{ "schema_version": "local_paper_execution_decision_trace_v1", "entry_evidence_enforcement": { "version": "entry_evidence_v1", "official_precheck": true, "broker_actual_price_quantity_recheck": true, "sell_path_unchanged": true }, "captured_at": "2026-10-15T14:58:51", "trade_date": "20261015", "plan_date": "20261014", "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": "20261015", "plan_date": "20261014", "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/20261015/evidence/preopen_execution_evidence_20261015.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20261015.json", "state": "verified_full_market_breadth_candidate_regime_proxy", "current_record_state": "verified_full_market_breadth_candidate_regime_proxy", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_scope": "runtime_candidate_confirmation", "regime_scope_note": "derived from same-day runtime candidate quotes; only confirms whether Strict Gate may evaluate a probe", "whole_market_observed_at": "2026-10-15T14:53:56+08:00", "whole_market_source": "tencent_full_a_dated_quotes", "preopen_regime_alert_usage": "comparison_with_frozen_plan_not_a_new_whole_market_classification", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "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": 0.0417, "market_up_ratio": 0.0752, "divergence_pct_points": -3.3, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-15T14:53:56+08:00", "candidate_observed_at": "2026-10-15T14:58:52+08:00", "market_time_basis": "publication_unverified", "candidate_time_basis": "publication_unverified", "comparison_valid": false, "comparison_scope": "source_clock_alignment_only_not_quote_freshness_or_entry_permission", "requested_trade_date": null, "decision_at": null, "diagnostic_state": "normal", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 296.0, "time_alignment": "ASYNCHRONOUS", "state": "unavailable", "alert_kind": "time_unverified", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "广度比较时点不可验证或不同步；保留已有风险收紧，补齐同交易日来源事件时间后再判断。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20261015", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20261015.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD", "external_tech_shock_extreme" ], "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_20261015.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20261015", "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_20261014_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "UNAVAILABLE", "content_dates_match": false, "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": null, "crosscheck_path": null, "preopen_overall_state": null, "preopen_summary": {}, "confirmed_sectors": [], "watch_sectors": [], "rotation_candidates_not_in_plan": [], "interval_start": null, "interval_end": null, "interval_provisional": null, "action": "开盘啦证据缺失只记数据质量告警，继续依赖主板块合同，不得判成板块转弱。" }, "plan_contract": { "path": "reports/trade_plan/20261014_active_plan_v2_for_trading.json", "target_trade_date": "20261015", "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/20261015_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300031", "SZSE.300494", "SHSE.600633" ], "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" }, "runtime_plan_refresh": { "loaded_at": "2026-10-15T14:58:51.956842+08:00", "plan_date": "20261014", "execution_date": "20261015", "status": "PROBE_READY", "plan_digest": "4a7f31c483e19759537214a3e737284b5d0ccd6c309da060c91d8309f5d24221", "active_symbols": [ "SZSE.300031", "SHSE.600633", "SZSE.300494" ], "candidate_permission": true, "grant_validated": true, "probe_symbols": [ "SZSE.300031", "SHSE.600633", "SZSE.300494" ], "grant_generated_at": "2026-10-15T14:58:51+08:00", "error": null, "policy": "dated_candidate_grant_only_all_live_market_stock_risk_gates_still_required" }, "summary": { "active_contracts": 3, "active_plan_contracts": 3, "watch_candidate_contracts": 0, "watch_only_contracts": 21, "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": "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": 0.0417, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "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": 0.0417, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "signal_contract_total": 24, "active_contract_total": 3, "dominant_theme": "油气开采及服务", "dominant_theme_share": 0.4132, "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", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.000032", "name": "深桑达Ａ", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.5546751188589605, "last": 12.69, "vwap": 12.783209253586975, "above_vwap": false, "amount": 634353976.0, "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "whitelist_binding": { "symbol": "SZSE.000032", "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002605", "name": "姚记科技", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.9900990099010021, "last": 17.0, "vwap": 17.13539259568102, "above_vwap": false, "amount": 139733986.0, "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "whitelist_binding": { "symbol": "SZSE.002605", "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600892", "name": "大晟文化", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.538461538461522, "last": 4.48, "vwap": 4.564580497919121, "above_vwap": false, "amount": 