{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-09-17T14:55:14", "trade_date": "20260917", "plan_date": "20260916", "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": "20260917", "plan_date": "20260916", "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260917/evidence/preopen_execution_evidence_20260917.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260917.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": "HOT", "execution_regime": "MIXED", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 2, "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": 0.3529, "market_up_ratio": 0.4772, "divergence_pct_points": -12.4, "source": "kaipanla_exact_date_market_sentiment", "state": "normal", "alert_kind": "none", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独处理的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260917", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "MIXED", "plan_score": null, "execution_score": 33.26, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260917.json", "triggers": [ "plan_regime_HOT_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_20260917.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260917", "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_20260916_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_20260917.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260917.json", "preopen_overall_state": "ACTIVE_RECONFIRM_REQUIRED", "preopen_summary": { "active_theme_count": 1, "active_confirmed_count": 0, "active_reconfirm_count": 1, "active_unverified_count": 0, "rotation_candidate_count": 1 }, "confirmed_sectors": [ "AI应用" ], "watch_sectors": [ "芯片" ], "rotation_candidates_not_in_plan": [ { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "CONFIRMED", "score": 81, "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" } ], "interval_start": "20260911", "interval_end": "20260917", "interval_provisional": true, "action": "计划板块需要盘中实时强度与资金重新确认，开盘啦不能单源放行。" }, "plan_contract": { "path": "reports/trade_plan/20260916_active_plan_v2_for_trading.json", "target_trade_date": "20260917", "targets_execution_date": true, "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", "kaipanla_active_sector_requires_intraday_reacceleration" ], "permission_source": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260917_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.002544", "SZSE.002093", "SZSE.002364" ], "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": 2, "active_plan_contracts": 2, "watch_candidate_contracts": 5, "watch_only_contracts": 15, "actionable": 0, "filled_orders": 1, "filled_official_orders": 1, "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": 1, "qfq_position_adjustments": 0, 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"theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 0.26385224274407815, "last": 19.0, "vwap": 19.29535656080694, "above_vwap": false, "amount": 394256232.0, "plan_id": "20260916:SZSE.300632:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "758acdbf78e5f615aa03201e9e83c521aa4fd36e916722cdc9eaf3b9d80d4e86", "whitelist_binding": { "symbol": "SZSE.300632", "plan_id": "20260916:SZSE.300632:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "758acdbf78e5f615aa03201e9e83c521aa4fd36e916722cdc9eaf3b9d80d4e86", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.3636, "active_up_ratio": 1.0, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 2, "sample_total": 22, "signal_contract_total": 22, "active_contract_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.7474, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300570" ], "official_whitelist_contracts": [ { "symbol": "SZSE.300570", "plan_id": "20260916:SZSE.300570:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "587d7fee0c4782db63cff6ec6c792505b189ef02650ec54cff21e68256405887", "lifecycle_stage": null, "mainline_label": null } ], "whitelist_contract_required": true, "whitelist_integrity": "PASS", "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": 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