{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-09-21T14:55:20", "trade_date": "20260921", "plan_date": "20260918", "runtime_status": "SHADOW_RUNNING", "configured_trade_mode": "OBSERVE_ONLY", "configured_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260921", "plan_date": "20260918", "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/20260921/evidence/preopen_execution_evidence_20260921.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260921.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": 0.7778, "market_up_ratio": 0.8209, "divergence_pct_points": -4.3, "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": "20260921", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "WARM", "plan_score": null, "execution_score": 84.37, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260921.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_20260921.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260921", "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_20260918_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_20260921.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260921.json", "preopen_overall_state": "NO_ACTIVE_PLAN_RESEARCH_ONLY", "preopen_summary": { "active_theme_count": 0, "active_confirmed_count": 0, "active_reconfirm_count": 0, "active_unverified_count": 0, "rotation_candidate_count": 1 }, "confirmed_sectors": [ "医药", "化工", "芯片" ], "watch_sectors": [ "通信", "机器人概念", "算力" ], "rotation_candidates_not_in_plan": [ { "sector_name": "化工", "sector_code": "801235", "validation_state": "CONFIRMED", "score": 74, "current_rank": 6, "interval_rank": 6, "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": "20260915", "interval_end": "20260921", "interval_provisional": true, "action": "外部板块结构已核对，继续执行主数据合同与盘中 Strict Gate。" }, "plan_contract": { "path": "reports/trade_plan/20260918_active_plan_v2_for_trading.json", "target_trade_date": "20260921", "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" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260921_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.002902" ], "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": 0, "active_plan_contracts": 0, "watch_candidate_contracts": 11, "watch_only_contracts": 0, "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": 11, "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,no_active_candidates,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.5455, "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": 0, "sample_total": 11, "active_samples": [], "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": 0.5455, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 11, "signal_contract_total": 11, "active_contract_total": 0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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": [ "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.209094833789039, "last": 71.72, "vwap": 72.18986634329038, "above_vwap": false, "amount": 12852553862.0, "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "whitelist_binding": { "symbol": "SHSE.600487", "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.171131765992352, "last": 37.74, "vwap": 36.77501413975663, "above_vwap": true, "amount": 1514979805.0, "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688765", "name": "禾元生物-U", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.152317880794686, "last": 38.94, "vwap": 38.711551353924776, "above_vwap": true, "amount": 159372360.0, "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "whitelist_binding": { "symbol": "SHSE.688765", "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002436", "name": "兴森科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.148320895522372, "last": 44.23, "vwap": 44.05451366280459, "above_vwap": true, "amount": 5438454819.0, "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "whitelist_binding": { "symbol": "SZSE.002436", "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.828618968386021, "last": 18.54, "vwap": 18.478058708423134, "above_vwap": true, "amount": 10504355076.0, "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "whitelist_binding": { "symbol": "SZSE.002185", "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301688", "name": "格林生物", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.301201738685754, "last": 40.01, "vwap": 39.802177112880436, "above_vwap": true, "amount": 363429699.0, "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "whitelist_binding": { "symbol": "SZSE.301688", "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.4561746497230401, "last": 61.1, "vwap": 61.27954061447956, "above_vwap": false, "amount": 4468718580.0, "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "whitelist_binding": { "symbol": "SZSE.002156", "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002281", "name": "光迅科技", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.8802456499488187, "last": 193.68, "vwap": 194.16783486410498, "above_vwap": false, "amount": 