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"active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:52:27", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:52:59", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:54:33", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:55:35", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:56:06", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" }, { "captured_at": "2026-08-31T11:56:38", "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": 0.2609, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "农药化肥" } ], "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 从计划 WARM 降至 WEAK，外部科技冲击 EXTREME，盘前 ALERT/RED 已触发 reconfirmation，未继承计划乐观权限。", "观察覆盖 46/46、unclassified=0，风控日志覆盖常规时段且无持仓，未出现漏跟踪或超卖。" ], "mistake_lessons": [ "计划主线农药化肥/生态农业在开盘啦验证层未覆盖，只能依赖主数据合同和盘中再确认；该缺口需下一交易日补充研究。", "候选池涨比 22.73% 显著低于全市场 54.17%，authoritative_alert=true 且 selection_review_required=true，说明候选池选择覆盖有偏，非全市场走弱。" ], "code_iterations_done": [ "pool_count_reconciliation.reconciled=true：plan conditional 44 = runtime conditional 41 + 3 个同日 READY 探针提升 active，数量迁移闭环完成。", "weak_clustered 上限已落地：总仓位 25%、单票 6%；kaipanla_capture_health.publish_ready=true；conditional_probe_observe_contract_replay PASS，修正旧盘前标签优先级且历史零成交仍成立。", "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": [ "可评估：候选池 22.73% 与全市场 54.17% 剪刀差触发 selection_review，是否提高计划主线未被开盘啦覆盖时的候选池更新和轮动候选入库频率。", "可评估：外部科技冲击 EXTREME 时 tech_new_buy_allowed=false、最早入场 13:10、仓位上限 35%，后续回测非科技主线是否同步降级观察。" ], "next_validation_tasks": [ "下一交易日验证农药化肥/生态农业是否出现前排、中军、后排共振；若仍无则不主动开仓。", "验证 AI应用/算力/中报增长等开盘啦已确认轮动候选，能否进入主数据合同并逐笔通过盘中 Strict Gate。" ], "framework_audit": { "entry_fit": [ "无正式入场；3 个 active 探针首先被 OBSERVE_ONLY 阻断；观察诊断中分钟能量均 amount_too_low，也不构成二波确认。", "板块层面 market gate active_mainline_not_confirmed，计划主线未获外部板块验证，不构成板块共振进场条件。" ], "holding_fit": [ "无持仓，不存在偏离今日主线问题；active_count 包含 3 个同日探针，未重复计入成交标的。", "无趋势持仓需要按失效价或时间止损处理。" ], "sell_fit": [ "无持仓且无卖出订单，position_flow_sanity 为空，不存在超卖或 T+1 卖出。", "risk_overlay 全时段日志覆盖常规时段，recorded_decision_count=0，本日无阈值触发或卖出动作。" ], "violations_or_warnings": [ "计划日 20260828 日报外部科技冲击 LOW 与执行日 20260831 EXTREME 不是同日矛盾；执行日 SOX -3.47%、NVDA -4.58%、KOSPI 盘中低点 -3.55%、quant_panic=true 为权威门控事实。", "market_gate 全天未通过与 execution_health.status=READY 可同时成立：前者为市场/主线门，后者为数据健康合同，不能写成数据健康失败。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日 20260828 日报为 WARM、0 正式/44 条件观察，外部科技冲击 LOW；执行日盘前 regime 降至 WEAK，外部科技冲击 EXTREME，preopen ALERT/RED 已触发 reconfirmation。", "key_points": [ "计划意图 OBSERVE_ONLY，不继承计划暖区；执行日需重新确认。", "09:00-09:25 预警没有静默重开，确认前只允许观察/持仓风控。" ] }, "sector_analysis": { "assessment": "执行日全市场涨比 54.17%，但候选池 22.73% 显著偏弱；农药化肥前排赤天化、潞化科技强，中后排下跌，主线未确认。", "key_points": [ "农药化肥 40 个信号中上涨 12/下跌 25，前排强而后排拖累，无资金共振。", "开盘啦确认主线为 AI应用/算力/中报增长，计划主线未获覆盖，只能依赖主数据合同和盘中再确认。" ] }, "stock_analysis": { "assessment": "无成交、无持仓；3 个 active 探针中长青、中哲精化 waiting_trigger，芭田 session_invalidation_latched；四川美丰 TOUCHED 仅影子诊断。", "key_points": [ "3 只 active 的 minute_energy_passed 均为 false，金额不足；芭田触及 invalid 11.66。", "观察覆盖 46/46，unclassified=0，无漏跟踪。" ] }, "trade_execution": { "assessment": "全天 market gate 0 通过、official_buy_allowed=false；3 个正式信号首因 policy_blocked_observe_only，没有合法成交窗口。", "key_points": [ "gate_funnel passed_count=0，first_fail policy_blocked_observe_only=3。", "四川美丰 conditional_shadow_diagnostic 不计入正式订单，追价/风控未产生正式拦截。" ] }, "risk_tracking": { "assessment": "无持仓、无卖出；风控日志覆盖常规时段，recorded_decision_count=0，无阈值触发，无 T+1 卖出动作。", "key_points": [ "risk_overlay position_count=0，持仓阈值覆盖完整。", "position_flow_sanity 为空，无超卖或 T+1 风险。" ] }, "strategy_reflection": { "assessment": "体系执行正确：外部冲击与 regime 恶化下保持观察；候选池覆盖缺口已触发 selection_review；盘后回放不反事实改写当日零成交。", "key_points": [ "正式零成交首因是 OBSERVE_ONLY 阻断，不能归咎于个股分钟能或 VWAP。", "conditional_probe_observe_contract_replay PASS，historical_fully_eligible_window_count=0，历史零成交仍正确。