459007368.0, "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "whitelist_binding": { "symbol": "SHSE.600892", "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000156", "name": "华数传媒", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.7473118279569988, "last": 7.31, "vwap": 7.355523900769477, "above_vwap": false, "amount": 122070068.0, "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "whitelist_binding": { "symbol": "SZSE.000156", "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300043", "name": "星辉娱乐", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.178649237472763, "last": 4.49, "vwap": 4.618258694992579, "above_vwap": false, "amount": 336384265.0, "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "whitelist_binding": { "symbol": "SZSE.300043", "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301139", "name": "元道退", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.409638554216853, "last": 0.81, "vwap": 0.8292553961602382, "above_vwap": false, "amount": 8133254.0, "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "whitelist_binding": { "symbol": "SZSE.301139", "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600938", "name": "中国海油", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.741258741258734, "last": 34.77, "vwap": 34.776434422616745, "above_vwap": false, "amount": 2169795640.0, "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "whitelist_binding": { "symbol": "SHSE.600938", "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600968", "name": "海油发展", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.941176470588236, "last": 3.96, "vwap": 3.958940090747196, "above_vwap": true, "amount": 334349910.0, "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "whitelist_binding": { "symbol": "SHSE.600968", "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000815", "name": "美利云", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -3.13565098841172, "last": 14.21, "vwap": 14.172109279914174, "above_vwap": true, "amount": 766186744.0, "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "whitelist_binding": { "symbol": "SZSE.000815", "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "COLD", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20261015.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.0417, "market_up_ratio": 0.0752, "divergence_pct_points": -3.3, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-15T14:53:56+08:00", "candidate_observed_at": "2026-10-15T14:58:51+08:00", "market_time_basis": "publication_unverified", "candidate_time_basis": "publication_unverified", "comparison_valid": false, "comparison_scope": "source_clock_alignment_only_not_quote_freshness_or_entry_permission", "requested_trade_date": null, "decision_at": null, "diagnostic_state": "normal", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 295.0, "time_alignment": "ASYNCHRONOUS", "state": "unavailable", "alert_kind": "time_unverified", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "广度比较时点不可验证或不同步；保留已有风险收紧，补齐同交易日来源事件时间后再判断。" } }, "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": "油气开采及服务", "dominant_theme_share": 0.4132, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 24, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整", "raw_passed_before_hysteresis": false, "hysteresis": { "required_snapshots": 2, "confirmation_streak": 0, "confirmed": false, "max_gap_seconds": 120 }, "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.0417, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "signal_contract_total": 24, "active_contract_total": 3, "dominant_theme": "油气开采及服务", "dominant_theme_share": 0.4132, "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", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.000032", "name": "深桑达Ａ", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.5546751188589605, "last": 12.69, "vwap": 12.783209253586975, "above_vwap": false, "amount": 634353976.0, "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "whitelist_binding": { "symbol": "SZSE.000032", "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002605", "name": "姚记科技", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.9900990099010021, "last": 17.0, "vwap": 17.13539259568102, "above_vwap": false, "amount": 139733986.0, "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "whitelist_binding": { "symbol": "SZSE.002605", "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600892", "name": "大晟文化", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.538461538461522, "last": 4.48, "vwap": 4.564580497919121, "above_vwap": false, "amount": 459007368.0, "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "whitelist_binding": { "symbol": "SHSE.600892", "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000156", "name": "华数传媒", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.7473118279569988, "last": 7.31, "vwap": 7.355523900769477, "above_vwap": false, "amount": 122070068.0, "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "whitelist_binding": { "symbol": "SZSE.000156", "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300043", "name": "星辉娱乐", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.178649237472763, "last": 4.49, "vwap": 4.618258694992579, "above_vwap": false, "amount": 336384265.0, "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "whitelist_binding": { "symbol": "SZSE.300043", "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301139", "name": "元道退", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.409638554216853, "last": 