5179426995.0, "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "whitelist_binding": { "symbol": "SZSE.002281", "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.2191780821917853, "last": 72.11, "vwap": 72.19992344230282, "above_vwap": false, "amount": 8167060400.0, "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "whitelist_binding": { "symbol": "SHSE.600584", "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300661", "name": "圣邦股份", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.0298889155278443, "last": 122.59, "vwap": 122.8633518364806, "above_vwap": false, "amount": 1657819779.0, "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "whitelist_binding": { "symbol": "SZSE.300661", "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002902", "name": "铭普光磁", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -3.141025641025641, "last": 30.22, "vwap": 30.264200381410706, "above_vwap": false, "amount": 1418743344.0, "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "whitelist_binding": { "symbol": "SZSE.002902", "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260921.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.8209, "divergence_pct_points": -4.3, "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。" } }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 11, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空", "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,no_active_candidates,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": 0.5455, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 11, "signal_contract_total": 11, "active_contract_total": 0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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": [ "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.209094833789039, "last": 71.72, "vwap": 72.18986634329038, "above_vwap": false, "amount": 12852553862.0, "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "whitelist_binding": { "symbol": "SHSE.600487", "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.171131765992352, "last": 37.74, "vwap": 36.77501413975663, "above_vwap": true, "amount": 1514979805.0, "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688765", "name": "禾元生物-U", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.152317880794686, "last": 38.94, "vwap": 38.711551353924776, "above_vwap": true, "amount": 159372360.0, "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "whitelist_binding": { "symbol": "SHSE.688765", "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002436", "name": "兴森科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.148320895522372, "last": 44.23, "vwap": 44.05451366280459, "above_vwap": true, "amount": 5438454819.0, "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "whitelist_binding": { "symbol": "SZSE.002436", "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.828618968386021, "last": 18.54, "vwap": 18.478058708423134, "above_vwap": true, "amount": 10504355076.0, "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "whitelist_binding": { "symbol": "SZSE.002185", "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301688", "name": "格林生物", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.301201738685754, "last": 40.01, "vwap": 39.802177112880436, "above_vwap": true, "amount": 363429699.0, "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "whitelist_binding": { "symbol": "SZSE.301688", "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.4561746497230401, "last": 61.1, "vwap": 61.27954061447956, "above_vwap": false, "amount": 4468718580.0, "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "whitelist_binding": { "symbol": "SZSE.002156", "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002281", "name": "光迅科技", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.8802456499488187, "last": 193.68, "vwap": 194.16783486410498, "above_vwap": false, "amount": 5179426995.0, "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "whitelist_binding": { "symbol": "SZSE.002281", "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.2191780821917853, "last": 72.11, "vwap": 72.19992344230282, "above_vwap": false, "amount": 8167060400.0, "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "whitelist_binding": { "symbol": "SHSE.600584", "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300661", "name": "圣邦股份", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.0298889155278443, "last": 122.59, "vwap": 122.8633518364806, "above_vwap": false, "amount": 1657819779.0, "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "whitelist_binding": { "symbol": "SZSE.300661", "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002902", "name": "铭普光磁", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -3.141025641025641, "last": 30.22, "vwap": 30.264200381410706, "above_vwap": false, "amount": 1418743344.0, "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "whitelist_binding": { "symbol": "SZSE.002902", "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260921.