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"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": [ "市场门全天未通过且active=0时保持no_official_buy，未强行开仓。", "34个条件信号全部覆盖追踪，影子诊断与正式订单边界清晰。" ], "mistake_lessons": [ "本日无已证实交易错误；可改进的是开盘啦捕获权限缺失无法完成板块交叉验证，已降级为数据质量告警。", "未发现计划契约、门控或风控违规；执行日无正式候选，无法验证价格执行。" ], "code_iterations_done": [ "conditional_probe_observe_contract_replay PASS：OBSERVE_ONLY不再提前截断同日READY探针，历史零成交仍正确。", "full_market_breadth verified且risk_overlay常规时段覆盖验收完成，弱市总25%/单票6%上限已落地。", "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": [ "开盘啦权限恢复后，将current/interval/cycle纳入下一日交叉验证并记录recheck，不改变主数据合同权限。", "优化复盘展示：同时标注外部冲击EXTREME与市场门MAINLINE_BREAK两个独立门的作用。" ], "next_validation_tasks": [ "下一交易日出现active候选时，验证09:35后Strict Gate逐窗：白名单、VWAP、分钟能量、价格上限。", "跟踪粮食概念/贵金属周期阶段是否从分歧/退潮回流，禁止仅凭板块单日上涨自动升级。" ], "framework_audit": { "entry_fit": [ "无正式或影子成交；市场门未过、active=0、主线未确认，符合先板块后个股二次确认。", "4个TOUCHED条件候选均未满足追价/分钟能量/主线门，降级观察合规。" ], "holding_fit": [ "无持仓，不适用持仓主线一致性检查或趋势处理。", "账户现金未动，daily_pnl=0，无时间止损或补仓问题。" ], "sell_fit": [ "无卖出、无风控卖出；risk_overlay decision=0，无超卖或阈值触发。", "position_flow_sanity=[]，卖出数量核对无对象。" ], "violations_or_warnings": [ "未发现口径、门控、风控违规；开盘啦UNAVAILABLE与计划日旧外部冲击MEDIUM均非错误。", "执行日EXTREME/计划日MEDIUM按不同trade_date区分，候选池alert=false不列为待增过滤。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日20260824为0 active/34 cond、OBSERVE_ONLY；执行日09:00-09:25 regime alert RED，COLD转MIXED、外部冲击EXTREME，未与计划日MEDIUM同判。", "key_points": [ "计划日外部MEDIUM与执行日EXTREME属不同日事实。", "execution_health有效权限true但复确认未完成，无放行。" ] }, "sector_analysis": { "assessment": "执行日全市场涨比71.61%，候选池涨仅47.06%且authoritative_alert=false；粮食概念8/8上涨但active=0，贵金属跨源冲突需再确认。", "key_points": [ "active_count=0、dominant_theme粮食概念，市场门未确认主线。", "sector_external_validation UNAVAILABLE只作数据质量告警。" ] }, "stock_analysis": { "assessment": "无成交、无持仓、active=0；34个条件信号覆盖完整，4个TOUCHED均因高于exec_high未达，4个影子诊断被chase_ceiling拦。", "key_points": [ "covered_signal_count=34，unclassified=0。", "shadow_observation的4个chase_ceiling不是正式订单拦截。" ] }, "trade_execution": { "assessment": "orders=[]，正式成交0；gate_funnel无正式合同可评估，4个chase_ceiling仅条件影子诊断，无成交价格/数量可核对。", "key_points": [ "formal_new_entry_first_fail_counts全0，无正式首因。", "observation_total_count=34且excluded，不作为正式漏斗。" ] }, "risk_tracking": { "assessment": "无持仓，无T+1/失效价/止损对象；risk_overlay日志覆盖常规时段、决策0、position_risk_checks为空，无阈值或卖出动作。", "key_points": [ "covers_regular_session=true、recorded_decision_count=0。", "position_count=0，threshold覆盖完整不构成风控异常。" ] }, "strategy_reflection": { "assessment": "本日为合规观察日，无已证实交易缺陷；下一日只验证候选池统计口径与开盘啦权限恢复后的跨源再确认，不据此立即改阈值。", "key_points": [ "未发现需立即修改的交易规则。", "sector_cycle_history小样本命中率不直接改实盘阈值。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260825", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 47.06, "whole_market_rise_pct": 71.61, "breadth_divergence_pct_points": null, "rise_count": 3962, "fall_count": 1169, "flat_count": 402, "limit_up_count": 70, "limit_down_count": 4, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 48.16, "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": "20260824", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 55.9, "whole_market_rise_pct": 24.9, "breadth_divergence_pct_points": 30.9, "rise_count": 1380, "fall_count": 3698, "flat_count": 455, "limit_up_count": 49, "limit_down_count": 17, "regime_label": null, "regime_code": null, "regime_score": null, "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 } }