{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_via_hermes_cli", "model": "deepseek-v4-pro", "plan_date": "20260716", "trade_date": "20260717", "reason": "", "conclusion": "执行日全市场冰点（COLD/20分，涨比7.3%，跌停217家），系统多层硬阻断全部生效：regime mismatch触发SYSTEM_HALT、risk_flags_22d陈旧阻断新入场、外部科技冲击EXTREME(100分)。0成交、0持仓，完全符合体系纪律。4/5 active计划日内跌破invalid_price，验证HALT正确。", "fact_check": { "real_fills": [ "当日0笔成交：filled_orders=0，正式买入0、影子买入0、风控卖出0。account_integrity_warning=null，账户全部现金104.6万，无持仓。" ], "existing_positions": [ "positions数组为空，market_value=0，dust_positions=0。position_flow_sanity为空，无卖出核对需求。" ], "market_gate": { "status": "SYSTEM_HALT，hard_block_new_entries=true。两大阻断器：(1)risk_flags_stale_gap_22d，最新旗标20260625，超max_allowed_gap(5天)；(2)plan_regime_mismatch，计划MIXED→执行COLD。叠加外部科技冲击EXTREME(100分)：SOX-4.29%、韩国KOSPI-6.37%盘中低点-7.60%、台湾-6.47%、日经-4.03%。preopen确认MAINLINE_BREAK，active_up_ratio=0%。三层门控叠加，0笔通过，36笔全部policy_blocked_observe_only。", "execution_permission": "requested_allow_new_positions=true，effective=false，status=overridden_by_execution_health_gate，降级符合预期，非契约矛盾。" }, "external_tech_shock": { "source_level": "EXTREME", "source_score": 100.0, "runtime_level": "EXTREME", "runtime_score": 100.0, "source_trade_date": "20260717", "guardrail": "positive_or_low_external_source_cannot_be_described_as_extreme" } }, "good_lessons": [ "多层硬阻断叠加生效：regime mismatch+risk_flags stale+external EXTREME同步触发SYSTEM_HALT，0笔入场，避免在全市场冰点日（涨比仅7.3%、跌停217家、跌家4758）开仓。", "HALT被后续验证：5只active计划中4只（智飞生物、博济医药、泰格医药、迪安诊断）当日跌破invalid_price，说明若未阻断，将产生无效入场。仅新华医疗NEAR_TRIGGER未破invalid，但分钟能量不足且VWAP未站稳。", "Preopen正确识别MAINLINE_BREAK：active_up_ratio=0%，pool_up_ratio仅5.56%，主线承接断裂，正确将official_buy_allowed设为false。", "execution_health将risk_flags_stale_gap和plan_regime_mismatch作为SYSTEM_HALT阻断器是正确设计——hard_block_new_entries=true但position_management_policy仍允许既有持仓风控，语义精确。" ], "mistake_lessons": [ "risk_flags_coverage停滞22天（最新20260625），远超max_allowed_gap=5天。这不是策略问题而是运维债务：每日都应补齐当日风险旗标并回填缺失日期。当前状态即使regime正常也会独立触发SYSTEM_HALT。", "九安医疗(002432)conditional_plan触发+10%但被framework_pool_gate正确阻断——属于条件观察池，不构成遗憾。但STRONG_WATCH_CONFIRM模板在涨停日无price_fields（trigger/invalid/chase_ceiling均为null），仅靠pool_gate阻断，缺少价格层保护，模板完备性不足。" ], "code_iterations_done": [ "external_tech_shock门已成熟：source_quality=verified_live，Yahoo+同花顺双源交叉验证，区分kospi_intraday_low_pct与收盘pct，sanity_warnings记录prev_close基准修正，输出external_tech_shock_gate.v1结构化门控。", "execution_health V1已上线：整合evidence/trajectory/risk_flags/daily_report/plan_contract五维健康合同，输出effective_allow_new_positions和blockers列表，与plan_contract做permission_reconciliation。", "本地事实护栏已校验 position_flow_sanity，避免把收盘剩余持仓误读为全天起始持仓。" ], "pending_rule_change_candidates": [ "risk_flags自动过期阻断应保留，但可增加grace period降级而非hard_block——例如gap>5天降级为manual_confirm_required但不SYSTEM_HALT，gap>15天才hard_block。