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.8209, "divergence_pct_points": -4.3, "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。" } }, "pool_up_ratio": 0.5455, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 11, "active_samples": [], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 11, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,no_active_candidates,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": 0.5455, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 11, "signal_contract_total": 11, "active_contract_total": 0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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": [ "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SHSE.600487", "name": "亨通光电", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.209094833789039, "last": 71.72, "vwap": 72.18986634329038, "above_vwap": false, "amount": 12852553862.0, "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "whitelist_binding": { "symbol": "SHSE.600487", "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "0ff618bae7e91baebc1ae574b8501a12ce46026bd2a80a1bc7fc0b5cb613389a", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.171131765992352, "last": 37.74, "vwap": 36.77501413975663, "above_vwap": true, "amount": 1514979805.0, "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "769a0143fc891c4e2c25c6c00e58c59f9fbcd8c28e98e688a515f31f8b0b3ac7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688765", "name": "禾元生物-U", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.152317880794686, "last": 38.94, "vwap": 38.711551353924776, "above_vwap": true, "amount": 159372360.0, "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "whitelist_binding": { "symbol": "SHSE.688765", "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a749bc81095d75430cd2a28e8d01c16eac61b7910a9c6c7d9baba1b59e116ef", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002436", "name": "兴森科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.148320895522372, "last": 44.23, "vwap": 44.05451366280459, "above_vwap": true, "amount": 5438454819.0, "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "whitelist_binding": { "symbol": "SZSE.002436", "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "98ee3071f8629c02670af291bf60ceed881eaab1d6a8c3beeaf1e4a22ca2655e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.828618968386021, "last": 18.54, "vwap": 18.478058708423134, "above_vwap": true, "amount": 10504355076.0, "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "whitelist_binding": { "symbol": "SZSE.002185", "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d12c790f6218ad5e01ef271263d7df25061552507d319c5e0d8ef6e598f685db", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301688", "name": "格林生物", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.301201738685754, "last": 40.01, "vwap": 39.802177112880436, "above_vwap": true, "amount": 363429699.0, "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "whitelist_binding": { "symbol": "SZSE.301688", "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ceb2f528259a718b53baf10b2e8dd789b4a3ddbde512fbb98283f387acab361d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.4561746497230401, "last": 61.1, "vwap": 61.27954061447956, "above_vwap": false, "amount": 4468718580.0, "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "whitelist_binding": { "symbol": "SZSE.002156", "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "d3fcc96729906fb17a2a9fdb6269b2cac0940f2a9f65cfc2f9659e5dd7cee814", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002281", "name": "光迅科技", "theme": "宽带提速", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -0.8802456499488187, "last": 193.68, "vwap": 194.16783486410498, "above_vwap": false, "amount": 5179426995.0, "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "whitelist_binding": { "symbol": "SZSE.002281", "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "12c2a59ac0d1111afc99e233cee88f224268ada048531067b7f505a3076bdb03", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -1.2191780821917853, "last": 72.11, "vwap": 72.19992344230282, "above_vwap": false, "amount": 8167060400.0, "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "whitelist_binding": { "symbol": "SHSE.600584", "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d515c9073180e3dfd7503ff563f363a46bea0cbd13e5f1f55707be48b6d2140", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300661", "name": "圣邦股份", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -2.0298889155278443, "last": 122.59, "vwap": 122.8633518364806, "above_vwap": false, "amount": 1657819779.0, "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "whitelist_binding": { "symbol": "SZSE.300661", "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "3a275de8ebdd4bcaf1e4b84c31f6202641a7e5b0edb413f7670cf4c7fbff6e81", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002902", "name": "铭普光磁", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": -3.141025641025641, "last": 30.22, "vwap": 30.264200381410706, "above_vwap": false, "amount": 1418743344.0, "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "whitelist_binding": { "symbol": "SZSE.002902", "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "833618778144e0578cc0258bb1939efd4993ea202d7538574a0b5c6d049f4da2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260921.