{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_api", "failure_class": "deepseek_review_unavailable", "model": "deepseek-v4-pro-0813", "plan_date": "20260825", "trade_date": "20260826", "reason": "", "conclusion": "今日模拟盘符合体系：空仓无成交，主线断裂与 OBSERVE_ONLY 首因阻断新开仓，未违反门控或风控纪律。", "fact_check": { "real_fills": [ "当日 filled_orders=0，official_buy_filled=0，shadow_buy_filled=0，无任何成交，不能写为正式买入。", "execution_gate_timeline.filled_entry_gate_evidence 为空，summary.rejected_orders=0，无成交时门控证据可核。" ], "existing_positions": [ "positions 数组为空，account.market_value=0，cash=1028450.51，无 T+1 卖出或持仓处理。", "risk_overlay_observability.position_count=0，position_risk_checks 为空，不涉及逐股止损阈值核验。" ], "market_gate": { "status": "盘前至09:35前为 no_official_buy；09:31:11和09:35:15-09:36:16出现两次 NORMAL_THREE_RESONANCE/Strict Gate 允许窗口，最长61秒；之后转 MAINLINE_BREAK 或 WAIT_CONFIRM。正式成交为0，formal_new_entry_first_fail_counts.policy_blocked_observe_only=3。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": "LOW", "runtime_score": 0.0, "source_trade_date": "20260826", "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/20260826_risk_overlay.log", "snapshot_count": 467, "first_generated_at": "2026-08-26T09:30:06", "last_generated_at": "2026-08-26T14:55:36", "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, 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"CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:42:54", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:43:25", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:43:56", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:44:27", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:44:58", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:45:28", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:45:59", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" }, { "captured_at": "2026-08-26T11:46:30", "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": 0.24, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "CRO概念 / CRO" } ], "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": [ "市场门反复证伪时没有在短暂共振窗口强行下单；正式漏斗首因是 OBSERVE_ONLY，未把技术诊断混为正式阻断。", "盘前 MIXED→执行日 WARM 触发 AMBER 再确认，确认前只观察/持仓风控，未因改善自动放行。" ], "mistake_lessons": [ "今日零成交主要不是操作失误，而是数据健康与策略门控未转正式；开盘啦捕获 UNAVAILABLE 需修权限续传才能补齐交叉验证。", "09:35 通过窗口 whitelist 为空，不能作为可买标的证据，需保留窗口与白名单联动审计。" ], "code_iterations_done": [ "数量口径已统一：计划 condition=25=runtime 22+3 提升 active；弱市成簇上限 25%/6% 已落地；探针合同优先级回放 PASS。", "全市场广度 verified；risk_overlay covers_regular_session=true；preopen AMBER 再确认已触发并保留硬观察。", "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": [ "继续观察开盘啦权限修复后的 sector_validation 补抓；不得单独授予入场，仅作交叉验证。", "条件探针 READY 后若 whitelist 为空且 Strict Gate 通过，建议审计是否产生空白名单放行窗口，避免无标的可买。" ], "next_validation_tasks": [ "明日跟踪 25 个信号中 NEAR_TRIGGER 5 只的触发、失效价和 VWAP/分钟能量，确认无正式成交是否仍由主线断裂。", "若执行日 regime 仍 WARM 且计划 MIXED，复核 reconfirmation 与 Strict Gate 联动，确保不会未经确认放开。" ], "framework_audit": { "entry_fit": [ "无正式买入；三只 active 探针均 session_invalidation_latched 取消，市场门仅短窗通过，未满足完整入场链。" ], "holding_fit": [ "空仓，无持仓处理；风控日志无卖出决策，符合体系。" ], "sell_fit": [ "无卖出，position_flow_sanity 为空，无超卖证据。" ], "violations_or_warnings": [ "无实质违规；开盘啦捕获 UNAVAILABLE 仅数据质量告警；运行时 OBSERVE_ONLY 与 execution_health effective allow true 需分层说明，但非契约矛盾。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日 20260825 为 OBSERVE_ONLY、regime MIXED、allow_new_positions=false；执行日早间 regime 改善为 WARM 触发 AMBER 再确认，未自动放行。", "key_points": [ "计划仅观察，科技冲击为历史 MEDIUM，不用于执行日", "执行日外部科技冲击 LOW，无负向 SOX/NVDA 冲击" ] }, "sector_analysis": { "assessment": "开盘啦快照 UNAVAILABLE，只记数据质量告警；板块周期历史显示计划日医药/军工/地产启动，但执行日候选强主题为粮食/农业、CRO，盘中 CRO 主线断裂。", "key_points": [ "粮食/农业 active 3 只均 CANCELLED；CRO 前排美迪西+0.95%、后排康龙化成-5.0% 分歧", "全市场广度 49.72%，涨跌停 56/2，未形成全市场强市" ] }, "stock_analysis": { "assessment": "三只 active 探针农发种业 -2.85%、神农种业 -1.77%、敦煌种业 -0.71%，全部 session_invalidation_latched；当前空仓。", "key_points": [ "25 个信号覆盖完整，15 CANCELLED/5 NEAR_TRIGGER/5 OBSERVE，无 FILLED", "无持仓需逐股说明，临界候选浙江震元等仍低于触发价" ] }, "trade_execution": { "assessment": "无 orders、无成交，无成交时门控、价格和数量可核；正式漏斗评估3个，首因 policy_blocked_observe_only=3。", "key_points": [ "市场门曾两次 Strict Gate 通过，但无 valid_entry_windows；不能把技术诊断当成正式阻断", "quote_stale_ratio=0，VWAP official 3/0 proxy" ] }, "risk_tracking": { "assessment": "空仓且风控日志覆盖常规时段、阈值覆盖完整、无阈值触发或卖出动作；无 T+1 持仓。", "key_points": [ "risk_overlay_observability full session log available，decision_count=0", "position_flow_sanity 为空，无超卖风险" ] }, "strategy_reflection": { "assessment": "今日符合体系：板块源降级+主线断裂时保持观察，没有强行买入；已确认缺陷主要是开盘啦捕获权限，待回放的是 READY 探针与白名单空窗联动。", "key_points": [ "盘前 reconfirmation 和 OBSERVE_ONLY 首因准确；弱市上限与合同优先级回放 PASS", "下次验证开盘啦实时板块页与条件探针 READY 后白名单是否非空" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260826", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 72.0, "whole_market_rise_pct": 49.72, "breadth_divergence_pct_points": null, "rise_count": 2751, "fall_count": 2307, "flat_count": 475, "limit_up_count": 56, "limit_down_count": 2, "regime_label": "盘前候选池偏暖（待复核）", "regime_code": "WARM", "regime_score": 76.82, "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": "20260825", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": null, "whole_market_rise_pct": 71.6, "breadth_divergence_pct_points": null, "rise_count": 3962, "fall_count": 1169, "flat_count": 402, "limit_up_count": 70, "limit_down_count": 4, "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 } }