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260831", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 22.73, "whole_market_rise_pct": 54.17, "breadth_divergence_pct_points": null, "rise_count": 2997, "fall_count": 2062, "flat_count": 474, "limit_up_count": 87, "limit_down_count": 13, "regime_label": "盘前候选池弱势（待复核）", "regime_code": "WEAK", "regime_score": 19.37, "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": "20260828", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 88.6, "whole_market_rise_pct": 50.5, "breadth_divergence_pct_points": 38.1, "rise_count": 2794, "fall_count": 2260, "flat_count": 479, "limit_up_count": 82, "limit_down_count": 4, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 69.0, "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-01979ce5c55b1ef8", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "候选池涨比 22.73% 显著低于全市场 54.17%，authoritative_alert=true 且 selection_review_required=true，说明候选池选择覆盖有偏，非全市场走弱。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "mistake_lessons", "excerpt": "候选池涨比 22.73% 显著低于全市场 54.17%，authoritative_alert=true 且 selection_review_required=true，说明候选池选择覆盖有偏，非全市场走弱。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-16bf6b92ae9f0c10", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "可评估：候选池 22.73% 与全市场 54.17% 剪刀差触发 selection_review，是否提高计划主线未被开盘啦覆盖时的候选池更新和轮动候选入库频率。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "pending_rule_change_candidates", "excerpt": "可评估：候选池 22.73% 与全市场 54.17% 剪刀差触发 selection_review，是否提高计划主线未被开盘啦覆盖时的候选池更新和轮动候选入库频率。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-2bdf1a628a8f940e", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "验证 AI应用/算力/中报增长等开盘啦已确认轮动候选，能否进入主数据合同并逐笔通过盘中 Strict Gate。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "next_validation_tasks", "excerpt": "验证 AI应用/算力/中报增长等开盘啦已确认轮动候选，能否进入主数据合同并逐笔通过盘中 Strict Gate。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-39c3a8a0d04fd070", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "计划主线农药化肥/生态农业在开盘啦验证层未覆盖，只能依赖主数据合同和盘中再确认；该缺口需下一交易日补充研究。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "mistake_lessons", "excerpt": "计划主线农药化肥/生态农业在开盘啦验证层未覆盖，只能依赖主数据合同和盘中再确认；该缺口需下一交易日补充研究。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-6f78ca71c62917ef", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "下一交易日验证农药化肥/生态农业是否出现前排、中军、后排共振；若仍无则不主动开仓。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "next_validation_tasks", "excerpt": "下一交易日验证农药化肥/生态农业是否出现前排、中军、后排共振；若仍无则不主动开仓。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-71f4da3794f2f58a", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P1", "category": "DATA", "summary": "market_gate 全天未通过与 execution_health.status=READY 可同时成立：前者为市场/主线门，后者为数据健康合同，不能写成数据健康失败。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "framework_audit.violations_or_warnings", "excerpt": "market_gate 全天未通过与 execution_health.status=READY 可同时成立：前者为市场/主线门，后者为数据健康合同，不能写成数据健康失败。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-765d0ccfdf5aaa92", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "可评估：外部科技冲击 EXTREME 时 tech_new_buy_allowed=false、最早入场 13:10、仓位上限 35%，后续回测非科技主线是否同步降级观察。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "pending_rule_change_candidates", "excerpt": "可评估：外部科技冲击 EXTREME 时 tech_new_buy_allowed=false、最早入场 13:10、仓位上限 35%，后续回测非科技主线是否同步降级观察。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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-fd31a8090e1941e6", "trade_date": "20260831", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "计划日 20260828 日报外部科技冲击 LOW 与执行日 20260831 EXTREME 不是同日矛盾；执行日 SOX -3.47%、NVDA -4.58%、KOSPI 盘中低点 -3.55%、quant_panic=true 为权威门控事实。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260831.json", "field": "framework_audit.violations_or_warnings", "excerpt": "计划日 20260828 日报外部科技冲击 LOW 与执行日 20260831 EXTREME 不是同日矛盾；执行日 SOX -3.47%、NVDA -4.58%、KOSPI 盘中低点 -3.55%、quant_panic=true 为权威门控事实。" }, "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": "20260831", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260831", "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 } }