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.7778, "market_up_ratio": 0.8209, "divergence_pct_points": -4.3, "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。" } }, "pool_up_ratio": 0.5455, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 11, "active_samples": [], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.5228, "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_20260921.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-21T09:25:11+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 11, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" }, "signals": [ { "event_id": "20260918:20260921:SZSE.002902:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.002902", "name": "铭普光磁", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W0", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.002902:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 32.08, "invalid_price": 31.12, "chase_ceiling": 33.04, "intraday_vwap": 30.2642, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.146, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3159, "prev_amount_yi": 0.1943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 30.19, "high": 30.19, "low": 30.18, "close": 30.18, "amount_yi": 0.0429 }, { "time": "14:52", "open": 30.18, "high": 30.18, "low": 30.18, "close": 30.18, "amount_yi": 0.0789 }, { "time": "14:53", "open": 30.18, "high": 30.19, "low": 30.18, "close": 30.19, "amount_yi": 0.0531 }, { "time": "14:54", "open": 30.21, "high": 30.23, "low": 30.21, "close": 30.23, "amount_yi": 0.1043 }, { "time": "14:55", "open": 30.22, "high": 30.22, "low": 30.22, "close": 30.22, "amount_yi": 0.0367 } ] }, "quote": { "last": 30.22, "ts": "2026-09-21T14:55:15", "prev_close": 31.2, "open": 30.6, "high": 30.8, "low": 29.88, "bid1": 30.21, "ask1": 30.22, "bid_qty1": 472, "ask_qty1": 31 } }, { "event_id": "20260918:20260921:SZSE.002156:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.002156", "name": "通富微电", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W1", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.002156:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 62.23, "invalid_price": 60.36, "chase_ceiling": 64.1, "intraday_vwap": 61.2795, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2929, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3934, "prev_amount_yi": 0.9865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4125, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 61.11, "high": 61.11, "low": 61.08, "close": 61.08, "amount_yi": 0.1881 }, { "time": "14:52", "open": 61.1, "high": 61.1, "low": 61.07, "close": 61.07, "amount_yi": 0.3829 }, { "time": "14:53", "open": 61.08, "high": 61.08, "low": 61.08, "close": 61.08, "amount_yi": 0.4436 }, { "time": "14:54", "open": 61.08, "high": 61.08, "low": 61.08, "close": 61.08, "amount_yi": 0.2502 }, { "time": "14:55", "open": 61.1, "high": 61.1, "low": 61.1, "close": 61.1, "amount_yi": 0.1286 } ] }, "quote": { "last": 61.1, "ts": "2026-09-21T14:55:18", "prev_close": 61.38, "open": 61.9, "high": 61.98, "low": 60.7, "bid1": 61.09, "ask1": 61.1, "bid_qty1": 3, "ask_qty1": 64 } }, { "event_id": "20260918:20260921:SHSE.600584:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.600584", "name": "长电科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W2", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SHSE.600584:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 74.0, "invalid_price": 71.78, "chase_ceiling": 76.22, "intraday_vwap": 72.1999, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.1245, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7052, "prev_amount_yi": 1.7086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.998, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 72.11, "high": 72.13, "low": 72.11, "close": 72.13, "amount_yi": 0.2775 }, { "time": "14:52", "open": 72.12, "high": 72.12, "low": 72.11, "close": 72.11, "amount_yi": 0.4382 }, { "time": "14:53", "open": 72.11, "high": 72.11, "low": 72.11, "close": 72.11, "amount_yi": 0.3364 }, { "time": "14:54", "open": 72.11, "high": 72.11, "low": 72.11, "close": 72.11, "amount_yi": 0.3893 }, { "time": "14:55", "open": 72.11, "high": 72.11, "low": 72.11, "close": 72.11, "amount_yi": 0.2638 } ] }, "quote": { "last": 72.11, "ts": "2026-09-21T14:55:17", "prev_close": 73.0, "open": 73.1, "high": 73.35, "low": 71.33, "bid1": 72.1, "ask1": 72.11, "bid_qty1": 1552, "ask_qty1": 107 } }, { "event_id": "20260918:20260921:SZSE.300661:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300661", "name": "圣邦股份", "theme": "共封装光学(CPO) / 