{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_api", "failure_class": null, "model": "deepseek-v4-pro-0813", "plan_date": "20260901", "trade_date": "20260902", "reason": "", "conclusion": "今日模拟盘零成交、零持仓，OBSERVE_ONLY 首因阻断正式新入场，且 09:33 后市场门转为主线断裂，整体符合体系。", "fact_check": { "real_fills": [ "无任何成交；summary.filled_orders=0、official_buy_filled=0、shadow_buy_filled=0、risk_sell_filled=0。", "filled_entry_gate_evidence 为空，因此无成交时门控证据可核验；passed_segments 仅说明市场门通过区间，不代表成交。" ], "existing_positions": [ "positions=[]，market_value=0，cash=1028450.51，无持仓。", "position_flow_sanity=[]，无卖出数量核对需求，也不存在超卖判断。" ], "market_gate": { "status": "09:25-09:32 市场门两段通过，最长 335 秒；09:33 后 MAINLINE_BREAK 为 no_official_buy；quote_stale_snapshot_ratio=0.0，不算系统性数据不稳定。" }, "external_tech_shock": { "source_level": "HIGH", "source_score": 70.0, "runtime_level": "EXTREME", "runtime_score": 100.0, "source_trade_date": "20260902", "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/20260902_risk_overlay.log", "snapshot_count": 465, "first_generated_at": "2026-09-02T09:30:07", "last_generated_at": "2026-09-02T14:55:13", "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_20260902.jsonl", "snapshot_count": 638, "passed_snapshot_count": 14, "first_snapshot_at": "2026-09-02T09:25:06", "last_snapshot_at": "2026-09-02T14:55:09", "first_passed_at": "2026-09-02T09:25:06", "last_passed_at": "2026-09-02T09:32:43", "passed_segments": [ { "first_passed_at": "2026-09-02T09:25:06", "last_passed_at": "2026-09-02T09:25:36", "snapshot_count": 2, "duration_seconds": 30, "style_codes": [ "CONDITIONAL_PROBE_CONFIRM" ] }, { "first_passed_at": "2026-09-02T09:27:08", "last_passed_at": "2026-09-02T09:32:43", "snapshot_count": 12, "duration_seconds": 335, "style_codes": [ "CLUSTERED_MAINLINE", "CONDITIONAL_PROBE_CONFIRM" ] } ], "longest_passed_segment_seconds": 335, "regular_session_snapshot_count": 454, "quote_stale_snapshot_count": 0, "quote_stale_snapshot_ratio": 0.0, "quote_stale_outside_regular_session_count": 113, "quote_stale_scope": "continuous_auction_only; excludes preopen and lunch_break", "transition_events": [ { "captured_at": "2026-09-02T09:25:06", "passed": true, "reason": "no_strong_sector_flow,conditional_probe_single_entry_only", "style_code": "CONDITIONAL_PROBE_CONFIRM", "entry_policy": "one_probe_strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600803", "SHSE.600075" ], "pool_up_ratio": 0.4545, "active_up_ratio": 0.6667, "active_positive": 2, "active_above_vwap": 3, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T09:26:07", "passed": false, "reason": "quote_stale", "style_code": "CONDITIONAL_PROBE_CONFIRM", "entry_policy": "one_probe_strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600803", "SHSE.600075" ], "pool_up_ratio": 0.4545, "active_up_ratio": 0.6667, "active_positive": 2, "active_above_vwap": 3, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T09:27:08", "passed": true, "reason": "no_strong_sector_flow,conditional_probe_single_entry_only", "style_code": "CONDITIONAL_PROBE_CONFIRM", "entry_policy": "one_probe_strict_gate", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600803", "SHSE.600075" ], "pool_up_ratio": 0.4545, "active_up_ratio": 0.6667, "active_positive": 2, "active_above_vwap": 3, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T09:30:11", "passed": true, "reason": "no_strong_sector_flow,clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SHSE.600075" ], "pool_up_ratio": 0.3636, "active_up_ratio": 0.6667, "active_positive": 2, "active_above_vwap": 2, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T09:33:14", "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": 0.1818, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T09:35:16", "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": 