0.81, "vwap": 0.8292553961602382, "above_vwap": false, "amount": 8133254.0, "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "whitelist_binding": { "symbol": "SZSE.301139", "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600938", "name": "中国海油", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.741258741258734, "last": 34.77, "vwap": 34.776434422616745, "above_vwap": false, "amount": 2169795640.0, "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "whitelist_binding": { "symbol": "SHSE.600938", "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600968", "name": "海油发展", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.941176470588236, "last": 3.96, "vwap": 3.958940090747196, "above_vwap": true, "amount": 334349910.0, "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "whitelist_binding": { "symbol": "SHSE.600968", "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000815", "name": "美利云", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -3.13565098841172, "last": 14.21, "vwap": 14.172109279914174, "above_vwap": true, "amount": 766186744.0, "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "whitelist_binding": { "symbol": "SZSE.000815", "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "COLD", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20261015.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.0417, "market_up_ratio": 0.0752, "divergence_pct_points": -3.3, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-15T14:53:56+08:00", "candidate_observed_at": "2026-10-15T14:58:51+08:00", "market_time_basis": "publication_unverified", "candidate_time_basis": "publication_unverified", "comparison_valid": false, "comparison_scope": "source_clock_alignment_only_not_quote_freshness_or_entry_permission", "requested_trade_date": null, "decision_at": null, "diagnostic_state": "normal", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 295.0, "time_alignment": "ASYNCHRONOUS", "state": "unavailable", "alert_kind": "time_unverified", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "广度比较时点不可验证或不同步；保留已有风险收紧，补齐同交易日来源事件时间后再判断。" } }, "pool_up_ratio": 0.0417, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "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": "油气开采及服务", "dominant_theme_share": 0.4132, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 24, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.0417, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "signal_contract_total": 24, "active_contract_total": 3, "dominant_theme": "油气开采及服务", "dominant_theme_share": 0.4132, "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", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.000032", "name": "深桑达Ａ", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.5546751188589605, "last": 12.69, "vwap": 12.783209253586975, "above_vwap": false, "amount": 634353976.0, "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "whitelist_binding": { "symbol": "SZSE.000032", "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c6b0fefbbdced7ecc7bbb22a69e3f51543f63948ab0af0b8ea7ef1302bb1f7e6", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002605", "name": "姚记科技", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -0.9900990099010021, "last": 17.0, "vwap": 17.13539259568102, "above_vwap": false, "amount": 139733986.0, "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "whitelist_binding": { "symbol": "SZSE.002605", "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7a372ba9a528a23b30ac0e0dbb45c811e88f588a407c6f5bb3dfc347239e9b21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600892", "name": "大晟文化", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.538461538461522, "last": 4.48, "vwap": 4.564580497919121, "above_vwap": false, "amount": 459007368.0, "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "whitelist_binding": { "symbol": "SHSE.600892", "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5e56b9dff972ef789a9a016a0cbdd13eaec7ec1f60982194489c522d30826563", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000156", "name": "华数传媒", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -1.7473118279569988, "last": 7.31, "vwap": 7.355523900769477, "above_vwap": false, "amount": 122070068.0, "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "whitelist_binding": { "symbol": "SZSE.000156", "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "14f74729bd537213d4ef3d135a0f7742b6d903eb71ddfefdf74638e77f6c8a21", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300043", "name": "星辉娱乐", "theme": "游戏", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.178649237472763, "last": 4.49, "vwap": 4.618258694992579, "above_vwap": false, "amount": 336384265.0, "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "whitelist_binding": { "symbol": "SZSE.300043", "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56331277fc57ff6d8b4a8bd2c2cdf6b71e1f762bb8e8ec82b3072f5838637fb0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301139", "name": "元道退", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.409638554216853, "last": 0.81, "vwap": 0.8292553961602382, "above_vwap": false, "amount": 