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"pool_up_ratio": 0.4375, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "抽水蓄能" }, { "captured_at": "2026-08-27T11:51:33", "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": 0.4375, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "抽水蓄能" }, { "captured_at": "2026-08-27T11:52:05", "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": 0.4375, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "抽水蓄能" }, { "captured_at": "2026-08-27T11:52:36", "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": 0.4375, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "抽水蓄能" }, { "captured_at": "2026-08-27T11:54:10", "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": 0.4375, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "抽水蓄能" } ], "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": [ "市场门未通过时保持零正式买入，3个active探针也被policy_blocked_observe_only首因阻断，未强行入池。", "把93个conditional和6个intended_but_blocked归为影子/诊断，未与正式订单混淆。" ], "mistake_lessons": [ "开盘啦实时与区间验证UNAVAILABLE，只能记数据质量告警，不能替代主合同，仍需权限修复。" ], "code_iterations_done": [ "review_fix_replay conditional_probe_observe_contract_replay=PASS，历史fully_eligible=0仍结论零成交正确；pool_count_reconciliation=reconciled，3只同日READY探针由conditional提升为active，非口径矛盾。", "risk_overlay_observability覆盖常规时段并覆盖0持仓；full_market_breadth verified；weak_clustered总仓25%/单票6%上限已落地，后续只做效果验证。", "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": [ "下一轮验证：当候选池广度修复且市场门通过时，检查3只active CONDITIONAL_PROBE是否能在Strict Gate下成交。", "开盘啦抓取权限修复后，把当前/区间/周期数据纳入主线再确认，不新增买入权限。" ], "next_validation_tasks": [ "观察下一交易日盘前regime是否从MIXED改善、候选池up_ratio能否摆脱20.83%低位，市场门能否形成连续通过段。", "复核弱市集群仓位上限25%/6%对新开仓的约束效果，并验证kaipanla publish_ready。" ], "framework_audit": { "entry_fit": [ "无正式入场；板块二波要求主线共振，市场门候选池广度未修复且active主线未确认，零买入符合框架。" ], "holding_fit": [ "无持仓，不涉及T+1/趋势持有处理；账户为纯现金。" ], "sell_fit": [ "无卖出触发；risk_overlay日志覆盖常规时段且decision_count=0，持仓0下风控动作无需生成。" ], "violations_or_warnings": [ "执行日市场数字以execution_market_facts为准；daily_report的81.2%候选池涨比是计划日20260826历史背景，不混用。开盘啦缺失为数据质量告警，不判板块走弱。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "盘前计划为20260826 OBSERVE_ONLY，96条件观察；执行日regime MIXED对齐，外部科技冲击LOW且无需reconfirmation。", "key_points": [ "计划日市场广度49.7%、候选池81.2%为历史背景；执行日全市场57.49%、候选池20.83%。", "09:25后市场门始终未过，正式买入保持0。" ] }, "sector_analysis": { "assessment": "执行日无确认主线；抽水蓄能虽为dominant theme，但active=0、候选池广度低；生物疫苗前排有君正/常铝但分钟能量不足。", "key_points": [ "sector_cycle_history计划日医药DIVERGENCE vs 开盘啦BASE、贵金属DIVERGENCE vs ACCELERATION，按RECHECK处理，不自动放行。", "参股券商等conditional大面积OBSERVE/CANCELLED，中后排分歧明显。" ] }, "stock_analysis": { "assessment": "3只active探针均因minute_energy_amount_too_low不通过；国盛TOUCHED但高于exec_high，君正/常铝NEAR_TRIGGER；无成交和持仓。", "key_points": [ "影子/诊断：6个intended_but_blocked均为conditional影子，96信号全覆盖无遗漏。", "状态分布为42 OBSERVE、25 CANCELLED、23 NEAR_TRIGGER、6 TOUCHED、0 ACTIONABLE、0 FILLED。" ] }, "trade_execution": { "assessment": "全天filled_orders=0；gate_funnel正式首因policy_blocked_observe_only=3，不是市场门或VWAP单标的原因。", "key_points": [ "execution_health READY且hard_block=false，但OBSERVE_ONLY策略门挡住新单；技术诊断分钟能量3/追价1/资金3仅为影子口径。", "quote_stale_ratio 0.0089，孤立stale不构成系统性数据不稳定。" ] }, "risk_tracking": { "assessment": "无持仓，无须跟踪失效价/T+1；risk_overlay日志覆盖常规时段，无阈值触发和卖出决策。", "key_points": [ "risk_overlay position_count=0，risk_threshold_coverage_complete=true，可确认本系统已记录风控证据完整。", "下一交易日无既有仓位处理，仅等待新开仓资格。" ] }, "strategy_reflection": { "assessment": "做对的是市场门为主、影子诊断分离；待验证的是开盘啦权限和弱市上限效果。", "key_points": [ "conditional_probe_observe_contract_replay PASS已修正合同优先级，历史零成交仍正确。", "候选池虚假繁荣告警alert=false，不新增额外过滤，只后续观察。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260827", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 20.83, "whole_market_rise_pct": 57.49, "breadth_divergence_pct_points": null, "rise_count": 3181, "fall_count": 1819, "flat_count": 533, "limit_up_count": 77, "limit_down_count": 4, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 18.44, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 2, "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": "20260826", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 81.2, "whole_market_rise_pct": 49.7, "breadth_divergence_pct_points": 31.5, "rise_count": 2751, "fall_count": 2307, "flat_count": 475, "limit_up_count": 56, "limit_down_count": 2, "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 }, "finding_contract_schema_version": "deepseek_finding_contract_v1", "discipline_findings": [ { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-38f6c4938aa66e83", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "开盘啦抓取权限修复后，把当前/区间/周期数据纳入主线再确认，不新增买入权限。