{ "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": "20260821", "trade_date": "20260824", "reason": "", "conclusion": "今日模拟盘无成交、无持仓，正式新入场被 OBSERVE_ONLY 阻断且市场门全天未通过，符合板块二波体系空仓纪律。", "fact_check": { "real_fills": [ "无成交：orders 为空，filled_orders=0，official_buy_filled=0，shadow_buy_filled=0，risk_sell_filled=0。" ], "existing_positions": [ "无持仓：positions 为空，positions=0，账户现金 1028450.51，总资产未变化。" ], "market_gate": { "status": "execution_gate_timeline passed_snapshot_count=0，passed_segments=[]，市场门全天未通过；reason 含 signal_pool_breadth_not_repaired、active_mainline_not_confirmed、active_leaders_not_above_vwap 等。" }, "external_tech_shock": { "source_level": "MEDIUM", "source_score": 28.0, "runtime_level": "MEDIUM", "runtime_score": 28.0, "source_trade_date": "20260824", "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/20260824_risk_overlay.log", "snapshot_count": 468, "first_generated_at": "2026-08-24T09:30:16", "last_generated_at": "2026-08-24T14:55:32", "covers_regular_session": true, "session_end_target": "14:55:00", "session_end_tolerance_seconds": 60, "session_end_tolerance_applied": false, "recorded_decision_count": 0, "recorded_pending_decision_count": 0, "recorded_blocked_intent_count": 0, "position_count": 0, "position_risk_checks": [], "historical_exit_risk_checks": [], "historical_exit_risk_check_count": 0, "risk_check_source": null, "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_20260824.jsonl", "snapshot_count": 649, "passed_snapshot_count": 0, "first_snapshot_at": "2026-08-24T09:25:14", "last_snapshot_at": "2026-08-24T14:55:23", "first_passed_at": null, "last_passed_at": null, "passed_segments": [], "longest_passed_segment_seconds": 0, "regular_session_snapshot_count": 463, "quote_stale_snapshot_count": 0, "quote_stale_snapshot_ratio": 0.0, "quote_stale_outside_regular_session_count": 119, "quote_stale_scope": "continuous_auction_only; excludes preopen and lunch_break", "transition_events": [ { "captured_at": "2026-08-24T09:25:14", "passed": false, "reason": 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"entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [], "pool_up_ratio": 0.7143, "active_up_ratio": 1.0, "active_positive": 1, "active_above_vwap": 1, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T09:29:18", "passed": false, "reason": "quote_stale", "style_code": "NORMAL_THREE_RESONANCE", "entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [], "pool_up_ratio": 0.7143, "active_up_ratio": 1.0, "active_positive": 1, "active_above_vwap": 1, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T09:29:49", "passed": false, "reason": "wait_until_09:35,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "style_code": "NORMAL_THREE_RESONANCE", "entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [], "pool_up_ratio": 0.7143, "active_up_ratio": 1.0, "active_positive": 1, 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"style_code": "MAINLINE_BREAK", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:01:06", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:01:37", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:02:08", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:02:38", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:03:40", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:04:10", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:06:13", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:58:17", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:59:18", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T12:59:48", "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": 