8133254.0, "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "whitelist_binding": { "symbol": "SZSE.301139", "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "46092426e04682d7e6d25fbe5afc17f257c7477a7ef1b2fb547c761465d5e5c3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600938", "name": "中国海油", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.741258741258734, "last": 34.77, "vwap": 34.776434422616745, "above_vwap": false, "amount": 2169795640.0, "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "whitelist_binding": { "symbol": "SHSE.600938", "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c3b4967073d0e71456461ca9dcfd7a974c3f410cdd6b232fc6974b05114b6a9", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600968", "name": "海油发展", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -2.941176470588236, "last": 3.96, "vwap": 3.958940090747196, "above_vwap": true, "amount": 334349910.0, "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "whitelist_binding": { "symbol": "SHSE.600968", "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5ed37b65fee2633d4aa10f0210c7799a450d58d93ac846f9cff3b4f80118834e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.000815", "name": "美利云", "theme": "通信服务", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -3.13565098841172, "last": 14.21, "vwap": 14.172109279914174, "above_vwap": true, "amount": 766186744.0, "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "whitelist_binding": { "symbol": "SZSE.000815", "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "c194c09f47a76aa67c294540045fa13afb960562b46f47fb067c04ac024591e0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "COLD", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20261015.json", "full_market_breadth_available": true, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.0417, "market_up_ratio": 0.0752, "divergence_pct_points": -3.3, "source": "tencent_full_a_dated_quotes", "market_observed_at": "2026-10-15T14:53:56+08:00", "candidate_observed_at": "2026-10-15T14:58:51+08:00", "market_time_basis": "publication_unverified", "candidate_time_basis": "publication_unverified", "comparison_valid": false, "comparison_scope": "source_clock_alignment_only_not_quote_freshness_or_entry_permission", "requested_trade_date": null, "decision_at": null, "diagnostic_state": "normal", "candidate_scope": "runtime_candidate_confirmation", "candidate_source": "dated_trajectory_evidence", "observation_skew_seconds": 295.0, "time_alignment": "ASYNCHRONOUS", "state": "unavailable", "alert_kind": "time_unverified", "alert": false, "selection_review_required": false, "recommended_total_position_cap_pct": null, "action": "广度比较时点不可验证或不同步；保留已有风险收紧，补齐同交易日来源事件时间后再判断。" } }, "pool_up_ratio": 0.0417, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 3, "sample_total": 24, "active_samples": [ { "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "priority": 0, "ret_pct": -0.8729812309035356, "last": 22.71, "vwap": 23.196737439822243, "above_vwap": false, "amount": 1146292297.0, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "whitelist_binding": { "symbol": "SZSE.300031", "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "cdf76856d5dff7d67efc8b0c1ba7b0d0477205e38c1bc0ffb719820fcd49bba3", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "priority": 2, "ret_pct": -1.9144144144144115, "last": 8.71, "vwap": 8.861105049057667, "above_vwap": false, "amount": 295594945.0, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "whitelist_binding": { "symbol": "SZSE.300494", "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5b200472b52fcdbdd2ceff99b7c9f44b8f90dc9adb3f53eb6128899114b209a7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "priority": 1, "ret_pct": -1.933701657458553, "last": 10.65, "vwap": 10.78255718679857, "above_vwap": false, "amount": 324258451.0, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "whitelist_binding": { "symbol": "SHSE.600633", "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed9e0a3fd3720505a47c751dcb9e86ccedf5626c96fb55f81ad40a5009d5a12e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "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": "油气开采及服务", "dominant_theme_share": 0.4132, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "source_sha256": "d0329b88a0e27e9021875d3895f79ca79a7ee2dc18b4d51f5d63ff15f940ce84", "source_file": "reports/external_checks/external_tech_shock_20261015.json", "source_generated_at": "2026-10-15T14:56:54+08:00", "enabled": true, "level": "EXTREME", "score": 100.0, "raw_score": 100.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "nasdaq_negative_-1.88%", "sox_negative_-4.30%", "nvidia_negative_-3.16%", "korea_tech_negative_-7.65%", "korea_market_stress_-9.29%", "taiwan_tech_negative_-3.41%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "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_errors": {}, "source_ths_errors": {} }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 24, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 3, "active_quote_total": 3, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" }, "signals": [ { "event_id": "20261014:20261015:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300031", "name": "宝通科技", "theme": "游戏", "paper_scope": "active", "decision": "active_plan", "priority": "P0", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300031:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "trigger_price": 24.0, "invalid_price": 23.28, "chase_ceiling": 24.72, "intraday_vwap": 