{ "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": "20260827", "trade_date": "20260828", "reason": "", "conclusion": "今日 OBSERVE_ONLY 零成交、零持仓，执行日热度回落至 WARM 且主线分歧，正式新入场被政策层 OBSERVE_ONLY 首先阻断，符合板块二波体系。", "fact_check": { "real_fills": [ "今日无任何正式、影子或风控卖出成交：summary.filled_orders=0，orders=[]，execution_reason_semantics.executed_formal_entry_count=0，不存在成交事实。", "execution_gate_timeline.filled_entry_gate_evidence=[]，无成交时可用的门控证据；不推断任何成交价格、滑点或追价。" ], "existing_positions": [ "account.market_value=0.0，positions=[]，summary.positions=0，当前无持仓；总资产 1028450.51 全为现金。", "position_flow_sanity=[]，无卖出订单或持仓流水需要核验，卖出数量核对不适用。" ], "market_gate": { "status": "执行日市场门于 09:31:56-09:32:27、09:34:30-09:37:36、09:50:30 三段通过，最长 186 秒；quote_stale 比 0.0；entry_window_audit 无漏窗口与 chronology 违规。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": "LOW", "runtime_score": 12.0, "source_trade_date": "20260828", "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/20260828_risk_overlay.log", "snapshot_count": 466, "first_generated_at": "2026-08-28T09:30:17", "last_generated_at": "2026-08-28T14:55:18", "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_20260828.jsonl", "snapshot_count": 627, "passed_snapshot_count": 10, "first_snapshot_at": "2026-08-28T09:25:16", "last_snapshot_at": "2026-08-28T14:55:14", "first_passed_at": "2026-08-28T09:31:56", "last_passed_at": "2026-08-28T09:50:30", "passed_segments": [ { "first_passed_at": "2026-08-28T09:31:56", "last_passed_at": "2026-08-28T09:32:27", "snapshot_count": 2, "duration_seconds": 31, "style_codes": [ "CLUSTERED_MAINLINE" ] }, { "first_passed_at": "2026-08-28T09:34:30", "last_passed_at": "2026-08-28T09:37:36", "snapshot_count": 7, "duration_seconds": 186, "style_codes": [ "CLUSTERED_MAINLINE", "NORMAL_THREE_RESONANCE" ] }, { "first_passed_at": "2026-08-28T09:50:30", "last_passed_at": "2026-08-28T09:50:30", "snapshot_count": 1, "duration_seconds": 0, "style_codes": [ "CLUSTERED_MAINLINE" ] } ], "longest_passed_segment_seconds": 186, "regular_session_snapshot_count": 446, "quote_stale_snapshot_count": 0, "quote_stale_snapshot_ratio": 0.0, "quote_stale_outside_regular_session_count": 164, "quote_stale_scope": "continuous_auction_only; excludes preopen and lunch_break", "transition_events": [ { "captured_at": "2026-08-28T09:25:16", "passed": false, "reason": "wait_until_09:35,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": 0.3929, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:26:18", "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": 0.3929, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:27:20", "passed": false, "reason": "wait_until_09:35,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": 0.3929, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:27:50", "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": 0.3929, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:29:53", "passed": false, "reason": "wait_until_09:35,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": 0.3929, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:30:24", "passed": false, "reason": "wait_until_09:35,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.4524, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:30:55", "passed": false, "reason": "wait_until_09:35,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": 0.5476, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 2, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:31:26", "passed": false, "reason": "wait_until_09:35,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.6429, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:31:56", "passed": true, "reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600498" ], "pool_up_ratio": 0.6548, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:32:58", "passed": false, "reason": "wait_until_09:35,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.7024, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:34:30", "passed": true, "reason": "preopen_sector_flow_confirmed,clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600498" ], "pool_up_ratio": 