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"dominant_theme": "保险重仓" }, { "captured_at": "2026-08-20T10:54:18", "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": 0.439, "active_up_ratio": 1.0, "active_positive": 3, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "保险重仓" }, { "captured_at": "2026-08-20T10:57:23", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.4512, "active_up_ratio": 1.0, "active_positive": 3, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "保险重仓" }, { "captured_at": "2026-08-20T10:59:57", "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": 0.4146, "active_up_ratio": 1.0, "active_positive": 3, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "保险重仓" } ], "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": [ "正式新入场首因清晰：3 个 active 信号均被市场门阻塞，未误判为分钟能量或价格问题。", "观察覆盖完整：82/82 信号无未分类，风险旗标覆盖无缺口，影子诊断未升级为正式成交。" ], "mistake_lessons": [ "本日无已证实执行错误；收盘后分钟能量 warmup 仅最后一帧重置，不误判全天缺失。", "候选池与全市场剪刀差未触发 authoritative_alert，不应新增额外过滤规则。" ], "code_iterations_done": [ "pool_count_reconciliation 已落地：82=79+3，状态迁移非数量矛盾。", "conditional_probe_observe_contract_replay PASS，修正合同优先级，历史零成交仍正确。", "conditional_probe_refresh_replay PASS，临时报价陈旧不再破坏同日 READY 探针，每单仍过 Strict Gate。", "risk_overlay_observability 全时段日志覆盖常规时段，weak_clustered 上限 25%/6% 已落地。", "kaipanla_capture_health.publish_ready=true，辅助功能恢复后数据可用。", "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": [ "暂无立即改规则项；持续积累 fully eligible 窗口样本，验证市场门与分钟能量组合。", "后续验证 WEAK+CLUSTERED_MAINLINE 上限在真实触发时的效果。" ], "next_validation_tasks": [ "观察下一交易日是否出现全部条件同时成立的窗口并实现正式成交。", "复核开盘啦生命周期 ACCELERATION/CLIMAX 板块是否进入计划，且不绕过 Strict Gate。" ], "framework_audit": { "entry_fit": [ "正式入场零成交符合体系，市场门阻塞为第一失败，未在候选池分化时强行开仓。" ], "holding_fit": [ "无持仓，不适用持有管理，风控日志零决策但阈值覆盖完整。" ], "sell_fit": [ "无持仓与卖出事件，risk_overlay 无决策记录，不涉及风控卖出。" ], "violations_or_warnings": [ "无口径、门控或风控违规；data_quality_state=degraded 仅分钟能量 warmup，非系统阻断。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日冰点 COLD、0 active/82 cond；执行日 regime 转为 MIXED，触发盘前复核，但未放宽新开仓。", "key_points": [ "计划日 0 正式 active，条件池 82；执行日开盘前 regime 改善为 MIXED。", "execution_health READY 且 entry_reconfirmation_required，正式权限仍以 Strict Gate 为准。" ] }, "sector_analysis": { "assessment": "执行日外部验证主线为医药/并购重组/通信/中报增长，计划条件池以黄金和银行为主；黄金前排强但盘中主线断裂，未形成可开仓共振。", "key_points": [ "黄金概念山东黄金 +8.2% 触及触发但高于执行上限，西部黄金 +4.8%；10:47 后 MAINLINE_BREAK。", "开盘啦确认板块生命期，但均不能单独放行，需主数据合同与 Strict Gate。" ] }, "stock_analysis": { "assessment": "3 只 active 候选（山东黄金、西部黄金、中信银行）中山东/西部触发后高于执行上限，中信银行未触发；正式首因市场门阻塞。", "key_points": [ "山东黄金 last 35.28 高于执行价格上限，西部黄金类似，分钟能量为 warmup 但非首因。", "82 个信号全覆盖，无未分类，湖南黄金因停牌风险旗标降级。" ] }, "trade_execution": { "assessment": "市场门有连续通过段（最长 735 秒），但各 active 信号未同时满足全部门控，无合法窗口遗漏。", "key_points": [ "first_fail_counts=market_gate_blocked:3，正式新入场首因市场门。", "filled_entry_gate_evidence 为空，无成交时门控通过切换无缺失。" ] }, "risk_tracking": { "assessment": "无持仓，盘中风控日志全时段可审计，0 决策且阈值覆盖完整；下一交易日无持仓处置，仅观察新候选。", "key_points": [ "position_count=0，risk_threshold_coverage_complete=true，无需止损核验。", "湖南黄金高严重停牌旗标已降级为仅观察。" ] }, "strategy_reflection": { "assessment": "本日零成交符合体系，市场门首因阻断明确；盘后数据重置已识别，不误判全天分钟能量缺失。", "key_points": [ "review_fix_replay 回放确认旧盘前 OBSERVE 标签不提前截断同日 READY 探针，且零成交仍正确。", "无需将单日模型建议写入规则，仅积累后续样本。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260820", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 41.46, "whole_market_rise_pct": 70.67, "breadth_divergence_pct_points": null, "rise_count": 3910, "fall_count": 1199, "flat_count": 424, "limit_up_count": 83, "limit_down_count": 14, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 45.39, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 0, "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": "20260819", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 52.4, "whole_market_rise_pct": 7.6, "breadth_divergence_pct_points": 44.9, "rise_count": 419, "fall_count": 4752, "flat_count": 362, "limit_up_count": 38, "limit_down_count": 134, "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", "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 } }