signal_contract_total": 113, "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,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": 0.2035, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 113, "signal_contract_total": 113, "active_contract_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药", "dominant_theme_share": 0.5397, 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