{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-09-18T14:55:09", "trade_date": "20260918", "plan_date": "20260917", "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": "20260918", "plan_date": "20260917", "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/20260918/evidence/preopen_execution_evidence_20260918.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260918.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": 0.625, "market_up_ratio": 0.7787, "divergence_pct_points": -15.4, "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": "20260918", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "MIXED", "plan_score": null, "execution_score": 63.24, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260918.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_20260918.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260918", "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_20260917_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_20260918.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260918.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": 4 }, "confirmed_sectors": [ "芯片", "算力", "通信" ], "watch_sectors": [ "机器人概念", "医药", "AI应用", "化工" ], "rotation_candidates_not_in_plan": [ { "sector_name": "通信", "sector_code": "801660", "validation_state": "CONFIRMED", "score": 86, "current_rank": 5, "interval_rank": 1, "intraday_rhythm": "MIXED", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "AI应用", "sector_code": "803023", "validation_state": "WATCH", "score": 53, "current_rank": 8, "interval_rank": 5, "intraday_rhythm": "ACCELERATING", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "化工", "sector_code": "801235", "validation_state": "WATCH", "score": 53, "current_rank": 34, "interval_rank": 6, "intraday_rhythm": "MIXED", "lifecycle_stage": "STARTUP", "lifecycle_stage_label": "启动", "lifecycle_cycle_day": 1, "lifecycle_entry_window": true, "reason": "kaipanla_leader_not_represented_in_plan_research_only" }, { "sector_name": "算力", "sector_code": "801807", "validation_state": "CONFIRMED", "score": 100, "current_rank": 6, "interval_rank": 3, "intraday_rhythm": "ACCELERATING", "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": "20260914", "interval_end": "20260918", "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/20260917_active_plan_v2_for_trading.json", "target_trade_date": "20260918", "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/20260918_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SZSE.300189", "SZSE.300683", "SHSE.688117" ], "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": 1, "active_plan_contracts": 1, "watch_candidate_contracts": 2, "watch_only_contracts": 23, "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": 1, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0, "signal_contracts": 26, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0, "rejected_order_attempts": 0 }, "paper_orders": [ { "event_id": "RISK:20260918:SZSE.300632:position_stop_loss:SELL", "symbol": "SZSE.300632", "name": "光莆股份", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 1300, "price": 19.02, "ts": "2026-09-18T09:31:04", "realized_pnl_delta": null, "plan_id": "RISK:20260917:SZSE.300632:position_stop_loss", "contract_version": null, "evidence_hash": null, "first_block_reason": null, "gate_trace": null } ], "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": 0.6538, "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": 1, "sample_total": 26, "active_samples": [ { "symbol": "SZSE.000713", "name": "国投丰乐", "theme": "医疗服务 / 农业消费 / 生物育种", "paper_scope": "active", "priority": 0, "ret_pct": -2.980625931445602, "last": 6.51, "vwap": 6.520323827503146, "above_vwap": false, "amount": 312920773.0, "plan_id": "20260917:SZSE.000713:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "19a9e26d5e32a3eb5b8b3cf3158bd8e82e4e083f2ed1c678a8cd29dd964df96d", "whitelist_binding": { "symbol": "SZSE.000713", "plan_id": "20260917:SZSE.000713:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "19a9e26d5e32a3eb5b8b3cf3158bd8e82e4e083f2ed1c678a8cd29dd964df96d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "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": 0.6538, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 1, "sample_total": 26, "signal_contract_total": 26, "active_contract_total": 1, "dominant_theme": "宽带提速", "dominant_theme_share": 0.7614, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "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": [ "external_tech_positive_confirmation_2signals" ], "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_20260918.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-18T09:25:12+08:00" }, "active_samples": [ { "symbol": "SZSE.000713", "name": "国投丰乐", "theme": "医疗服务 / 农业消费 / 生物育种", "paper_scope": "active", "priority": 0, 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