{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-09-25T14:55:24", "trade_date": "20260925", "plan_date": "20260924", "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": "20260925", "plan_date": "20260924", "status": "SYSTEM_HALT", "hard_block_new_entries": true, "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "block_reason": "data_pipeline_health_gate:evidence_pack_20260925_missing,market_trajectory_dashboard_recovered_UNKNOWN,execution_regime_unconfirmed,plan_contract_disallows_new_positions", "blockers": [ "evidence_pack_20260925_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "soft_restrictions": [], "entry_reconfirmation_required": false, "evidence": { "path": null, "state": "missing" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260925.json", "state": "dashboard_recovered", "current_record_state": "dashboard_recovered", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "UNKNOWN", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_regime_known": true, "execution_regime_confirmed": false, "comparison_state": "unknown_execution", "mismatch": true, "regime_delta": null, "transition_direction": "unknown", "blocking_reasons": [ "evidence_pack_20260925_missing", "market_trajectory_dashboard_recovered_UNKNOWN", "execution_regime_unconfirmed", "plan_contract_disallows_new_positions" ], "note": "执行日 regime 未确认；UNKNOWN 不是一致，确认前不得放行新入场。", "action": "hard_block_new_entries_until_execution_regime_reconfirmed" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": null, "market_up_ratio": 0.2063, "divergence_pct_points": null, "source": "kaipanla_exact_date_visible_market_header", "state": "unavailable", "alert_kind": "data_unavailable", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "候选池或全市场广度缺失；补齐同交易日全市场数据后再判断剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260925", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "UNKNOWN", "plan_score": null, "execution_score": null, "score_delta": null, "mismatch": true, "comparison_state": "unknown_execution", "execution_regime_confirmed": false, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260925.json", "triggers": [ "execution_regime_unknown" ], "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_20260925.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260925", "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_20260924_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_20260925.json", "crosscheck_path": "reports/external_checks/kaipanla/kaipanla_preopen_plan_crosscheck_20260925.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": 2 }, "confirmed_sectors": [ "机器人概念", "海峡两岸" ], "watch_sectors": [ "芯片" ], "rotation_candidates_not_in_plan": [ { "sector_name": "机器人概念", "sector_code": "801159", "validation_state": "CONFIRMED", "score": 74, "current_rank": 2, "interval_rank": 5, "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" }, { "sector_name": "海峡两岸", "sector_code": "803014", "validation_state": "CONFIRMED", "score": 70, "current_rank": 1, "interval_rank": 8, "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": "20260918", "interval_end": "20260924", "interval_provisional": false, "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/20260924_active_plan_v2_for_trading.json", "target_trade_date": "20260925", "targets_execution_date": true, "requested_allow_new_positions": false, "requested_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "reconciliation_status": "overridden_by_execution_health_gate", "entry_reconfirmation_required": false, "soft_restrictions": [], "permission_source": "execution_data_health_gate", "conditional_probe_reconfirmation": { "path": "reports/trading/20260925_conditional_probe_reconfirmation.json", "status": "NOT_READY", "candidate_symbols": [], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "preopen_quote_confirmation_failed:quote_source=public_http_tencent:24/24; quote_feed_stale" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 0, "active_plan_contracts": 0, "watch_candidate_contracts": 24, "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": 24, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0, "rejected_order_attempts": 0 }, "paper_orders": [], "intraday_market_gate": { "passed": false, "reason": "quote_stale,no_active_candidates,active_mainline_not_confirmed", "enabled": true, "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": 0.6667, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 24, "signal_contract_total": 24, "active_contract_total": 0, "dominant_theme": "纺织制造 / 服装鞋类", "dominant_theme_share": 0.2514, "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_20260925.