{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-24T14:55:23", "trade_date": "20260824", "plan_date": "20260821", "runtime_status": "PAPER_RUNNING", "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "effective_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260824", "plan_date": "20260821", "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/20260824/evidence/preopen_execution_evidence_20260824.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260824.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": 0.4286, "market_up_ratio": 0.2092, "divergence_pct_points": 21.9, "source": "kaipanla_exact_date_visible_market_header", "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": "20260824", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 44.8, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "MEDIUM", "external_source_path": "reports/external_checks/external_tech_shock_20260824.json", "triggers": [ "plan_regime_WARM_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_20260824.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260824", "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_20260821_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/20260821_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/20260824_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:21/21; quote_feed_stale" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 1, "active_plan_contracts": 1, "watch_candidate_contracts": 0, "watch_only_contracts": 20, "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": 21, "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,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.4286, "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": 1, "active_total": 1, "sample_total": 21, "active_samples": [ { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "共封装光学(CPO) / 宽带提速", "paper_scope": "active", "priority": 0, "ret_pct": -3.734643734643739, "last": 39.18, "vwap": 39.01915837473028, "above_vwap": true, "amount": 3368871213.0 } ], "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": 0.4286, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 1, "sample_total": 21, "signal_contract_total": 21, "active_contract_total": 1, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.7659, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SHSE.601069", "SZSE.002721" ], "top_return_pct": 9.9808 } ], "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": 28.0, "raw_score": 28.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 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"conditional_watch", "priority": 999, "ret_pct": 9.98080614203456, "last": 11.46, "vwap": 11.233930664375995, "above_vwap": true, "amount": 6596486572.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.018085438104137, "last": 34.0, "vwap": 32.689678686626415, "above_vwap": true, "amount": 2213405068.0 }, { "symbol": "SZSE.002721", "name": "金一文化", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.128205128205132, "last": 2.87, "vwap": 2.815708311446648, "above_vwap": true, "amount": 611620557.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1343596920923913, "last": 29.19, "vwap": 28.898151725699723, "above_vwap": true, "amount": 2322469319.0 }, { "symbol": "SHSE.600655", "name": "豫园股份", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 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27.273833178984642, "above_vwap": false, "amount": 4208469737.0 }, { "symbol": "SHSE.600531", "name": "豫光金铅", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.14388489208633226, "last": 13.88, "vwap": 13.91514126149481, "above_vwap": false, "amount": 1419228913.0 }, { "symbol": "SHSE.601899", "name": "XD紫金矿", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.5757052389176787, "last": 34.54, "vwap": 34.80777303566073, "above_vwap": false, "amount": 11583546519.0 }, { "symbol": "SHSE.600807", "name": "济高发展", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.1450381679389388, "last": 2.59, "vwap": 2.5812606088920034, "above_vwap": true, "amount": 26520904.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260824.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.4286, "market_up_ratio": 0.2092, "divergence_pct_points": 21.9, "source": "kaipanla_exact_date_visible_market_header", "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": "贵金属 / 黄金概念", "dominant_theme_share": 0.7659, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "MEDIUM", "score": 28.0, "raw_score": 28.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 28.0, "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": [ "korea_market_stress_-3.72%" ], "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_20260824.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-24T12:38:58+08:00" }, "external_tech_shock_level": "MEDIUM", "external_tech_entry_policy": "delay_tech_confirm", "signal_contract_total": 21, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 1, "active_quote_total": 1, "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": 0.4286, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 1, "sample_total": 21, "signal_contract_total": 21, "active_contract_total": 1, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.7659, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SHSE.601069", "SZSE.002721" ], "top_return_pct": 9.9808 } ], "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": 28.0, "raw_score": 28.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 28.0, "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": [ "korea_market_stress_-3.72%" ], "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_20260824.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-24T12:38:58+08:00" }, "active_samples": [ { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "共封装光学(CPO) / 宽带提速", "paper_scope": "active", "priority": 0, "ret_pct": -3.734643734643739, "last": 39.18, "vwap": 39.01915837473028, "above_vwap": true, "amount": 3368871213.0 } ], "sample_rows": [ { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.98080614203456, "last": 11.46, "vwap": 11.233930664375995, "above_vwap": true, "amount": 6596486572.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.018085438104137, "last": 34.0, "vwap": 32.689678686626415, "above_vwap": true, "amount": 2213405068.0 }, { "symbol": "SZSE.002721", "name": "金一文化", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.128205128205132, "last": 2.87, "vwap": 2.815708311446648, "above_vwap": true, "amount": 611620557.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1343596920923913, "last": 29.19, "vwap": 28.898151725699723, "above_vwap": true, "amount": 2322469319.0 }, { "symbol": "SHSE.600655", "name": "豫园股份", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.7777777777777892, "last": 4.58, "vwap": 4.556898651511897, "above_vwap": true, "amount": 78500326.0 }, { "symbol": "SHSE.600612", "name": "老凤祥", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.654778887303876, "last": 35.63, "vwap": 35.79264111689023, "above_vwap": false, "amount": 130750518.0 }, { "symbol": "SHSE.600824", "name": "益民集团", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.1267605633802802, "last": 3.59, "vwap": 3.6227950098958503, "above_vwap": false, "amount": 66994899.0 }, { "symbol": "SZSE.002574", "name": "明牌珠宝", "theme": "贵金属 / 黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.8474576271186418, "last": 4.76, "vwap": 4.789517062726335, "above_vwap": false, 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