无线耳机", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W3", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.300661:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 127.47, "invalid_price": 123.65, "chase_ceiling": 131.29, "intraday_vwap": 122.8634, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2225, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1838, "prev_amount_yi": 0.2049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 122.51, "high": 122.56, "low": 122.51, "close": 122.56, "amount_yi": 0.0387 }, { "time": "14:52", "open": 122.59, "high": 122.6, "low": 122.59, "close": 122.6, "amount_yi": 0.0332 }, { "time": "14:53", "open": 122.56, "high": 122.56, "low": 122.56, "close": 122.56, "amount_yi": 0.0408 }, { "time": "14:54", "open": 122.55, "high": 122.59, "low": 122.55, "close": 122.59, "amount_yi": 0.0453 }, { "time": "14:55", "open": 122.59, "high": 122.59, "low": 122.59, "close": 122.59, "amount_yi": 0.0258 } ] }, "quote": { "last": 122.59, "ts": "2026-09-21T14:55:15", "prev_close": 125.13, "open": 124.99, "high": 125.1, "low": 120.68, "bid1": 122.53, "ask1": 122.6, "bid_qty1": 105, "ask_qty1": 33 } }, { "event_id": "20260918:20260921:SZSE.002436:VWAP_RECLAIM:BUY", "symbol": "SZSE.002436", "name": "兴森科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W4", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.002436:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 44.0, "invalid_price": 42.68, "chase_ceiling": 45.32, "intraday_vwap": 44.0545, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3984, "sim_reason": "trigger_touched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3465, "prev_amount_yi": 0.9001, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 44.26, "high": 44.26, "low": 44.23, "close": 44.23, "amount_yi": 0.2711 }, { "time": "14:52", "open": 44.25, "high": 44.25, "low": 44.24, "close": 44.24, "amount_yi": 0.2 }, { "time": "14:53", "open": 44.23, "high": 44.23, "low": 44.23, "close": 44.23, "amount_yi": 0.3274 }, { "time": "14:54", "open": 44.22, "high": 44.25, "low": 44.22, "close": 44.25, "amount_yi": 0.2918 }, { "time": "14:55", "open": 44.23, "high": 44.23, "low": 44.23, "close": 44.23, "amount_yi": 0.2562 } ] }, "quote": { "last": 44.23, "ts": "2026-09-21T14:55:18", "prev_close": 42.88, "open": 43.33, "high": 44.79, "low": 42.77, "bid1": 44.22, "ask1": 44.23, "bid_qty1": 722, "ask_qty1": 119 } }, { "event_id": "20260918:20260921:SZSE.300456:VWAP_RECLAIM:BUY", "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W5", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.300456:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 36.67, "invalid_price": 35.57, "chase_ceiling": 37.77, "intraday_vwap": 36.775, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.6241, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1939, "prev_amount_yi": 0.398, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 37.39, "high": 37.5, "low": 37.39, "close": 37.5, "amount_yi": 0.1241 }, { "time": "14:52", "open": 37.58, "high": 37.74, "low": 37.58, "close": 37.74, "amount_yi": 0.3948 }, { "time": "14:53", "open": 37.79, "high": 37.85, "low": 37.79, "close": 37.85, "amount_yi": 0.3756 }, { "time": "14:54", "open": 37.77, "high": 37.78, "low": 37.77, "close": 37.78, "amount_yi": 0.2237 }, { "time": "14:55", "open": 37.74, "high": 37.74, "low": 37.74, "close": 37.74, "amount_yi": 0.0757 } ] }, "quote": { "last": 37.74, "ts": "2026-09-21T14:55:15", "prev_close": 36.58, "open": 36.57, "high": 37.98, "low": 36.13, "bid1": 37.74, "ask1": 37.75, "bid_qty1": 3, "ask_qty1": 2 } }, { "event_id": "20260918:20260921:SZSE.002185:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.002185", "name": "华天科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W6", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.002185:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 18.4781, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.335, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2272, "prev_amount_yi": 1.7691, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 18.55, "high": 18.55, "low": 18.54, "close": 18.54, "amount_yi": 0.4448 }, { "time": "14:52", "open": 18.54, "high": 18.54, "low": 18.54, "close": 18.54, "amount_yi": 0.3973 }, { "time": "14:53", "open": 18.54, "high": 18.55, "low": 18.54, "close": 18.55, "amount_yi": 0.5421 }, { "time": "14:54", "open": 18.55, "high": 18.55, "low": 18.54, "close": 18.54, "amount_yi": 0.5865 }, { "time": "14:55", "open": 18.54, "high": 18.54, "low": 18.54, "close": 18.54, "amount_yi": 0.2565 } ] }, "quote": { "last": 18.54, "ts": "2026-09-21T14:55:18", "prev_close": 18.03, "open": 18.68, "high": 18.83, "low": 18.24, "bid1": 18.53, "ask1": 18.54, "bid_qty1": 766, "ask_qty1": 5082 } }, { "event_id": "20260918:20260921:SHSE.688765:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688765", "name": "禾元生物-U", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W7", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SHSE.688765:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 