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-09-25T09:25:12+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SHSE.600156", "name": "华升股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.036860879904873, "last": 9.17, "vwap": 9.154880521389416, "above_vwap": true, "amount": 472116273.0, "plan_id": "20260924:SHSE.600156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cf14e0ebc91de8a4d14acc0192cfebdbd1a5ebee0a4a4a15d5050b7cd624bfeb", "whitelist_binding": { "symbol": "SHSE.600156", "plan_id": "20260924:SHSE.600156:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cf14e0ebc91de8a4d14acc0192cfebdbd1a5ebee0a4a4a15d5050b7cd624bfeb", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.601566", "name": "九牧王", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 6.850828729281755, "last": 9.67, "vwap": 9.51058637245005, "above_vwap": true, "amount": 439966383.0, "plan_id": "20260924:SHSE.601566:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "a1b424ff83e8fa2fd7e4fc4135f32981e7afae3ee6f91e290e773dcde8ac4d0a", "whitelist_binding": { "symbol": "SHSE.601566", "plan_id": "20260924:SHSE.601566:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "a1b424ff83e8fa2fd7e4fc4135f32981e7afae3ee6f91e290e773dcde8ac4d0a", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600232", "name": "金鹰股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.9877300613497146, "last": 6.78, "vwap": 6.7652263270806134, "above_vwap": true, "amount": 88612964.0, "plan_id": "20260924:SHSE.600232:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2e4eb2b15171929cac81df0122aeee27519d32d1e672f63a496507f4face8b01", "whitelist_binding": { "symbol": "SHSE.600232", "plan_id": "20260924:SHSE.600232:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "2e4eb2b15171929cac81df0122aeee27519d32d1e672f63a496507f4face8b01", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002494", "name": "华斯股份", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.950103950103956, "last": 5.0, "vwap": 4.949656989779577, 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2.857142857142847, "last": 12.24, "vwap": 12.321865408029822, "above_vwap": false, "amount": 81973674.0, "plan_id": "20260924:SZSE.300384:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "25759a9bf2af1f84ea25bc2c0d3a966ed0639f047be542c2aebedc5d704b5aee", "whitelist_binding": { "symbol": "SZSE.300384", "plan_id": "20260924:SZSE.300384:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "25759a9bf2af1f84ea25bc2c0d3a966ed0639f047be542c2aebedc5d704b5aee", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600033", "name": "福建高速", "theme": "公路铁路运输 / 公路桥梁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.754820936639124, "last": 3.73, "vwap": 3.6890090911534412, "above_vwap": true, "amount": 178421507.0, "plan_id": "20260924:SHSE.600033:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": 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"b333688b6359a2a46a92d777bc85af780dde74ca699974a7d43c95ce7b954409", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600377", "name": "宁沪高速", "theme": "公路铁路运输 / 公路桥梁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 1.5103338632750374, "last": 12.77, "vwap": 12.724410825588869, "above_vwap": true, "amount": 124733582.0, "plan_id": "20260924:SHSE.600377:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "38517e72a2a3ad47dd77a35f496a7030cc701b78e1e89554f4fd9e282a32b6dc", "whitelist_binding": { "symbol": "SHSE.600377", "plan_id": "20260924:SHSE.600377:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "38517e72a2a3ad47dd77a35f496a7030cc701b78e1e89554f4fd9e282a32b6dc", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600368", "name": "五洲交通", "theme": "公路铁路运输 / 公路桥梁", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 0.728155339805836, "last": 4.15, "vwap": 4.158345368863575, "above_vwap": false, "amount": 122654555.0, "plan_id": "20260924:SHSE.600368:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "819cd6755920abfd63b2b7d018bb9d759c4df334819761de23fe486f0b8819d7", "whitelist_binding": { "symbol": "SHSE.600368", "plan_id": "20260924:SHSE.600368:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "819cd6755920abfd63b2b7d018bb9d759c4df334819761de23fe486f0b8819d7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "UNKNOWN", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260925.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": null, "market_up_ratio": 0.2063, "divergence_pct_points": null, "source": 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