当前22天gap一刀切阻断虽是安全的，但恢复代价高（需补齐22天数据）。", "preopen MAINLINE_BREAK场景下，即使regime未被HALT，也可考虑将active计划自动降级为conditional_watch并在entry_policy中标记require_regime_reconfirm_before_entry，而非仅靠execution_health事后阻断。", "conditional_plan中LIMIT_ANCHOR_NO_CHASE模板缺少trigger/invalid/chase_ceiling价格字段（南华生物、创新医疗均为null），建议至少填充涨停参考价和次日竞价区间，否则信号层无法做价格门控，仅靠pool_gate一层的风险覆盖不足。" ], "next_validation_tasks": [ "补齐20260626至20260717共22天risk_flags并验证coverage_audit通过，恢复新入场能力。", "回测：若当日regime未被HALT、仅靠external_tech_shock EXTREME（tech_new_buy_allowed=false但非科技线允许13:10后入场），5只医疗服务active计划在COLD全市场+跌停217家背景下，是否应该继续OBSERVE_ONLY——验证regime gate独立阻断价值。", "观察新华医疗(600587)次日延续：当日NEAR_TRIGGER、未破invalid、分钟能量不足但VWAP偏差仅-0.47%。若次日regime修复，可作为regime_transition_recovery样本。" ], "framework_audit": { "entry_fit": [ "完全符合体系：计划日regime MIXED(45分)产出5 active/31 conditional，执行日COLD(20分)触发SYSTEM_HALT，0笔入场。regime_mismatch自动阻断符合板块二波\"冰点不做\"的框架纪律。", "外部冲击门正确：EXTREME级将tech_new_buy_allowed=false、earliest_entry_time=13:10、position_cap=35%，叠加preopen MAINLINE_BREAK后三重锁死，医疗服务5只active虽非科技线也全部observe_only。" ], "holding_fit": [ "当日无持仓，position_management_policy=risk_sell_and_position_management_remain_enabled已声明既有持仓风控不受HALT影响，设计正确但无实际持仓需管理，不足以评估持有逻辑。" ], "sell_fit": [ "无卖出发生，account.realized_pnl_source=no_filled_sell。不足以判断卖出风控执行质量。" ], "violations_or_warnings": [ "execution_permission_reconciliation.status=overridden_by_execution_health_gate，requested true→effective false，属于预期权限降级，非计划契约矛盾。permission_source=execution_data_health_gate，降级路径可审计。", "risk_flags完整性警告：integrity_warning明确\"距20260717已22天，新入场硬阻断\"，非静默失败。coverage_audit_path和ingest_path存在，审计链完整。", "external_tech_shock.plan_date_source(20260716)与trade_date_source(20260717)的SOX差异（-2.08% vs -4.29%）为不同交易日事实，非同日矛盾。runtime_final_gate与verified_gate在韩国压力口径一致（stress_mismatch=false），无门控不一致。", "daily_report.context_date=20260716、role=plan_session_contract，用于核对计划日regime/trade_mode/allow_new_positions，不参与执行日市场数字比较。execution_market_facts(role=execution_date_post_close_market_facts)为执行日权威数字，已严格区分两个日期口径。" ], "source": "deepseek_via_hermes_cli" }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260717", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 62.1, "whole_market_rise_pct": 7.3, "breadth_divergence_pct_points": 54.8, "rise_count": 405, "fall_count": 4758, "flat_count": 370, "limit_up_count": 35, "limit_down_count": 217, "regime_label": "冰点", "regime_code": "COLD", "regime_score": 20.0, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "authority": "authoritative_for_execution_day_market_numbers; do not substitute plan-date breadth values", "plan_date_reference": { "report_date": "20260716", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 80.6, "whole_market_rise_pct": 42.4, "breadth_divergence_pct_points": 38.2, "rise_count": 2344, "fall_count": 2695, "flat_count": 494, "limit_up_count": 46, "limit_down_count": 43, "regime_label": "分化", "regime_code": "MIXED", "regime_score": 45.0, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison" } }, "rule": "execution-day market claims must use execution_market_facts; plan-day breadth requires explicit historical label", "triggered": false } }