0.7262, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:35:32", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600498" ], "pool_up_ratio": 0.75, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:37:36", "passed": true, "reason": "preopen_sector_flow_confirmed", "style_code": "NORMAL_THREE_RESONANCE", "entry_policy": "strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.688519", "SZSE.002916" ], "pool_up_ratio": 0.7381, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:38:07", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.7619, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:41:43", "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": 0.5833, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:42:14", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.5952, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:43:16", "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": 0.5952, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:44:18", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.631, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 2, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:49:59", "passed": false, "reason": "clustered_mainline_core_entry_only,wait_market_gate_hysteresis_1of2", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600498" ], "pool_up_ratio": 0.8214, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:50:30", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600498" ], "pool_up_ratio": 0.8333, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:51:01", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.8095, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:52:34", "passed": false, "reason": "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": [ "SZSE.002552", "SHSE.688519", "SZSE.002916" ], "pool_up_ratio": 0.8452, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:53:05", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.8095, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:53:36", "passed": false, "reason": "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": [ "SZSE.002552", "SHSE.688519", "SZSE.002916" ], "pool_up_ratio": 0.8333, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T09:54:07", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.8095, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:00:20", "passed": false, "reason": "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": [ "SZSE.002552", "SHSE.688519", "SZSE.002916" ], "pool_up_ratio": 0.8571, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:03:58", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.8214, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:04:29", "passed": false, "reason": "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": [ "SZSE.002552", "SHSE.688519", "SZSE.002916" ], "pool_up_ratio": 0.869, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:05:31", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.7976, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:37:47", "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": 0.6071, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:40:23", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.6071, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 1, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T10:40:55", "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": 0.5714, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:31:10", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:32:13", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:32:45", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:34:50", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:35:22", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:35:53", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:36:24", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-08-28T11:43:13", "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": 