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"SHSE.601869", "SZSE.300570" ], "pool_up_ratio": 0.8276, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" } ], "filled_entry_gate_evidence": [ { "symbol": "SZSE.000070", "name": "特发信息", "order_time": "2026-08-17T09:31:17", "gate_snapshot": { "captured_at": "2026-08-17T09:31:17", "passed": true, "reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "pool_up_ratio": 0.7241, "active_up_ratio": 1.0, "active_positive": 5, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, "symbol_whitelisted": true, "evidence_complete": true } ], "entry_window_audit": { "valid_entry_windows": [ { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "priority": "P3", "first_valid_at": "2026-08-17T10:49:41", "last_valid_at": "2026-08-17T13:01:02", "snapshot_count": 13, "block_reasons": {}, "first_valid_price": 365.09, "first_valid_vwap": 362.47346979288136, "filled": false, "fill_time": null, "direct_block_reason": "historical_same_theme_root_limit", "same_theme_fills_before_window": [ { "symbol": "SZSE.000070", "name": "特发信息", "fill_time": "2026-08-17T09:31:17" } ], "outcome": "valid_window_not_filled" } ], "missed_valid_entry_windows": [ { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "priority": "P3", "first_valid_at": "2026-08-17T10:49:41", "last_valid_at": "2026-08-17T13:01:02", "snapshot_count": 13, "block_reasons": {}, "first_valid_price": 365.09, "first_valid_vwap": 362.47346979288136, "filled": false, "fill_time": null, "direct_block_reason": "historical_same_theme_root_limit", "same_theme_fills_before_window": [ { "symbol": "SZSE.000070", "name": "特发信息", "fill_time": "2026-08-17T09:31:17" } ], "outcome": "valid_window_not_filled" } ], "chronology_violations": [ { "symbol": "SZSE.000070", "name": "特发信息", "fill_time": "2026-08-17T09:31:17", "hard_earliest_entry_time": "09:35", "violation": "official_fill_before_09:35_hard_boundary" } ], "policy": "09:35 后同时满足市场门、白名单、ACTIONABLE、分钟能量和 VWAP 的窗口均须解释；未成交时必须给出执行阻断原因，不能只看收盘最后一帧。" }, "claim_policy": "正式成交必须使用 filled_entry_gate_evidence 核对成交时门控；若 evidence_complete=true，不得声称盘前禁止到盘中成交之间缺少允许切换证据。" } }, "good_lessons": [ "板块二波主线识别正确：AI算力链/CPO为当日核心主线，板块48信号中47涨，平均涨幅5.74%，符合主线共振。" ], "mistake_lessons": [ "部分active/conditional信号触发后因高于chase_ceiling或分钟能量不足未成交，但正式成交未同时执行同主题额度，需继续验证额度拦截逻辑。", "执行时序违规：特发信息 于 09:31:17 成交，早于盘前合同硬边界 09:35。", "有效机会漏单：长飞光纤 于 10:49:41 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。" ], "code_iterations_done": [ "09:35硬边界规则已实施并完成盘后回放验证，review_fix_replay显示历史成交将回放为BLOCK。", "external_gate_reconciliation确认执行时与收盘后核验的外部门控一致，stress_mismatch=false。", "已在正式买入入口固化盘前硬时间边界，并补充成交轨迹时序审计与回放测试。", "已将同主线第二席位改为 10:30 后有条件开放，并限制为 2.5% 试仓且要求首席位持续确认。", "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": [ "将09:35硬边界与正式买入授权绑定，防止早于该时刻的成交再次出现。", "对当日已成交的正式订单，考虑在gate_funnel中增加“executed_already”标记，避免与未执行合同混淆。" ], "next_validation_tasks": [ "下一交易日验证09:35前不再产生任何正式买入成交。", "验证长飞光纤等同主线未成交窗口的额度拦截逻辑与优先级排序是否按计划执行。" ], "framework_audit": { "entry_fit": [ "特发信息符合板块二波：AI算力链共振，成交价15.37在触发价15.35与chase_ceiling15.81之间，分钟能量通过，VWAP偏离0.40%。", "但入场时间未等09:35硬边界，时间门禁违规，但不影响板块与个股条件符合。" ], "holding_fit": [ "持仓均未触发失效价，泸州老窖浮亏但未到84.44阈值，四会富仕浮盈12%，符合持有策略。", "特发信息T+1不可卖，其余持仓不因非主线强制卖出，体系未要求立即调整。" ], "sell_fit": [ "卖出后当前持仓5只，无risk_overlay卖出决策记录，风控日志完整。" ], "violations_or_warnings": [ "chronology_violations: 特发信息正式成交早于09:35硬边界，已被review_fix_replay回放确认，但当日仍构成执行违规。", "无口径矛盾：active/conditional数量一致，plan_contract 5/48与summary一致，观察覆盖率100%，未发现其他数据问题。", "执行时序违规：特发信息 于 09:31:17 成交，早于盘前合同硬边界 09:35。