0.381, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" }, { "captured_at": "2026-08-24T14:30:24", "passed": false, "reason": "after_14:30_no_new_upgrade,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": 0.4286, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 1, "dominant_theme": "贵金属 / 黄金概念" } ], "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": [ "正式新入场被 OBSERVE_ONLY 阻断，未在主线断裂时强行买入；市场门全天未过，未产生任何成交。", "active 烽火通信跌破 invalid 后按 session_invalidation_latched 取消，条件观察多数失效或 NEAR_TRIGGER，未盲目追高。" ], "mistake_lessons": [ "无实质执行错误；仅记录数据质量告警：开盘啦外部交叉验证层缺失（macOS 权限未授予），但不影响主数据合同。" ], "code_iterations_done": [ "review_fix_replay 已 implemented_and_read_only_replay_verified：弱市+聚类主线总仓位 25%、单票 6% 上限落地；preopen_regime_alert ALERT 且 entry_reconfirmation_required=true 表明降级已生效；conditional_probe_observe_contract_replay PASS，修正盘前 OBSERVE_ONLY 与同日 READY 探针优先级，历史零成交仍正确。", "execution_policy_validation.pool_count_reconciliation.reconciled=true：计划 conditional=20，无 promoted probes，active=1，口径一致。", "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": [ "后续样本验证市场门阈值与滞回参数：今日无合法窗口，不构成已证实缺陷，仅积累样本。", "开盘啦权限恢复后，验证实时板块强度、资金与 intraday_rhythm 能否补充主线承接判断，但不得单独授予入场权限。" ], "next_validation_tasks": [ "明日盘前确认执行日 regime 是否仍为 MIXED，外部科技冲击是否降级，风险旗标覆盖是否连续。", "恢复 macOS Accessibility 权限后回补开盘啦 current/interval 板块数据，并复核候选池虚假繁荣告警与主线阶段。" ], "framework_audit": { "entry_fit": [ "今日无入场，正式信号首先被 OBSERVE_ONLY 阻断，且市场门未通过；符合板块二波先看主线承接、严守 Strict Gate 的要求。" ], "holding_fit": [ "无持仓，不需处理；账户现金保持，未偏离体系。" ], "sell_fit": [ "无卖出动作；risk_overlay_observability 覆盖常规时段，记录 0 决策，阈值覆盖完整。" ], "violations_or_warnings": [ "无交易违规；runtime.allow_new_positions=false 与 execution_health.effective_allow_new_positions=true 的差异源于 reconfirmation 要求，实际 gate 被 OBSERVE_ONLY 阻断，不构成契约矛盾。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "盘前计划 WARM、1 active 20 conditional；执行日 regime 降为 MIXED，09:00-09:25 触发 ALERT，entry_reconfirmation_required=true，已执行降级。", "key_points": [ "执行日 regime MIXED 与计划 WARM 不一致，需重新确认。", "外部科技冲击 MEDIUM，技术新买入延后至 10:00。" ] }, "sector_analysis": { "assessment": "CPO/宽带提速全部下跌，主线承接断裂；贵金属前排强后排弱，全市场涨比仅 24.94%，剪刀差 17.9 点未触发 authoritative_alert，只能作结构性观察。", "key_points": [ "CPO 板块 4 票全跌，烽火通信跌破 invalid。", "贵金属局部活跃但全市场弱分化，未放大。" ] }, "stock_analysis": { "assessment": "active 烽火通信 CANCELLED（session_invalidation_latched）；conditional 多数 CANCELLED 或 NEAR_TRIGGER，无正式买入。", "key_points": [ "烽火通信 P0 跌破 invalid 已取消。", "条件观察中豫光金铅、中金黄金等 4 只 NEAR_TRIGGER 未达正式买入条件。" ] }, "trade_execution": { "assessment": "gate_funnel 显示 1 个正式信号首先被 OBSERVE_ONLY 阻断，市场门无通过 snapshots；无成交、无订单。", "key_points": [ "policy_blocked_observe_only=1，正式新入场被阻断。", "execution_gate_timeline passed_count=0，市场门未通过。" ] }, "risk_tracking": { "assessment": "无持仓，risk_overlay_observability 覆盖常规时段，记录 0 决策，阈值覆盖完整；下一交易日需关注 T+1 和候选失效状态。", "key_points": [ "盘中风控日志无卖出决策，阈值覆盖完整。", "下一交易日需复核现有候选失效或触发情况。" ] }, "strategy_reflection": { "assessment": "当日空仓符合体系；已验收弱市仓位上限、regime 降级与探针优先级修复；开盘啦权限缺失为数据质量告警，待后续验证。", "key_points": [ "观察覆盖 21/21，无漏监控。", "开盘啦数据恢复前不单独放行板块判断。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260824", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 42.86, "whole_market_rise_pct": 24.94, "breadth_divergence_pct_points": null, "rise_count": 1380, "fall_count": 3698, "flat_count": 455, "limit_up_count": 49, "limit_down_count": 17, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 44.8, "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": "20260821", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 85.7, "whole_market_rise_pct": 43.4, "breadth_divergence_pct_points": 42.3, "rise_count": 2403, "fall_count": 2620, "flat_count": 510, "limit_up_count": 58, "limit_down_count": 15, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 68.0, "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 } }