0.4643, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 0, "active_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)" } ], "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": [ "执行日 regime 由计划 HOT 降至 WARM，preopen ALERT 已触发 reconfirmation，且 runtime.mode=OBSERVE_ONLY 阻断正式新开仓，未继承计划日乐观权限。", "SOX、NVDA、KOSPI 等当日上涨，外部科技冲击判定 LOW；执行日全市场涨比 50.5%，未把上涨误判为冲击，也未把局部题材当全市场转强。" ], "mistake_lessons": [ "开盘啦 current/interval/cycle 捕获因 macOS 辅助功能权限缺失而 UNAVAILABLE，当日无法完成板块生命周期外部交叉验证，只能按数据质量告警处理。", "正式 5 单首因是 OBSERVE_ONLY；后续复盘需持续区分 policy_blocked 与技术诊断（VWAP/资本各5）的层级，不可把影子/诊断归因写成正式订单拦截。" ], "code_iterations_done": [ "盘后只读回放验证已完成：review_fix_replay.policy_status=implemented_and_read_only_replay_verified；pool_count_reconciliation.reconciled=true；WEAK+CLUSTERED_MAINLINE 总仓 25%/单票 6% 上限落地。", "conditional_probe_observe_contract_replay=PASS；full_market_breadth verified 且 active VWAP proxy 比为 0；preopen ALERT 与 entry_reconfirmation_required 已按计划触发。", "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": [ "待恢复开盘啦辅助功能采集后，纳入当日 sector_external_validation，验证元件/CPO/半导体主线分歧与生命周期 stage，而非继续缺源。", "可评估对同日 conditional 触及的 shadow diagnostic 保留为次日研究池，但不影响正式 OBSERVE_ONLY 首因和 strict gate。" ], "next_validation_tasks": [ "下一交易日 09:00-09:25 复核 execution_regime/WARM 与 entry_reconfirmation_required 延续，确认 Strict Gate 重新确认要求是否保留。", "回看今日 TOUCHED/NEAR_TRIGGER 条件标的（含生益电子、麦捷科技、风华高科等）次日资金回流与分钟能量改善，仅作影子/诊断验证。" ], "framework_audit": { "entry_fit": [ "计划 active 5 只均要求盘中 Strict Gate，今日 4 只 session_invalidation_latched、1 只 waiting_trigger，无买入；入场未在主线分歧时追涨，符合板块二波二次确认。", "市场门通过段仅释放 CLUSTERED_MAINLINE 白名单或 strict_gate 白名单，且 OBSERVE_ONLY 最终拦截，门控层级未跳步。" ], "holding_fit": [ "无持仓，仓位处理不适用；账户全现金，无 T+1、无效价或趋势破坏需处理的持仓。", "持仓数量为 0，故不涉及主线偏离判断，也不存在应减仓/清仓动作。" ], "sell_fit": [ "无卖出订单；risk_overlay_observability full_session_log_available、covers_regular_session=true、decision_count=0，无卖出或阈值触发。", "positions_with_stop_or_invalid_threshold=0 且 position_count=0，阈值覆盖完整；不构成超卖或 T+1 卖出问题。" ], "violations_or_warnings": [ "开盘啦板块数据 UNAVAILABLE，为数据质量缺口；只能记告警，不得推断板块走弱或作为今日门控因素。", "外部科技冲击源 partial，部分同花顺指数 502，source_quality=reviewable_live_fallback；已由 LOW 门控处理，需恢复后复核。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日 20260827 HOT/87、active5/conditional79，执行日 09:00-09:25 恶化至 WARM 63.28 并触发 reconfirmation；实际 OBSERVE_ONLY 阻断正式买入。", "key_points": [ "计划意图 active5/conditional79、allow_new_positions=true 已核对。", "执行日 preopen ALERT 已把 regime 由 HOT 降级为 WARM，reconfirmation 要求生效。" ] }, "sector_analysis": { "assessment": "CPO 内星网锐捷/合锻智能等大涨但下跌数 28>13，元件 26下>10上，半导体 4下>2上；执行日全市场涨比仅 50.5%，主线呈分歧而非共振。", "key_points": [ "AI算力链/CPO 前排大涨但中后排拖累，板块均幅 -0.37%。", "开盘啦 sector_external_validation 缺失，当日板块周期无法交叉验证。" ] }, "stock_analysis": { "assessment": "无成交且无持仓；active 5 只中 4 只 session_invalidation_latched，深南电路 waiting_trigger；条件候选多为 TOUCHED/NEAR_TRIGGER 但 watch-only。", "key_points": [ "烽火通信/胜宏科技/宝鼎科技/南亚新材均 session_invalidation_latched。", "深南电路 waiting_trigger；条件候选生益电子等触发但未转正式。" ] }, "trade_execution": { "assessment": "orders=[] 无成交；gate_funnel 5 个正式合同首批均被 policy_blocked_observe_only 阻断，passed=0，成交时价格与门控无事实可核。", "key_points": [ "formal_new_entry_primary_reason=policy_blocked_observe_only。", "vwap/capital 各 5 仅影子/诊断计数，不计正式订单拦截。" ] }, "risk_tracking": { "assessment": "无持仓、无阈值触发、无卖出；风控日志覆盖常规时段且风险覆盖完整，下一交易日仅观察候选。", "key_points": [ "risk_overlay_observability decision_count=0，风控证据覆盖完整。", "无 T+1、失效价或仓位管理动作需生成。" ] }, "strategy_reflection": { "assessment": "做对处为 OBSERVE_ONLY 未追涨、regime 降级生效；待回放为恢复开盘啦与验证条件候选回流。", "key_points": [ "已实施回放验证已闭环，无历史成交需改写。", "下一轮验证外部周期源恢复与 conditional shadow 的持续性。