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日20260814日报为WARM/67，执行日盘前regime升级为HOT/90.64，触发preopen regime ALERT，要求reconfirmation；开盘前外部科技冲击LOW，未阻断。", "key_points": [ "计划日13 active/40 cond来自fallback，实际合同收缩为5 active/48 conditional。", "执行日regime mismatch改善，先复核再Strict Gate，属预期操作。" ] }, "sector_analysis": { "assessment": "AI算力链/CPO为当日绝对主线，48信号47涨，前排太辰光+20%、中石科技+19.99%，中后排也普涨，板块共振强；贵金属有色和元件为次强。", "key_points": [ "板块二波主线共振明显，符合体系先看板块承接。", "执行日全市场涨比73.4%、涨停110，制度HOT，但candidate_pool_breadth alert未触发，无额外收紧。" ] }, "stock_analysis": { "assessment": "逐股核对：特发信息成交并转持仓；长飞光纤、太辰光等active触发但未成交；安科生物止损卖出；持仓均未触失效价。", "key_points": [ "特发信息成交时个股二次确认通过，但时间违规。", "长飞光纤有valid window但被历史同主题额度拦截；太辰光分钟能量不足。" ] }, "trade_execution": { "assessment": "成交时门控证据完整：market gate passed, official_buy_allowed=true, 白名单含000070；成交价=卖一，触发价差13bps，分钟能量通过；但违反09:35硬边界。", "key_points": [ "成交时执行时点快照与收盘后漏斗口径不同，不能混淆。", "price vs VWAP+0.40%，chase_ceiling内，无追价超限。", "有效机会漏单：长飞光纤 于 10:49:41 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。" ] }, "risk_tracking": { "assessment": "风控日志full_session覆盖，position_count=5，阈值覆盖完整，无阈值触发；安科生物止损已卖出，无风控卖出决策记录。", "key_points": [ "持仓均设置invalid price并检查通过，T+1锁定特发信息。", "风险卖出仅安科生物一单，已核对无超卖。" ] }, "strategy_reflection": { "assessment": "今日核心缺陷是09:35硬边界被突破，但盘后已修复回放验证；其余未成交窗口为额度拦截或技术过滤，不构成模型缺陷。", "key_points": [ "需加强时钟约束，确保所有正式买入均在09:35后。", "影子观察和diagnostic counts不能替代正式首因，已正确区分。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260817", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 71.7, "whole_market_rise_pct": 73.4, "breadth_divergence_pct_points": null, "rise_count": 4061, "fall_count": 998, "flat_count": 474, "limit_up_count": 110, "limit_down_count": 1, "regime_label": "盘前候选池亢奋（待复核）", "regime_code": "HOT", "regime_score": 90.64, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 5, "candidate_pool_limit_down_count": 0, "market_fact_quality": { "state": "full_market_breadth_verified", "trajectory_record_available": true, "full_market_breadth_source": "tencent_full_a_dated_quotes", "full_market_breadth_coverage_ratio": 0.9998, "candidate_pool_scope": "runtime_candidate_confirmation", "missing_whole_market_fields": [], "action": "执行日全市场与候选池市场事实均已可审计。" }, "authority": "authoritative_for_execution_day_market_numbers; do not substitute plan-date breadth values", "plan_date_reference": { "report_date": "20260814", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 41.9, "breadth_divergence_pct_points": 58.1, "rise_count": 2319, "fall_count": 2715, "flat_count": 499, "limit_up_count": 63, "limit_down_count": 15, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 67.0, "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, "full_market_breadth_source": null, "full_market_breadth_coverage_ratio": null, "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 } }