0.1818, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:31:04", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:32:06", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:35:12", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:35:43", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:36:14", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:36:45", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:39:22", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:39:53", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:40:54", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:41:25", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:42:27", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:42:58", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:45:33", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:46:04", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:50:12", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:50:43", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:56:55", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:57:26", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T11:59:30", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:00:01", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:01:34", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:02:05", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:06:13", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:56:32", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:57:03", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T12:58:06", "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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 0, "active_total": 3, "dominant_theme": "生态农业" }, { "captured_at": "2026-09-02T14:30:01", "passed": false, "reason": "after_14:30_no_new_upgrade,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": 0.0909, "active_up_ratio": 0.3333, "active_positive": 1, "active_above_vwap": 1, "active_total": 3, "dominant_theme": "生态农业" } ], "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": [ "零成交守住 OBSERVE_ONLY 首因；尽管 execution_health 有效允许，未绕过 Strict Gate 或外部科技冲击。", "市场门 09:33 后转 no_official_buy，未在主线分歧时追高；候选池与全市场未触发虚假繁荣告警。" ], "mistake_lessons": [ "不应把 gate_funnel 收盘 passed_count=0 倒推为全天无窗口；historical_fully_eligible_window_count=0 只表示全条件未同时成立。", "开盘啦实时/区间数据 UNAVAILABLE 造成板块外部确认缺失，今日未据此放行，但需恢复采集。" ], "code_iterations_done": [ "pool_count_reconciliation.reconciled=true：盘前 11 条件中有 3 只同日 READY 探针提升为 runtime active，余 8 只 conditional；conditional_probe_observe_contract_replay PASS。", "weak_clustered_total_position_cap_policy_pct=25.0、weak_clustered_single_position_cap_policy_pct=6.0 已落地；全市场广度 verified，风控日志覆盖常规时段。", "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": [ "评估 EXTREME 外部门最早入场时间 13:10 与 OBSERVE_ONLY 首因的显式衔接，便于 reconfirmation 文档表述。", "恢复开盘啦实时强度/区间节奏后，将其作为 MAINLINE_BREAK 再确认层，不单独授予买入权限。" ], "next_validation_tasks": [ "下一交易日盘前完成主线扫描，并在开盘啦权限恢复后验证生态农业/乡村振兴是否资金回流与再加速，不能仅凭单票反弹重启。", "继续核验零合法窗口归因：只写无全条件同时成立窗口，不写 VWAP 或分钟能量全天单边未通过。" ], "framework_audit": { "entry_fit": [ "今日零成交符合计划 0 active 与 OBSERVE_ONLY；3 只探针仍无全条件合法窗口。", "正式首因是 policy_blocked_observe_only；minute_energy_blocked=3、vwap_blocked=2 为诊断过滤，不写成正式订单被追价拦截。" ], "holding_fit": [ "无持仓，不产生 T+1 或失效价处理问题。" ], "sell_fit": [ "无风控卖出；risk_overlay_observability 覆盖常规时段且零持仓，可确认无阈值触发或卖出动作。" ], "violations_or_warnings": [ "external_gate_reconciliation 已 reconciled；runtime_final_gate 为 EXTREME 是加入 A 股科技样本后的盘中风格门，不是外部门与高等级同日冲突。", "开盘啦外部验证与 kaipanla_capture_health UNAVAILABLE 仅为数据质量缺口，不视为板块走弱，也不据此改变门控结论。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日 WARM 且 0 active/11 cond；执行日盘前 regime WEAK，外部 HIGH，已触发 reconfirm。", "key_points": [ "计划日广度 55.9% 只作历史背景，执行日全市场涨比 22.45% 优先。", "preopen_regime_alert=ALERT，entry_reconfirmation_required=true，已开盘前降级。" ] }, "sector_analysis": { "assessment": "生态农业两主题前排弱后排拖累，主线未承接；全市场偏弱但候选池虚假繁荣告警未触发。", "key_points": [ "生态农业 up1/down6，乡村振兴 up0/down4，前排与中后排分歧。", "执行日全市场涨比 22.45%、候选池涨比 27.27%，candidate_pool_breadth_alert=false。" ] }, "stock_analysis": { "assessment": "3 只 active 探针中仅新奥股份收红但分钟能量不足，新疆天业、史丹利失效锁存；无成交和持仓。", "key_points": [ "新奥股份 last>trigger 但 minute_energy_amount_too_low，无全条件窗口。", "新疆天业、史丹利 session_invalidation_latched，失效后未硬扛。" ] }, "trade_execution": { "assessment": "无 orders 可核验成交时价格；gate_funnel 首因 policy_blocked_observe_only=3。", "key_points": [ "09:25-09:32 市场门通过，09:33 后 MAINLINE_BREAK no_official_buy，无 filled_entry_gate_evidence。", "无成交即无成交价格、滑点或追价审计项。" ] }, "risk_tracking": { "assessment": "零持仓，风控日志覆盖完整，无阈值触发或卖出动作。", "key_points": [ "position_count=0 且 risk_threshold_coverage_complete=true，逐股核验无缺口。", "T+1 无可执行卖出，下一交易日需为新持仓预置失效价与时间止损。" ] }, "strategy_reflection": { "assessment": "今日无已证实策略缺陷；主要是开盘啦权限和零合法窗口归因验证。", "key_points": [ "conditional_probe_observe_contract_replay PASS，旧盘前标签不再截断同日 READY 探针，历史零成交不改写。", "开盘啦缺失只作数据质量告警，下一日恢复后再验证轮动节奏。