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260828", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 58.33, "whole_market_rise_pct": 50.5, "breadth_divergence_pct_points": null, "rise_count": 2794, "fall_count": 2260, "flat_count": 479, "limit_up_count": 82, "limit_down_count": 4, "regime_label": "盘前候选池偏暖（待复核）", "regime_code": "WARM", "regime_score": 63.28, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 1, "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": "20260827", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 57.5, "breadth_divergence_pct_points": 42.5, "rise_count": 3181, "fall_count": 1819, "flat_count": 533, "limit_up_count": 77, "limit_down_count": 4, "regime_label": "亢奋", "regime_code": "HOT", "regime_score": 87.0, "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 }, "finding_contract_schema_version": "deepseek_finding_contract_v1", "discipline_findings": [ { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-322c1cc6e88d66fb", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "回看今日 TOUCHED/NEAR_TRIGGER 条件标的（含生益电子、麦捷科技、风华高科等）次日资金回流与分钟能量改善，仅作影子/诊断验证。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "next_validation_tasks", "excerpt": "回看今日 TOUCHED/NEAR_TRIGGER 条件标的（含生益电子、麦捷科技、风华高科等）次日资金回流与分钟能量改善，仅作影子/诊断验证。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-52b75a2c9ce5aa9f", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "开盘啦 current/interval/cycle 捕获因 macOS 辅助功能权限缺失而 UNAVAILABLE，当日无法完成板块生命周期外部交叉验证，只能按数据质量告警处理。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "mistake_lessons", "excerpt": "开盘啦 current/interval/cycle 捕获因 macOS 辅助功能权限缺失而 UNAVAILABLE，当日无法完成板块生命周期外部交叉验证，只能按数据质量告警处理。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-554cdb531bb988e8", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "外部科技冲击源 partial，部分同花顺指数 502，source_quality=reviewable_live_fallback；已由 LOW 门控处理，需恢复后复核。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "framework_audit.violations_or_warnings", "excerpt": "外部科技冲击源 partial，部分同花顺指数 502，source_quality=reviewable_live_fallback；已由 LOW 门控处理，需恢复后复核。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-742afa8c6c5c4c9e", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "正式 5 单首因是 OBSERVE_ONLY；后续复盘需持续区分 policy_blocked 与技术诊断（VWAP/资本各5）的层级，不可把影子/诊断归因写成正式订单拦截。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "mistake_lessons", "excerpt": "正式 5 单首因是 OBSERVE_ONLY；后续复盘需持续区分 policy_blocked 与技术诊断（VWAP/资本各5）的层级，不可把影子/诊断归因写成正式订单拦截。" }, "requires_code_change": false, "validation_method": "统计 official/proxy 覆盖率并回放依赖 VWAP 的候选，确认代理值不能误放行。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-76db7e6be24bb0fb", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "可评估对同日 conditional 触及的 shadow diagnostic 保留为次日研究池，但不影响正式 OBSERVE_ONLY 首因和 strict gate。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "pending_rule_change_candidates", "excerpt": "可评估对同日 conditional 触及的 shadow diagnostic 保留为次日研究池，但不影响正式 OBSERVE_ONLY 首因和 strict gate。" }, "requires_code_change": true, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-781094e5e505f934", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "下一交易日 09:00-09:25 复核 execution_regime/WARM 与 entry_reconfirmation_required 延续，确认 Strict Gate 重新确认要求是否保留。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "next_validation_tasks", "excerpt": "下一交易日 09:00-09:25 复核 execution_regime/WARM 与 entry_reconfirmation_required 延续，确认 Strict Gate 重新确认要求是否保留。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-bb9229f5ea17c5f6", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦板块数据 UNAVAILABLE，为数据质量缺口；只能记告警，不得推断板块走弱或作为今日门控因素。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "framework_audit.violations_or_warnings", "excerpt": "开盘啦板块数据 UNAVAILABLE，为数据质量缺口；只能记告警，不得推断板块走弱或作为今日门控因素。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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-fcd573309607c48a", "trade_date": "20260828", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "待恢复开盘啦辅助功能采集后，纳入当日 sector_external_validation，验证元件/CPO/半导体主线分歧与生命周期 stage，而非继续缺源。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260828.json", "field": "pending_rule_change_candidates", "excerpt": "待恢复开盘啦辅助功能采集后，纳入当日 sector_external_validation，验证元件/CPO/半导体主线分歧与生命周期 stage，而非继续缺源。" }, "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": "20260828", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260828", "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 } } ], "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 } }