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "pending_rule_change_candidates", "excerpt": "开盘啦抓取权限修复后，把当前/区间/周期数据纳入主线再确认，不新增买入权限。" }, "requires_code_change": true, "validation_method": "运行目标单测、全量测试和故障注入；核对失败时确定性合同仍可运行或安全降级。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "CANDIDATE_RULE_ONLY", "action": "登记为下一版本候选规则，完成只读回放和样本外观察前不生效。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } }, { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-49a24784bb553af9", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "复核弱市集群仓位上限25%/6%对新开仓的约束效果，并验证kaipanla publish_ready。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "next_validation_tasks", "excerpt": "复核弱市集群仓位上限25%/6%对新开仓的约束效果，并验证kaipanla publish_ready。" }, "requires_code_change": false, "validation_method": "进入下一版本候选队列；先做历史只读回放，再完成固定版本样本外观察。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "CANDIDATE_RULE_ONLY", "action": "登记为下一版本候选规则，完成只读回放和样本外观察前不生效。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } }, { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-6e662e38e4c97982", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "执行日市场数字以execution_market_facts为准；daily_report的81.2%候选池涨比是计划日20260826历史背景，不混用。开盘啦缺失为数据质量告警，不判板块走弱。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "framework_audit.violations_or_warnings", "excerpt": "执行日市场数字以execution_market_facts为准；daily_report的81.2%候选池涨比是计划日20260826历史背景，不混用。开盘啦缺失为数据质量告警，不判板块走弱。" }, "requires_code_change": false, "validation_method": "执行精确交易日数据对账、缺失源降级测试和历史只读回放。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "DATA_DEGRADED_NO_PERMISSION_GRANT", "action": "标记数据降级并保持既有权限；缺失数据不得授予买入或自动解释为看空。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } }, { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-7e1fd9be4bbbc338", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "观察下一交易日盘前regime是否从MIXED改善、候选池up_ratio能否摆脱20.83%低位，市场门能否形成连续通过段。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "next_validation_tasks", "excerpt": "观察下一交易日盘前regime是否从MIXED改善、候选池up_ratio能否摆脱20.83%低位，市场门能否形成连续通过段。" }, "requires_code_change": false, "validation_method": "进入下一版本候选队列；先做历史只读回放，再完成固定版本样本外观察。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "CANDIDATE_RULE_ONLY", "action": "登记为下一版本候选规则，完成只读回放和样本外观察前不生效。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } }, { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-85f4ae8ada020723", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "下一轮验证：当候选池广度修复且市场门通过时，检查3只active CONDITIONAL_PROBE是否能在Strict Gate下成交。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "pending_rule_change_candidates", "excerpt": "下一轮验证：当候选池广度修复且市场门通过时，检查3只active CONDITIONAL_PROBE是否能在Strict Gate下成交。" }, "requires_code_change": true, "validation_method": "执行精确交易日数据对账、缺失源降级测试和历史只读回放。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "DATA_DEGRADED_NO_PERMISSION_GRANT", "action": "标记数据降级并保持既有权限；缺失数据不得授予买入或自动解释为看空。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } }, { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-dc59779092ba41de", "trade_date": "20260827", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "开盘啦实时与区间验证UNAVAILABLE，只能记数据质量告警，不能替代主合同，仍需权限修复。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260827.json", "field": "mistake_lessons", "excerpt": "开盘啦实时与区间验证UNAVAILABLE，只能记数据质量告警，不能替代主合同，仍需权限修复。" }, "requires_code_change": true, "validation_method": "运行目标单测、全量测试和故障注入；核对失败时确定性合同仍可运行或安全降级。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260827", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260827", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "CANDIDATE_RULE_ONLY", "action": "登记为下一版本候选规则，完成只读回放和样本外观察前不生效。", "effect": "NO_EXECUTION_CHANGE", "can_write_orders": false, "can_write_positions": false, "can_change_strategy_config": false, "can_loosen_position_or_gate": false } } ], "model_execution_boundary": { "can_write_orders": false, "can_write_positions": false, "can_modify_whitelist": false, "can_modify_thresholds": false, "can_loosen_position_or_gate": false, "deterministic_code_is_execution_authority": true } }