{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_iteration_archive_recovered", "failure_class": "deepseek_api_credentials_invalid", "model": "deepseek-v4-pro", "plan_date": "20260818", "trade_date": "20260819", "reason": "DeepSeek API failed: HTTP Error 401: Authorization Required", "conclusion": "20260819 历史 DeepSeek 结构化复盘已完成；留存问题集中在风控证据口径、开盘啦交叉验证可用性和执行日门控验证。本次模型刷新失败，正文由留存 findings 与确定性回溯审计恢复，未产生新的模型判断。", "fact_check": { "real_fills": [], "existing_positions": [], "market_gate": {}, "risk_observability": { "evidence_state": "full_session_log_available", "log_path": "local_paper_runtime/runtime/logs/20260819_risk_overlay.log", "snapshot_count": 461, "first_generated_at": "2026-08-19T09:30:13", "last_generated_at": "2026-08-19T14:54:53", "covers_regular_session": true, "session_end_target": "14:55:00", "session_end_tolerance_seconds": 60, "session_end_tolerance_applied": true, "recorded_decision_count": 403, 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"sellable_qty": 1600, "t1_blocked": false, "evaluation": "breached_sellable" }, { "symbol": "SZSE.000568", "name": "泸州老窖", "last_price": 85.16, "invalid_price": 84.44, "stop_price": null, "effective_exit_threshold": 84.44, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-07-29T09:31:20", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": false, "sellable_qty": 700, "t1_blocked": false, "evaluation": "checked_not_breached" }, { "symbol": "SZSE.300142", "name": "沃森生物", "last_price": 12.86, "invalid_price": 12.77, "stop_price": null, "effective_exit_threshold": 12.77, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-08-10T10:14:10", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": false, "sellable_qty": 4700, "t1_blocked": false, "evaluation": "checked_not_breached" }, { "symbol": "SZSE.300852", "name": "四会富仕", "last_price": 45.1, "invalid_price": 48.04, "stop_price": null, "effective_exit_threshold": 48.04, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-08-18T14:27:41", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": true, "sellable_qty": 1400, "t1_blocked": false, "evaluation": "breached_sellable" } ], "historical_exit_risk_check_count": 5, "risk_check_source": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260819.json", "positions_with_risk_flag_field": 0, "positions_with_stop_or_invalid_threshold": 0, "risk_threshold_coverage_complete": true, "threshold_breached_count": 0, "threshold_t1_blocked_count": 0, "claim_policy": "可确认盘中风控日志记录的动作数量及 position_risk_checks 的逐股阈值核验结果；当 evidence_state=full_session_log_available、covers_regular_session=true、risk_threshold_coverage_complete=true 且逐股检查数量覆盖全部持仓时，可写‘本系统已记录的盘中风控证据覆盖完整，本日无阈值触发或卖出动作’；阈值覆盖不完整时，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。" }, "execution_gate_timeline": { "evidence_state": "available", "source_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260819.jsonl", "snapshot_count": 642, "passed_snapshot_count": 0, "first_snapshot_at": "2026-08-19T09:25:12", "last_snapshot_at": "2026-08-19T14:55:03", "first_passed_at": null, "last_passed_at": null, "transition_events": [ { "captured_at": "2026-08-19T09:25:12", "passed": false, "reason": "wait_until_09:35,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2432, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": 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"pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:46:54", "passed": false, "reason": "quote_stale,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:48:26", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:48:57", "passed": false, "reason": "quote_stale,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:49:28", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:49:59", "passed": false, "reason": "quote_stale,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:50:29", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:51:00", "passed": false, "reason": "quote_stale,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:52:33", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:53:03", "passed": false, "reason": "quote_stale,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" }, { "captured_at": "2026-08-19T11:53:34", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.2703, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "养殖业 / 农林牧渔" } ], "filled_entry_gate_evidence": [], "entry_window_audit": { "valid_entry_windows": [], "missed_valid_entry_windows": [], "chronology_violations": [], "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": [ "计划日日报显示外部冲击MEDIUM，执行日external_tech_shock为EXTREME，属于历史字段差异，不是矛盾；执行日以EXTREME为准。", "暂无直接规则修改候选；候选池剪刀差19.5pct但authoritative_alert=false，不新增额外过滤。", "无需新增仓位收紧规则，弱市仓位上限已实现，只待后续效果验证。" ], "mistake_lessons": [ "开盘啦外部交叉验证UNAVAILABLE，但只能记为数据质量告警，不能作为板块走弱证据。" ], "code_iterations_done": [ "已修正风险日志收盘轮询边界，并增加 14:54-15:15 最终风控快照。", "已增加条件探针 READY 授权的同日同计划瞬时行情失败保护，Strict Gate 仍逐轮强制执行。", "已增加开盘啦详情页返回、首页重置和重试恢复链路。", "已增加 DeepSeek 刷新失败不覆盖历史有效复盘的事务式保护。" ], "pending_rule_change_candidates": [ "暂无直接规则修改候选；候选池剪刀差19.5pct但authoritative_alert=false，不新增额外过滤。", "无需新增仓位收紧规则，弱市仓位上限已实现，只待后续效果验证。" ], "next_validation_tasks": [ "验证下一交易日市场门和主线承接是否修复，以及是否产生合法正式入场窗口。", "跟踪risk_overlay_observability是否恢复full_session_log_available和covers_regular_session=true。" ], "framework_audit": { "entry_fit": [ "正式买入 0 笔；入场结论以执行日门控与成交证据为准。" ], "holding_fit": [ "持仓与当日卖出事实使用本地模拟盘账本复核。" ], "sell_fit": [ "风控卖出 6 笔；逐笔阈值与成交记录进入回溯审计。" ], "violations_or_warnings": [ "开盘啦外部交叉验证UNAVAILABLE，但只能记为数据质量告警，不能作为板块走弱证据。" ], "source": "deepseek_iteration_archive_plus_local_replay" }, "daily_review_coverage": { "premarket_plan": { "assessment": "已核对盘前合同与执行日事实的时间边界。", "key_points": [ "计划日日报显示外部冲击MEDIUM，执行日external_tech_shock为EXTREME，属于历史字段差异，不是矛盾；执行日以EXTREME为准。" ] }, "sector_analysis": { "assessment": "已核对板块外部交叉验证的数据质量语义。", "key_points": [ "开盘啦外部交叉验证UNAVAILABLE，但只能记为数据质量告警，不能作为板块走弱证据。", "暂无直接规则修改候选；候选池剪刀差19.5pct但authoritative_alert=false，不新增额外过滤。" ] }, "stock_analysis": { "assessment": "个股结论保持计划合同、门控和成交三层分离。", "key_points": [ "正式买入 0 笔，未把观察或诊断样本计作成交。" ] }, "trade_execution": { "assessment": "交易执行已按正式买入与风控卖出分别审计。", "key_points": [ "正式买入 0 笔；风控卖出 6 笔。" ] }, "risk_tracking": { "assessment": "风控日志状态 full_session_log_available，常规时段覆盖=true。", "key_points": [ "快照 461 条，末条 2026-08-19T14:54:53。", "回溯采用一个轮询周期容差，只修正证据完整性判定，不放宽任何风控阈值。" ] }, "strategy_reflection": { "assessment": "留存结论不支持因单日复盘自动增加策略过滤。", "key_points": [ "暂无直接规则修改候选；候选池剪刀差19.5pct但authoritative_alert=false，不新增额外过滤。", "无需新增仓位收紧规则，弱市仓位上限已实现，只待后续效果验证。" ] } }, "historical_deepseek_findings": [ { "finding": "开盘啦外部交叉验证UNAVAILABLE，但只能记为数据质量告警，不能作为板块走弱证据。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" }, { "finding": "计划日日报显示外部冲击MEDIUM，执行日external_tech_shock为EXTREME，属于历史字段差异，不是矛盾；执行日以EXTREME为准。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" }, { "finding": "暂无直接规则修改候选；候选池剪刀差19.5pct但authoritative_alert=false，不新增额外过滤。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" }, { "finding": "无需新增仓位收紧规则，弱市仓位上限已实现，只待后续效果验证。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" }, { "finding": "验证下一交易日市场门和主线承接是否修复，以及是否产生合法正式入场窗口。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" }, { "finding": "跟踪risk_overlay_observability是否恢复full_session_log_available和covers_regular_session=true。", "status": "HISTORICAL_OPEN_OR_CONTEXTUAL" } ], "recovery_provenance": { "archive_path": "reports/code_iteration/20260819_deepseek_iteration.json", "archive_generated_at": "2026-08-20T12:27:53", "archive_iteration_status": "verified", "refresh_failure_source": "deepseek_api_credentials_invalid", "refresh_failure_reason": "DeepSeek API failed: HTTP Error 401: Authorization Required", "rule": "model findings come only from the archived iteration; six-section facts come from deterministic replay" }, "refresh_status": "FAILED_RECOVERED_FROM_ARCHIVE", "last_refresh_failure": { "attempted_at": "2026-08-20T12:29:27", "source": "deepseek_api_credentials_invalid", "failure_class": "deepseek_api_credentials_invalid", "reason": "DeepSeek API failed: HTTP Error 401: Authorization Required", "model": "deepseek-v4-pro" } }