{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_api", "failure_class": "deepseek_review_unavailable", "model": "deepseek-v4-pro", "plan_date": "20260813", "trade_date": "20260814", "reason": "", "conclusion": "今日模拟盘仅执行 1 笔正式二波入场，执行日 regime 降级与 strict gate 下纪律总体符合体系。", "fact_check": { "real_fills": [ "今日正式买入 1 笔：安科生物 6900 股，成交价 9.02 元，时间 10:07:12，order_kind=OFFICIAL_BUY，为 active 计划触发单。无影子买入、无风控卖出。" ], "existing_positions": [ "持仓 5 只：宝胜股份 10100 股、泸州老窖 700 股、安科生物 6900 股（今日新买 T+1 不可卖）、沃森生物 4700 股、四会富仕 1400 股。全部无超卖证据。" ], "market_gate": { "status": "外部科技冲击 LOW，允许新开仓；执行日 regime WEAK 触发 reconfirmation，1 笔正式订单已按盘中门控成交，收盘后 12 个未决信号均被 market_gate_blocked，0 个通过。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 18.0, "runtime_level": "LOW", "runtime_score": 18.0, "source_trade_date": "20260814", "guardrail": "positive_or_low_external_source_cannot_be_described_as_extreme" }, "risk_observability": { "evidence_state": "full_session_log_available", "log_path": "local_paper_runtime/runtime/logs/20260814_risk_overlay.log", "snapshot_count": 462, "first_generated_at": "2026-08-14T09:30:22", "last_generated_at": "2026-08-14T14:55:26", "covers_regular_session": true, "recorded_decision_count": 0, "recorded_pending_decision_count": 0, "recorded_blocked_intent_count": 0, "position_count": 5, "positions_with_risk_flag_field": 5, "positions_with_stop_or_invalid_threshold": 0, "claim_policy": "可确认盘中风控日志记录的动作数量；持仓级止损/失效阈值未完整进入复盘上下文时，不得把无记录动作扩大为风控数据完整或所有阈值均已核验。" } }, "good_lessons": [ "执行日 regime 从 MIXED 降至 WEAK，系统未放宽权限，仅允许单笔正式试探，符合 reconfirmation + strict gate 纪律。", "持仓 T+1 识别正确，风控日志覆盖完整交易日，未记录无依据卖出决策。" ], "mistake_lessons": [ "执行日全市场广度字段缺失，仅候选池 up_ratio 16.67%，不能用于全市场冰点判断。", "风控日志中持仓级止损/失效阈值为0，未能确认所有风控阈值均已核验，只能报告未记录卖出决策。", "盘中风控日志未记录卖出决策；持仓级止损/失效阈值未完整进入复盘上下文，不能据此断言风控数据完整。" ], "code_iterations_done": [ "已固化 execution_health 与 reconciliation，区分盘中历史轨迹与收盘重算规则。", "已实现 shadow_observation 覆盖计数，并报告 unclassified_signal_count=1 缺口。", "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": [ "下一版应在 execution_market_facts 补充全市场 rise/fall/limit 字段，若缺失则明确标记并禁止用候选池代替。", "对 conditional_plan 观察记录统一计入 shadow 覆盖，并明确观察不被追价上限拦截。" ], "next_validation_tasks": [ "明日核实执行日收盘后全市场广度，确认 WEAK regime 是否成立。", "回放安科生物成交时 Strict Gate 明细，确认追价上限与分钟能量门控是否通过（当前输入缺失）。" ], "framework_audit": { "entry_fit": [ "安科生物入场为 active 计划内 SECOND_WAVE_BREAK_VWAP，触发价 8.96，成交 9.02，高于触发价但 chase_ceiling 缺失，不能确认是否超限。", "板块创新药前排强但中后排分歧大，成交个股并非最强前排，入场风格略弱。" ], "holding_fit": [ "5 个持仓分散，单票不超 6%，总仓位约 30%；但泸州老窖非医药主线，持仓偏离当前板块。", "多数持仓浮亏较小且趋势未破，四会富仕 3.38% 浮盈未触发时间止损。" ], "sell_fit": [ "今日无卖出动作，risk_overlay 未记录卖出决策；现有持仓未触发强制卖出条件。", "安科生物 T+1 不可卖识别正确，持仓流动性无问题。" ], "violations_or_warnings": [ "执行日数据健康状态为 degraded，VWAP proxy 比例 50%，仅影响 VWAP 模板，不触发系统 halt。", "盘中风控日志未记录卖出决策；持仓级止损/失效阈值未完整进入复盘上下文，不能据此断言风控数据完整。