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260902", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 27.27, "whole_market_rise_pct": 22.45, "breadth_divergence_pct_points": null, "rise_count": 1242, "fall_count": 3848, "flat_count": 443, "limit_up_count": 52, "limit_down_count": 9, "regime_label": "盘前候选池弱势（待复核）", "regime_code": "WEAK", "regime_score": 24.76, "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": "20260901", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 90.9, "whole_market_rise_pct": 55.9, "breadth_divergence_pct_points": 35.1, "rise_count": 3090, "fall_count": 1985, "flat_count": 458, "limit_up_count": 83, "limit_down_count": 0, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 71.0, "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-20b05b1d7c5a1e77", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦外部验证与 kaipanla_capture_health UNAVAILABLE 仅为数据质量缺口，不视为板块走弱，也不据此改变门控结论。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "framework_audit.violations_or_warnings", "excerpt": "开盘啦外部验证与 kaipanla_capture_health UNAVAILABLE 仅为数据质量缺口，不视为板块走弱，也不据此改变门控结论。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-24704273f34977b7", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "下一交易日盘前完成主线扫描，并在开盘啦权限恢复后验证生态农业/乡村振兴是否资金回流与再加速，不能仅凭单票反弹重启。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "next_validation_tasks", "excerpt": "下一交易日盘前完成主线扫描，并在开盘啦权限恢复后验证生态农业/乡村振兴是否资金回流与再加速，不能仅凭单票反弹重启。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-346fbfc0c95a863b", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "继续核验零合法窗口归因：只写无全条件同时成立窗口，不写 VWAP 或分钟能量全天单边未通过。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "next_validation_tasks", "excerpt": "继续核验零合法窗口归因：只写无全条件同时成立窗口，不写 VWAP 或分钟能量全天单边未通过。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-573e02bf15db0342", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "不应把 gate_funnel 收盘 passed_count=0 倒推为全天无窗口；historical_fully_eligible_window_count=0 只表示全条件未同时成立。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "mistake_lessons", "excerpt": "不应把 gate_funnel 收盘 passed_count=0 倒推为全天无窗口；historical_fully_eligible_window_count=0 只表示全条件未同时成立。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-8a3e67003cf51758", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "恢复开盘啦实时强度/区间节奏后，将其作为 MAINLINE_BREAK 再确认层，不单独授予买入权限。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "pending_rule_change_candidates", "excerpt": "恢复开盘啦实时强度/区间节奏后，将其作为 MAINLINE_BREAK 再确认层，不单独授予买入权限。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-8e4e66649ddf7df5", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦实时/区间数据 UNAVAILABLE 造成板块外部确认缺失，今日未据此放行，但需恢复采集。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "mistake_lessons", "excerpt": "开盘啦实时/区间数据 UNAVAILABLE 造成板块外部确认缺失，今日未据此放行，但需恢复采集。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-98b97a46e5c0636d", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "external_gate_reconciliation 已 reconciled；runtime_final_gate 为 EXTREME 是加入 A 股科技样本后的盘中风格门，不是外部门与高等级同日冲突。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "framework_audit.violations_or_warnings", "excerpt": "external_gate_reconciliation 已 reconciled；runtime_final_gate 为 EXTREME 是加入 A 股科技样本后的盘中风格门，不是外部门与高等级同日冲突。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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-ddad20eb9758430d", "trade_date": "20260902", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "评估 EXTREME 外部门最早入场时间 13:10 与 OBSERVE_ONLY 首因的显式衔接，便于 reconfirmation 文档表述。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260902.json", "field": "pending_rule_change_candidates", "excerpt": "评估 EXTREME 外部门最早入场时间 13:10 与 OBSERVE_ONLY 首因的显式衔接，便于 reconfirmation 文档表述。" }, "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": "20260902", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260902", "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 } }