{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-26T14:55:29", "trade_date": "20260826", "plan_date": "20260825", "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": "20260826", "plan_date": "20260825", "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/20260826/evidence/preopen_execution_evidence_20260826.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260826.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "WARM", "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": 0.72, "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": "20260826", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 76.82, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260826.json", "triggers": [ "plan_regime_MIXED_to_execution_WARM" ], "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_20260826.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260826", "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_20260825_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/20260825_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/20260826_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600354", "SHSE.600313", "SZSE.300189" ], "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": 0, "watch_only_contracts": 22, "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": 25, "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": 0.32, "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": 3, "sample_total": 25, "active_samples": [ { "symbol": "SHSE.600354", "name": "敦煌种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 2, "ret_pct": -0.7052186177715081, "last": 7.04, "vwap": 7.047082404441165, "above_vwap": false, "amount": 659713324.0 }, { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 1, "ret_pct": -1.765650080256831, "last": 6.12, "vwap": 6.131501013800489, "above_vwap": false, "amount": 1561300279.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 0, "ret_pct": -2.853067047075608, "last": 6.81, "vwap": 6.8955622458878985, "above_vwap": false, "amount": 815264393.0 } ], "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": 0.32, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 25, "signal_contract_total": 25, "active_contract_total": 3, "dominant_theme": "CRO概念 / CRO", "dominant_theme_share": 0.5102, "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": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260826.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-26T09:25:03+08:00" }, "active_samples": [ { "symbol": "SHSE.600354", "name": "敦煌种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 2, "ret_pct": -0.7052186177715081, "last": 7.04, "vwap": 7.047082404441165, "above_vwap": false, "amount": 659713324.0 }, { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 1, "ret_pct": -1.765650080256831, "last": 6.12, "vwap": 6.131501013800489, "above_vwap": false, "amount": 1561300279.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 0, "ret_pct": -2.853067047075608, "last": 6.81, "vwap": 6.8955622458878985, "above_vwap": false, "amount": 815264393.0 } ], "sample_rows": [ { "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.0771513353115667, "last": 3.44, "vwap": 3.431580699959462, "above_vwap": true, "amount": 462192055.0 }, { "symbol": "SHSE.600704", "name": "物产中大", "theme": "粮食概念 / 内贸流通", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.6359918200409052, "last": 4.97, "vwap": 4.946759787588973, "above_vwap": true, "amount": 220030886.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO概念 / CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.9496124031007858, "last": 104.18, "vwap": 103.86857488523368, "above_vwap": true, "amount": 956925704.0 }, { "symbol": "SZSE.002758", "name": "浙农股份", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.4950495049504955, "last": 8.12, "vwap": 8.140328112267994, "above_vwap": false, "amount": 44954962.0 }, { "symbol": "SHSE.600300", "name": "维维股份", "theme": "粮食概念 / 婴童概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.31645569620253333, "last": 3.17, "vwap": 3.173156424160492, "above_vwap": false, "amount": 105389727.0 }, { "symbol": "SZSE.002556", "name": "辉隆股份", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.19342359767891004, "last": 5.18, "vwap": 5.175970139078266, "above_vwap": true, "amount": 45552678.0 }, { "symbol": "SZSE.301301", "name": "川宁生物", "theme": "粮食概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.11286681715574343, "last": 8.87, "vwap": 8.94074016324439, "above_vwap": false, "amount": 122134981.0 }, { "symbol": "SHSE.601952", "name": "苏垦农发", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.11185682326622093, "last": 8.95, "vwap": 8.925775968437248, "above_vwap": true, "amount": 234380166.0 }, { "symbol": "SHSE.603739", "name": "蔚蓝生物", "theme": "CRO概念 / CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 12.54, "vwap": 12.63413726916394, "above_vwap": false, "amount": 62531399.0 }, { "symbol": "SZSE.002385", "name": "大北农", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.0, "last": 3.26, "vwap": 3.250190890832479, "above_vwap": true, "amount": 378191237.0 }, { "symbol": "SZSE.002821", "name": "凯莱英", "theme": "CRO概念 / CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.11031759856006129, "last": 172.04, "vwap": 175.327366200103, "above_vwap": false, "amount": 2621722705.0 }, { "symbol": "SZSE.000705", "name": "浙江震元", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.2773925104022079, "last": 7.19, "vwap": 7.212933122333838, "above_vwap": false, "amount": 41933108.0 } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260826.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.72, "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": "CRO概念 / CRO", "dominant_theme_share": 0.5102, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260826.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-26T09:25:03+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 25, "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": 0.32, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 25, "signal_contract_total": 25, "active_contract_total": 3, "dominant_theme": "CRO概念 / CRO", "dominant_theme_share": 0.5102, "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": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260826.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-26T09:25:03+08:00" }, "active_samples": [ { "symbol": "SHSE.600354", "name": "敦煌种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 2, "ret_pct": -0.7052186177715081, "last": 7.04, "vwap": 7.047082404441165, "above_vwap": false, "amount": 659713324.0 }, { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 1, "ret_pct": -1.765650080256831, "last": 6.12, "vwap": 6.131501013800489, "above_vwap": false, "amount": 1561300279.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念 / 农业种植", "paper_scope": "active", "priority": 0, "ret_pct": -2.853067047075608, "last": 6.81, "vwap": 6.8955622458878985, "above_vwap": false, "amount": 815264393.0 } ], "sample_rows": [ { "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.0771513353115667, "last": 3.44, "vwap": 3.431580699959462, "above_vwap": true, "amount": 462192055.0 }, { "symbol": "SHSE.600704", "name": "物产中大", "theme": "粮食概念 / 内贸流通", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.6359918200409052, "last": 4.97, "vwap": 4.946759787588973, "above_vwap": true, "amount": 220030886.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO概念 / CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.9496124031007858, "last": 104.18, "vwap": 103.86857488523368, "above_vwap": true, "amount": 956925704.0 }, { "symbol": "SZSE.002758", "name": "浙农股份", "theme": "粮食概念 / 农业种植", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.4950495049504955, "last": 8.12, "vwap": 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