23.196737439822243, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -2.0983, "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": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/2", "window_min": 3, "bar_count": 0, "min_samples": 2, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "bars": [] }, "quote": { "last": 22.71, "ts": "2026-10-15T14:58:48", "prev_close": 22.91, "open": 22.41, "high": 23.95, "low": 22.1, "bid1": 22.6, "ask1": 22.6, "bid_qty1": 960, "ask_qty1": 960 } }, { "event_id": "20261014:20261015:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600633", "name": "浙数文化", "theme": "游戏", "paper_scope": "active", "decision": "active_plan", "priority": "P1", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600633:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.03, "invalid_price": 10.7, "chase_ceiling": 11.36, "intraday_vwap": 10.78255718679857, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -1.2294, "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": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/2", "window_min": 3, "bar_count": 0, "min_samples": 2, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "bars": [] }, "quote": { "last": 10.65, "ts": "2026-10-15T14:58:48", "prev_close": 10.86, "open": 10.6, "high": 10.99, "low": 10.53, "bid1": 10.65, "ask1": 10.65, "bid_qty1": 850, "ask_qty1": 850 } }, { "event_id": "20261014:20261015:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300494", "name": "盛天网络", "theme": "游戏", "paper_scope": "active", "decision": "active_plan", "priority": "P2", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300494:CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.11, "invalid_price": 8.84, "chase_ceiling": 9.38, "intraday_vwap": 8.861105049057667, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -1.7053, "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": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/2", "window_min": 3, "bar_count": 0, "min_samples": 2, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CONDITIONAL_PROBE_SECOND_WAVE_BREAK_VWAP", "bars": [] }, "quote": { "last": 8.71, "ts": "2026-10-15T14:58:48", "prev_close": 8.88, "open": 8.65, "high": 9.05, "low": 8.62, "bid1": 8.7, "ask1": 8.7, "bid_qty1": 1360, "ask_qty1": 1360 } }, { "event_id": "20261014:20261015:SZSE.002115:VWAP_RECLAIM:BUY", "symbol": "SZSE.002115", "name": "三维通信", "theme": "通信服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W0", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.002115:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.65, "invalid_price": 10.33, "chase_ceiling": 10.97, "intraday_vwap": 10.0883, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0648, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 9.88, "ts": "2026-10-15T14:58:48", "prev_close": 10.38, "open": 10.01, "high": 10.4, "low": 9.86, "bid1": 9.87, "ask1": 9.87, "bid_qty1": 3508, "ask_qty1": 3508 } }, { "event_id": "20261014:20261015:SZSE.300571:VWAP_RECLAIM:BUY", "symbol": "SZSE.300571", "name": "平治信息", "theme": "通信服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W1", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300571:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 27.91, "invalid_price": 27.07, "chase_ceiling": 28.75, "intraday_vwap": 25.6063, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0944, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 25.07, "ts": "2026-10-15T14:58:48", "prev_close": 26.62, "open": 25.1, "high": 26.53, "low": 24.95, "bid1": 25.0, "ask1": 25.0, "bid_qty1": 248, "ask_qty1": 248 } }, { "event_id": "20261014:20261015:SHSE.600938:VWAP_RECLAIM:BUY", "symbol": "SHSE.600938", "name": "中国海油", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W2", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600938:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 36.14, "invalid_price": 35.06, "chase_ceiling": 37.22, "intraday_vwap": 34.7764, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0184, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 34.77, "ts": "2026-10-15T14:58:47", "prev_close": 35.75, "open": 35.76, "high": 35.76, "low": 34.24, "bid1": 34.77, "ask1": 34.77, "bid_qty1": 1291, "ask_qty1": 1291 } }, { "event_id": "20261014:20261015:SHSE.600777:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.600777", "name": "新潮能源", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W3", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600777:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 4.79, "invalid_price": 4.65, "chase_ceiling": 4.93, "intraday_vwap": 4.4305, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9141, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [] }, "quote": { "last": 4.39, "ts": "2026-10-15T14:58:46", "prev_close": 4.58, "open": 4.51, "high": 4.54, "low": 4.36, "bid1": 4.39, "ask1": 4.39, "bid_qty1": 7217, "ask_qty1": 7217 } }, { "event_id": "20261014:20261015:SZSE.000815:VWAP_RECLAIM:BUY", "symbol": "SZSE.000815", "name": "美利云", "theme": "通信服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W4", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.000815:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.42, "invalid_price": 14.96, "chase_ceiling": 15.88, "intraday_vwap": 14.1721, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2674, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 