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "盘前计划 MIXED 允许 SIMULATION_READY，但执行日盘前 candidate pool WEAK 触发 AMBER 警报，外部科技冲击 LOW。", "key_points": [ "计划日候选池 85.7% vs 执行日 16.67%，市场显著转弱。", "auction preopen 未过，需盘中风格确认。" ] }, "sector_analysis": { "assessment": "创新药主线上涨 16/58，前排强但中后排普遍下跌；医疗器械局部相对强但仍是结构性机会。", "key_points": [ "创新药前排博济 20%、中源 10%，但中后排多数 CANCELLED，平均 -0.31%。", "医疗器械戴维、宝莱特等被 pool_gate 拦截，未成正式买入。" ] }, "stock_analysis": { "assessment": "安科生物成交后收盘微亏；active 候选红日药业、舒泰神等多只失效，复旦张江、冠昊生物 NEAR_TRIGGER 但分钟能量不足。", "key_points": [ "当日唯一正式成交为安科生物，其余 13 个 active 中多数失效或观察。", "现有持仓泸州老窖、沃森生物等常规波动，无触发卖出。" ] }, "trade_execution": { "assessment": "正式成交 1 笔，价格 9.02，数量 6900，金额 62238；另有 12 个未执行正式信号被 market_gate_blocked。", "key_points": [ "正式订单按盘中门控成交，但收盘后 gate_funnel 显示剩余信号全部阻塞。", "追价上限字段缺失，不能判断成交是否超限。" ] }, "risk_tracking": { "assessment": "安科生物 T+1 不可卖识别正确；风控日志无卖出决策，持仓级止损/失效阈值缺失。", "key_points": [ "无卖出动作，风控日志完整但未记录任何决策。", "下一交易日需关注安科生物是否跌破 invalid 8.69。" ] }, "strategy_reflection": { "assessment": "做对：执行日 regime 降级未放宽交易；做错：全市场广度缺失影响复盘权威性；工程缺陷：VWAP proxy 高、shadow 覆盖缺口 1。", "key_points": [ "数据健康 degraded 需要修复；全市场事实缺失不能确认冰点。", "待回放：安科生物成交时分钟能量门控未记录。" ] } }, "guardrail_note": "removed_unsupported_risk_observability_claim", "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260814", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 16.67, "whole_market_rise_pct": null, "breadth_divergence_pct_points": null, "rise_count": null, "fall_count": null, "flat_count": null, "limit_up_count": null, "limit_down_count": null, "regime_label": "盘前候选池弱势（待复核）", "regime_code": "WEAK", "regime_score": 9.51, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 1, "candidate_pool_limit_down_count": 0, "market_fact_quality": { "state": "trajectory_partial_candidate_pool", "trajectory_record_available": true, "candidate_pool_scope": "runtime_candidate_confirmation", "missing_whole_market_fields": [ "whole_market_rise_pct", "rise_count", "fall_count", "limit_up_count", "limit_down_count" ], "action": "收盘后全市场快照缺失；仅保留候选池与执行日 regime 事实，不得将候选池统计表述为全市场广度。" }, "authority": "authoritative_for_execution_day_market_numbers; do not substitute plan-date breadth values", "plan_date_reference": { "report_date": "20260813", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 85.7, "whole_market_rise_pct": 19.6, "breadth_divergence_pct_points": 66.1, "rise_count": 1083, "fall_count": 4034, "flat_count": 416, "limit_up_count": 63, "limit_down_count": 5, "regime_label": "分化", "regime_code": "MIXED", "regime_score": 52.0, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": null, "candidate_pool_limit_down_count": null, "market_fact_quality": { "state": "dashboard_verified", "trajectory_record_available": false, "candidate_pool_scope": null, "missing_whole_market_fields": [], "action": "执行日全市场与候选池市场事实均已可审计。" } } }, "rule": "execution-day market claims must use execution_market_facts; plan-day breadth requires explicit historical label", "triggered": false } }