{
  "schema_version": "local_paper_framework_audit_v1",
  "source": "deterministic_fallback",
  "generated_at": "2026-06-11T20:05:22",
  "plan_date": "20260610",
  "trade_date": "20260611",
  "entry_fit": [
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "status": "FILLED",
      "paper_scope": "shadow_watch",
      "template_key": "BREAK_PREV_HIGH",
      "ts": "2026-06-11T09:44:49",
      "qty": 1700,
      "price": 27.96,
      "price_vs_vwap_pct": 1.2462,
      "trigger_price": 27.56,
      "exec_high": 27.97,
      "minute_energy_passed": true,
      "minute_energy_reason": "minute_energy_confirmed",
      "framework_fit": "partial_fit",
      "framework_reason": "BREAK_PREV_HIGH 入场溢价可控（+1.25%），但仍需验证 T+1 后承接。"
    }
  ],
  "holding_fit": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "status": "FILLED",
      "paper_scope": "conditional_watch",
      "template_key": "VWAP_RECLAIM",
      "ts": "2026-06-10T09:32:07",
      "qty": 500,
      "price": 95.37,
      "price_vs_vwap_pct": 0.4503,
      "trigger_price": 93.13,
      "exec_high": 95.37,
      "minute_energy_passed": true,
      "minute_energy_reason": "minute_energy_confirmed",
      "pnl_pct": 6.9833280905945205,
      "framework_fit": "framework_fit",
      "framework_reason": "VWAP_RECLAIM 贴近 VWAP 入场（+0.45%）且量能确认，符合二波执行样本。",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 102.03,
      "market_value": 51015.0,
      "unrealized_pnl_pct": 6.9833280905945205
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "status": "FILLED",
      "paper_scope": "shadow_watch",
      "template_key": "BREAK_PREV_HIGH",
      "ts": "2026-06-11T09:44:49",
      "qty": 1700,
      "price": 27.96,
      "price_vs_vwap_pct": 1.2462,
      "trigger_price": 27.56,
      "exec_high": 27.97,
      "minute_energy_passed": true,
      "minute_energy_reason": "minute_energy_confirmed",
      "pnl_pct": 7.081545064377681,
      "framework_fit": "partial_fit",
      "framework_reason": "BREAK_PREV_HIGH 入场溢价可控（+1.25%），但仍需验证 T+1 后承接。",
      "quantity": 1700,
      "sellable_qty": 0,
      "avg_cost": 27.96,
      "last_price": 29.94,
      "market_value": 50898.0,
      "unrealized_pnl_pct": 7.081545064377681
    }
  ],
  "sell_fit": [
    {
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "side": "BUY",
      "status": "FILLED",
      "paper_scope": "active",
      "template_key": "BREAK_PREV_HIGH",
      "ts": "2026-06-10T09:43:50",
      "qty": 100,
      "price": 795.0,
      "price_vs_vwap_pct": 2.4591,
      "trigger_price": 795.0,
      "exec_high": 818.85,
      "minute_energy_passed": true,
      "minute_energy_reason": "minute_energy_confirmed",
      "pnl_pct": -3.9005,
      "framework_fit": "framework_violation",
      "framework_reason": "入场高于 VWAP 2.46%，偏离“逆小波”执行要求；需等待回踩或降低仓位。",
      "sell_ts": "2026-06-11T09:30:31",
      "sell_price": 545.0,
      "sell_reason": "paper_sell_at_bid1",
      "sell_sim_reason": null,
      "raw_position_pnl_pct_at_sell": -31.435220125786156,
      "qfq_position_pnl_pct_at_sell": -3.9005,
      "audit_verdict": "qfq_adjusted_stop_loss"
    },
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "side": "BUY",
      "status": "FILLED",
      "paper_scope": "shadow_watch",
      "template_key": "BREAK_PREV_HIGH",
      "ts": "2026-06-08T09:32:08",
      "qty": 100,
      "price": 398.71,
      "price_vs_vwap_pct": 4.0342,
      "trigger_price": 393.0,
      "exec_high": 398.89,
      "minute_energy_passed": true,
      "minute_energy_reason": "minute_energy_confirmed",
      "pnl_pct": -4.1409,
      "framework_fit": "framework_violation",
      "framework_reason": "入场高于 VWAP 4.03%，偏离“逆小波”执行要求；需等待回踩或降低仓位。",
      "sell_ts": "2026-06-11T09:32:04",
      "sell_price": 382.2,
      "sell_reason": "paper_sell_at_bid1",
      "sell_sim_reason": null,
      "raw_position_pnl_pct_at_sell": -3.819818916004103,
      "qfq_position_pnl_pct_at_sell": -4.1409,
      "audit_verdict": "normal_stop_loss"
    }
  ],
  "violations_or_warnings": [
    "新易盛 是正式 active 失败样本，优先复盘 VWAP 溢价、市场二次确认和 T+1 风险。",
    "新易盛 存在复权价格口径断层，收益复盘必须使用前复权校正。",
    "绿的谐波 是 shadow/watch 负样本，只用于执行规则迭代，不反推生产信号。"
  ]
}