14.21, "ts": "2026-10-15T14:58:48", "prev_close": 14.67, "open": 13.83, "high": 14.69, "low": 13.8, "bid1": 14.19, "ask1": 14.19, "bid_qty1": 2042, "ask_qty1": 2042 } }, { "event_id": "20261014:20261015:SHSE.601808:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W5", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.601808:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.3, "invalid_price": 12.9, "chase_ceiling": 13.7, "intraday_vwap": 12.7264, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.286, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [] }, "quote": { "last": 12.69, "ts": "2026-10-15T14:58:48", "prev_close": 13.16, "open": 12.9, "high": 13.01, "low": 12.44, "bid1": 12.7, "ask1": 12.7, "bid_qty1": 418, "ask_qty1": 418 } }, { "event_id": "20261014:20261015:SHSE.600968:VWAP_RECLAIM:BUY", "symbol": "SHSE.600968", "name": "海油发展", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W6", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600968:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.15, "invalid_price": 4.03, "chase_ceiling": 4.27, "intraday_vwap": 3.9589, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0278, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 3.96, "ts": "2026-10-15T14:58:49", "prev_close": 4.08, "open": 4.07, "high": 4.09, "low": 3.9, "bid1": 3.96, "ask1": 3.96, "bid_qty1": 812, "ask_qty1": 812 } }, { "event_id": "20261014:20261015:SHSE.600583:VWAP_RECLAIM:BUY", "symbol": "SHSE.600583", "name": "海油工程", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W7", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600583:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.79, "invalid_price": 6.59, "chase_ceiling": 6.99, "intraday_vwap": 6.3789, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.1395, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 6.37, "ts": "2026-10-15T14:58:48", "prev_close": 6.72, "open": 6.69, "high": 6.69, "low": 6.22, "bid1": 6.39, "ask1": 6.39, "bid_qty1": 519, "ask_qty1": 519 } }, { "event_id": "20261014:20261015:SHSE.603393:VWAP_RECLAIM:BUY", "symbol": "SHSE.603393", "name": "新天然气", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W8", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.603393:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 25.81, "invalid_price": 25.04, "chase_ceiling": 26.58, "intraday_vwap": 24.1485, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.6088, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 23.76, "ts": "2026-10-15T14:58:44", "prev_close": 25.25, "open": 24.96, "high": 25.05, "low": 23.62, "bid1": 23.75, "ask1": 23.75, "bid_qty1": 244, "ask_qty1": 244 } }, { "event_id": "20261014:20261015:SZSE.000968:VWAP_RECLAIM:BUY", "symbol": "SZSE.000968", "name": "蓝焰控股", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W9", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.000968:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.24, "invalid_price": 7.02, "chase_ceiling": 7.46, "intraday_vwap": 6.7668, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7261, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 6.65, "ts": "2026-10-15T14:58:48", "prev_close": 7.17, "open": 7.0, "high": 7.04, "low": 6.63, "bid1": 6.65, "ask1": 6.65, "bid_qty1": 1221, "ask_qty1": 1221 } }, { "event_id": "20261014:20261015:SHSE.603727:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.603727", "name": "博迈科", "theme": "油气开采及服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W10", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.603727:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.3, "invalid_price": 20.66, "chase_ceiling": 21.94, "intraday_vwap": 19.7331, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.5867, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [] }, "quote": { "last": 19.42, "ts": "2026-10-15T14:58:48", "prev_close": 20.55, "open": 20.0, "high": 20.34, "low": 19.2, "bid1": 19.3, "ask1": 19.3, "bid_qty1": 838, "ask_qty1": 838 } }, { "event_id": "20261014:20261015:SZSE.000032:VWAP_RECLAIM:BUY", "symbol": "SZSE.000032", "name": "深桑达Ａ", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W11", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.000032:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.38, "invalid_price": 12.98, "chase_ceiling": 13.78, "intraday_vwap": 12.7832, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.7291, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 12.69, "ts": "2026-10-15T14:58:48", "prev_close": 12.62, "open": 12.35, "high": 13.13, "low": 12.35, "bid1": 12.69, "ask1": 12.69, "bid_qty1": 1326, "ask_qty1": 1326 } }, { "event_id": "20261014:20261015:SZSE.000539:VWAP_RECLAIM:BUY", "symbol": "SZSE.000539", "name": "粤电力Ａ", "theme": "电力 / AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W12", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.000539:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.28, "invalid_price": 5.12, "chase_ceiling": 5.44, "intraday_vwap": 5.0279, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7482, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 4.94, "ts": "2026-10-15T14:58:48", "prev_close": 5.14, "open": 5.08, "high": 5.21, "low": 4.92, "bid1": 4.94, "ask1": 4.94, "bid_qty1": 1493, "ask_qty1": 1493 } }, { "event_id": "20261014:20261015:SZSE.301139:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301139", "name": "元道退", "theme": "通信服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W13", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.301139:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 0.87, "invalid_price": 0.84, "chase_ceiling": 0.9, "intraday_vwap": 0.8293, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.3273, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [] }, "quote": { "last": 0.81, "ts": "2026-10-15T14:58:48", "prev_close": 0.83, "open": 0.81, "high": 0.86, "low": 0.81, "bid1": 0.81, "ask1": 0.81, "bid_qty1": 1011, "ask_qty1": 1011 } }, { "event_id": "20261014:20261015:SZSE.000156:VWAP_RECLAIM:BUY", "symbol": "SZSE.000156", "name": "华数传媒", "theme": "AI算力链 / 东数西算(算力)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W14", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.000156:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.54, "invalid_price": 7.31, "chase_ceiling": 7.77, "intraday_vwap": 7.3555, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.6186, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 7.31, "ts": "2026-10-15T14:58:48", "prev_close": 7.44, "open": 7.37, "high": 7.45, "low": 7.29, "bid1": 7.28, "ask1": 7.28, "bid_qty1": 665, "ask_qty1": 665 } }, { "event_id": "20261014:20261015:SZSE.300310:VWAP_RECLAIM:BUY", "symbol": "SZSE.300310", "name": "宜通世纪", "theme": "通信服务", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W15", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300310:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.39, "invalid_price": 4.26, "chase_ceiling": 4.52, "intraday_vwap": 4.2298, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9409, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 4.19, "ts": "2026-10-15T14:58:39", "prev_close": 4.34, "open": 4.26, "high": 4.31, "low": 4.16, "bid1": 4.19, "ask1": 4.19, "bid_qty1": 251, "ask_qty1": 251 } }, { "event_id": "20261014:20261015:SZSE.300052:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300052", "name": "中青宝", "theme": "游戏", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W16", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300052:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.14, "invalid_price": 10.81, "chase_ceiling": 11.47, "intraday_vwap": 10.4803, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.1975, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [] }, "quote": { "last": 10.25, "ts": "2026-10-15T14:58:48", "prev_close": 10.88, "open": 10.45, "high": 10.8, "low": 10.22, "bid1": 10.2, "ask1": 10.2, "bid_qty1": 2031, "ask_qty1": 2031 } }, { "event_id": "20261014:20261015:SZSE.002425:VWAP_RECLAIM:BUY", "symbol": "SZSE.002425", "name": "凯撒文化", "theme": "游戏", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W17", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.002425:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.72, "invalid_price": 3.61, "chase_ceiling": 3.83, "intraday_vwap": 3.4495, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.435, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 3.4, "ts": "2026-10-15T14:58:48", "prev_close": 3.54, "open": 3.47, "high": 3.59, "low": 3.35, "bid1": 3.36, "ask1": 3.36, "bid_qty1": 4620, "ask_qty1": 4620 } }, { "event_id": "20261014:20261015:SHSE.600892:VWAP_RECLAIM:BUY", "symbol": "SHSE.600892", "name": "大晟文化", "theme": "游戏", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W18", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SHSE.600892:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.84, "invalid_price": 4.69, "chase_ceiling": 4.99, "intraday_vwap": 4.5646, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.8534, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 4.48, "ts": "2026-10-15T14:58:48", "prev_close": 4.55, "open": 4.45, "high": 4.78, "low": 4.27, "bid1": 4.47, "ask1": 4.47, "bid_qty1": 2357, "ask_qty1": 2357 } }, { "event_id": "20261014:20261015:SZSE.300043:VWAP_RECLAIM:BUY", "symbol": "SZSE.300043", "name": "星辉娱乐", "theme": "游戏", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W19", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.300043:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.68, "invalid_price": 4.54, "chase_ceiling": 4.82, "intraday_vwap": 4.6183, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.7781, "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": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 4.49, "ts": "2026-10-15T14:58:48", "prev_close": 4.59, "open": 4.55, "high": 4.79, "low": 4.45, "bid1": 4.48, "ask1": 4.48, "bid_qty1": 3215, "ask_qty1": 3215 } }, { "event_id": "20261014:20261015:SZSE.002605:VWAP_RECLAIM:BUY", "symbol": "SZSE.002605", "name": "姚记科技", "theme": "游戏", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W20", "execution_rank": null, "priority_label": null, "source_priority": null, "preopen_priority_score": null, "plan_id": "20261014:SZSE.002605:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.29, "invalid_price": 16.77, "chase_ceiling": 17.81, "intraday_vwap": 17.1354, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.7902, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "entry_evidence": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [] }, "quote": { "last": 17.0, "ts": "2026-10-15T14:58:48", "prev_close": 17.17, "open": 16.81, "high": 17.45, "low": 16.8, "bid1": 17.0, "ask1": 17.0, "bid_qty1": 375, "ask_qty1": 375 } } ], "snapshot_kind": "intraday_execution_final" }