{ "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": "20260820", "trade_date": "20260821", "reason": "", "conclusion": "今日模拟盘无正式买入、无持仓、无风控卖出；执行日 regime 由 HOT 降至 COLD 且外部科技冲击 HIGH，主线承接断裂，市场门全天未通过，符合体系空仓纪律。", "fact_check": { "real_fills": [ "orders 与 filled_orders 均为 0，无任何成交记录，账户 cash 100%。" ], "existing_positions": [ "positions 数组为空，账户无市场价值，总资产 1028450.51 全部为现金。" ], "market_gate": { "status": "execution_gate_timeline 显示 passed_snapshot_count=0，市场门全天未通过；gate_funnel first_fail market_gate_blocked=3。" }, "external_tech_shock": { "source_level": "HIGH", "source_score": 52.0, "runtime_level": "HIGH", "runtime_score": 64.0, "source_trade_date": "20260821", "guardrail": "positive_or_low_external_source_cannot_be_described_as_extreme" }, "risk_observability": { "evidence_state": "full_session_log_available", "log_path": 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"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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:51:36", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:52:38", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:53:40", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:54:11", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:54:42", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:55:44", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:57:18", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" }, { "captured_at": "2026-08-21T11:58:20", "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": 0.1947, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "医疗服务 / 医药消费链 / 创新药" } ], "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": [ "regime mismatch 与外部冲击 HIGH 下未强行开仓，正确处理了 reconfirmation 要求。", "开盘前预确认 ALERT 触发，未继承计划日 HOT 乐观权限，守住 no_official_buy。" ], "mistake_lessons": [ "active 候选全部 session_invalidation_latched 且分钟能量/VWAP 诊断被市场门压制，需注意不要将诊断归因混淆为独立首因。" ], "code_iterations_done": [ "pool_count_reconciliation.reconciled=true，计划与运行时条件合同数量口径已统一。", "conditional_probe_observe_contract_replay.replay_status=PASS，旧盘前 OBSERVE_ONLY 不再提前截断同日 READY 探针。", "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": [ "验证 WEAK+CLUSTERED_MAINLINE 弱市仓位上限（总仓 25%/单票 6%）的实际触发和效果。" ], "next_validation_tasks": [ "观察执行日 COLD regime 能否修复，以及医药、贵金属分支是否出现合法二波确认窗口。" ], "framework_audit": { "entry_fit": [ "无入场符合板块二波框架：执行日 regime 转 COLD，市场门阻断，避免追高。" ], "holding_fit": [ "无持仓，无需处理持仓与主线一致性。" ], "sell_fit": [ "无持仓，无卖出动作；风控日志覆盖完整，无阈值触发。" ], "violations_or_warnings": [ "盘前日报使用计划日 20260820，外部科技冲击 LOW 为历史上下文；执行日 external_tech_shock HIGH 不能混淆，已按执行日事实处理。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "盘前计划 HOT 且外部冲击 LOW，但执行日 09:25 已观测 COLD 与外部 HIGH，触发 reconfirmation 与 no_official_buy。", "key_points": [ "计划日报为 20260820 HOT，执行日 market_trajectory 显示 COLD，regime mismatch。", "preopen_regime_alert ALERT，entry_reconfirmation_required true，禁止新开仓。" ] }, "sector_analysis": { "assessment": "医疗服务/医药主线大幅回调，active 3 只全部下跌；贵金属/黄金分支相对强但未形成正式主线承接。", "key_points": [ "医疗服务/医药 59 信号跌多涨少，平均 -3.79%，前排涨停但中后排拖累。", "贵金属/黄金 18 信号涨多跌少，但市场门未通过，仅观察。" ] }, "stock_analysis": { "assessment": "3 只 active 候选均 session_invalidation_latched，跌破 invalid；条件池仅赤峰黄金、山东黄金 TOUCHED 但被 chase_ceiling 和框架池门拦截。", "key_points": [ "海创药业、海翔药业、普蕊斯均 CANCELLED，跌破 invalid。", "赤峰黄金、山东黄金触发但高于 exec_high，未成交。" ] }, "trade_execution": { "assessment": "无成交订单；gate_funnel 统计 3 个正式候选，市场门首先阻断，无 VWAP/分钟能量作为首因。", "key_points": [ "executed_formal_entry_count=0，formal_new_entry_first_fail market_gate_blocked=3。", "technical_diagnostic_counts 为独立诊断，不改变首因归因。" ] }, "risk_tracking": { "assessment": "无持仓，风控日志覆盖完整，无阈值触发或卖出；下一交易日空仓继续观察。", "key_points": [ "risk_overlay_observability 覆盖常规时段，无决策记录。", "无持仓无需 T+1 或失效价处理。" ] }, "strategy_reflection": { "assessment": "今日空仓符合体系；工程上已修复 conditional probe 优先级与数量口径，候选池虚假繁荣告警未触发。", "key_points": [ "candidate_pool_breadth_alert=false，无需额外收紧。", "pending: 观察外部冲击和 regime 修复后是否出现合法二波窗口。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260821", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 16.36, "whole_market_rise_pct": 43.43, "breadth_divergence_pct_points": null, "rise_count": 2403, "fall_count": 2620, "flat_count": 510, "limit_up_count": 58, "limit_down_count": 15, "regime_label": "盘前候选池冰点（待复核）", "regime_code": "COLD", "regime_score": 2.13, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 4, "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": "20260820", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 98.2, "whole_market_rise_pct": 70.7, "breadth_divergence_pct_points": 27.5, "rise_count": 3910, "fall_count": 1199, "flat_count": 424, "limit_up_count": 83, "limit_down_count": 14, "regime_label": "亢奋", "regime_code": "HOT", "regime_score": 84.0, "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 } }