39.5, "invalid_price": 38.31, "chase_ceiling": 40.69, "intraday_vwap": 38.9092, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0334, "prev_amount_yi": 0.027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 38.87, "high": 38.9, "low": 38.87, "close": 38.9, "amount_yi": 0.0118 }, { "time": "14:52", "open": 38.9, "high": 38.9, "low": 38.9, "close": 38.9, "amount_yi": 0.0049 }, { "time": "14:53", "open": 38.91, "high": 38.91, "low": 38.91, "close": 38.91, "amount_yi": 0.0064 }, { "time": "14:54", "open": 38.92, "high": 38.92, "low": 38.92, "close": 38.92, "amount_yi": 0.0084 }, { "time": "14:55", "open": 38.94, "high": 38.94, "low": 38.94, "close": 38.94, "amount_yi": 0.0019 } ] }, "quote": { "last": 38.94, "ts": "2026-09-21T14:55:18", "prev_close": 37.75, "open": 37.98, "high": 39.12, "low": 37.98, "bid1": 38.93, "ask1": 38.94, "bid_qty1": 4, "ask_qty1": 34 } }, { "event_id": "20260918:20260921:SZSE.301688:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301688", "name": "格林生物", "theme": "医疗服务 / 次新股", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W8", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.301688:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 40.46, "invalid_price": 39.25, "chase_ceiling": 41.67, "intraday_vwap": 39.8022, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5221, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0829, "prev_amount_yi": 0.0762, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 39.9, "high": 39.9, "low": 39.89, "close": 39.89, "amount_yi": 0.0206 }, { "time": "14:52", "open": 39.89, "high": 39.9, "low": 39.89, "close": 39.9, "amount_yi": 0.0183 }, { "time": "14:53", "open": 39.9, "high": 39.92, "low": 39.9, "close": 39.92, "amount_yi": 0.0134 }, { "time": "14:54", "open": 39.92, "high": 39.97, "low": 39.92, "close": 39.97, "amount_yi": 0.0179 }, { "time": "14:55", "open": 40.01, "high": 40.01, "low": 40.01, "close": 40.01, "amount_yi": 0.0127 } ] }, "quote": { "last": 40.01, "ts": "2026-09-21T14:55:15", "prev_close": 39.11, "open": 38.74, "high": 40.66, "low": 38.74, "bid1": 40.0, "ask1": 40.01, "bid_qty1": 30, "ask_qty1": 42 } }, { "event_id": "20260918:20260921:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM:BUY", "symbol": "SZSE.002281", "name": "光迅科技", "theme": "宽带提速", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S0", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SZSE.002281:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_RECONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 194.1678, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2512, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2499, "prev_amount_yi": 1.2391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_RECONFIRM", "bars": [ { "time": "14:51", "open": 193.77, "high": 193.77, "low": 193.58, "close": 193.58, "amount_yi": 0.2873 }, { "time": "14:52", "open": 193.52, "high": 193.53, "low": 193.52, "close": 193.53, "amount_yi": 0.3014 }, { "time": "14:53", "open": 193.58, "high": 193.6, "low": 193.58, "close": 193.6, "amount_yi": 0.3153 }, { "time": "14:54", "open": 193.63, "high": 193.66, "low": 193.63, "close": 193.66, "amount_yi": 0.2006 }, { "time": "14:55", "open": 193.68, "high": 193.68, "low": 193.68, "close": 193.68, "amount_yi": 0.1453 } ] }, "quote": { "last": 193.68, "ts": "2026-09-21T14:55:18", "prev_close": 195.4, "open": 198.0, "high": 199.48, "low": 191.73, "bid1": 193.68, "ask1": 193.7, "bid_qty1": 14, "ask_qty1": 16 } }, { "event_id": "20260918:20260921:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM:BUY", "symbol": "SHSE.600487", "name": "亨通光电", "theme": "宽带提速", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S1", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20260918:SHSE.600487:CORE_MAINLINE_GAP_RECONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_RECONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 72.1899, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.6509, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.8295, "prev_amount_yi": 3.1761, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_RECONFIRM", "bars": [ { "time": "14:51", "open": 71.67, "high": 71.67, "low": 71.65, "close": 71.65, "amount_yi": 0.5746 }, { "time": "14:52", "open": 71.61, "high": 71.61, "low": 71.55, "close": 71.55, "amount_yi": 0.5521 }, { "time": "14:53", "open": 71.57, "high": 71.64, "low": 71.57, "close": 71.64, "amount_yi": 1.1557 }, { "time": "14:54", "open": 71.73, "high": 71.73, "low": 71.72, "close": 71.72, "amount_yi": 1.1648 }, { "time": "14:55", "open": 71.72, "high": 71.72, "low": 71.72, "close": 71.72, "amount_yi": 0.3823 } ] }, "quote": { "last": 71.72, "ts": "2026-09-21T14:55:18", "prev_close": 69.49, "open": 71.68, "high": 74.28, "low": 71.18, "bid1": 71.71, "ask1": 71.72, "bid_qty1": 182, "ask_qty1": 257 } } ], "snapshot_kind": "intraday_execution_final" }