{ "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": "20260904", "trade_date": "20260907", "reason": "", "conclusion": "当日 OBSERVE_ONLY 下无成交、无持仓，正式买入首因被 OBSERVE_ONLY 阻断，市场门全天未通过，整体符合体系。", "fact_check": { "real_fills": [ "当日无任何成交：filled_orders=0，orders 为空；不存在正式、影子或风控卖出成交可核对。" ], "existing_positions": [ "账户市值 0，cash=1,028,450.51，positions 与 position_flow_sanity 均为空；无持仓、超卖或数量口径问题。" ], "market_gate": { "status": "全天 636 快照 0 通过；passed_segments 为空，无 filled_entry_gate_evidence；official_buy_allowed=false，未产生成交门控冲突。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": "LOW", "runtime_score": 12.0, "source_trade_date": "20260907", "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/20260907_risk_overlay.log", "snapshot_count": 464, "first_generated_at": "2026-09-07T09:30:18", "last_generated_at": "2026-09-07T14:55:14", "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 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"active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" }, { "captured_at": "2026-09-07T11:42:06", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3636, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" }, { "captured_at": "2026-09-07T11:42:37", "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": 0.3636, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" }, { "captured_at": "2026-09-07T11:43:39", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3636, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" }, { "captured_at": "2026-09-07T11:44:10", "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": 0.3636, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" }, { "captured_at": "2026-09-07T11:47:16", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3636, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "船舶制造" } ], "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": [ "OBSERVE_ONLY 下未产生成交，且市场门整天未通过；执行层保持观察，没有因局部个股上涨回填正式买入。", "风控日志覆盖常规时段且无卖出决策，与空仓一致；候选池弱于全市场被正确标记为覆盖缺口而非市场冰点。" ], "mistake_lessons": [ "候选池 18.18% 对全市场 54.73%，覆盖缺口 ACTION_REQUIRED；需在下一盘前完成主线扫描和研究队列，不是当日放行错误。", "开盘啦外部验证缺失导致 sector_external_validation UNAVAILABLE，板块外部确认层未能运行，只能依赖主合同与 Strict Gate。" ], "code_iterations_done": [ "review_fix_replay 通过 conditional_probe_observe_contract_replay=PASS 与 conditional_probe_selection_replay=PASS；pool_count_reconciliation.reconciled=true。", "当前证据验收完成：全市场广度 verified、VWAP 无代理、风控日志覆盖完整，弱市+CLUSTERED 总/单票上限 25%/6% 已落地。", "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": [ "候选池覆盖率持续为负时，评估盘前是否应暂停依赖候选池 breadth 的市场门，而不是继续输出 breadth_not_repaired。", "恢复开盘啦辅助功能后，回放实时/区间板块数据，验证覆盖缺口是否因外部验证缺失扩大。" ], "next_validation_tasks": [ "下一交易日盘前执行 candidate_pool_coverage_review.research_queue：主线扫描、源交叉核验、计划更新；不得回填当日白名单。", "验证修正后 conditional probe 优先级在后续交易日是否让同日 READY 探针正确进入 Strict Gate，并继续零成交样本。" ], "framework_audit": { "entry_fit": [ "未入场符合体系：计划 5 active 仍受 OBSERVE_ONLY 阻断，市场门 0 通过，5 个正式信号首因 policy_blocked_observe_only；分钟能量/VWAP 仅诊断影子。" ], "holding_fit": [ "无持仓，无需处理；不存在因非当日主线而判定既有持仓偏离体系的问题。" ], "sell_fit": [ "无风险卖出；风控日志无卖出决策与空仓一致，position_flow_sanity 空，无超卖。" ], "violations_or_warnings": [ "候选池 coverage miss ACTION_REQUIRED；只能按 research_queue 转下一交易日，不算当日漏单，不得放宽 Strict Gate。", "开盘啦与 sector_external_validation 缺失/不可用仅为数据质量告警，不构成板块走弱，也不得作为新增买入依据。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日 20260904 为 MIXED/局部主线，5 active 17 conditional；执行日盘前 regime 对齐、外部科技冲击 LOW，但开盘前风格未确认且 runtime 处于 OBSERVE_ONLY。", "key_points": [ "计划日市场涨比 40.6%、候选池 100%；执行日全市场 54.73%、候选池 18.18%，剪刀差转负。", "盘前 CLEAR 无 regime 突变，但 open 后 wait_for_intraday_style_confirmation 持续，未放行正式买入。" ] }, "sector_analysis": { "assessment": "执行日全市场涨比 54.73%，候选池涨比仅 18.18%，覆盖缺口；猪肉/鸡肉稍强但个股未成梯队，船舶/酿酒分化，整体不构成可开仓主线。", "key_points": [ "猪肉/鸡肉平均 +1.44%，湘佳 +2.82% 前排，但 active minute energy 均不足。", "船舶 中国船舶 +2.51% TOUCHED 但后排中船科技 -1.43%，分歧明显。" ] }, "stock_analysis": { "assessment": "无成交无持仓；5 只 active 中正邦 CANCELLED，其余 OBSERVE/NEAR_TRIGGER 但分钟能量全部 amount_too_low；条件候选仅中国船舶分钟能量通过但属 watch_only。", "key_points": [ "active：正邦 3.22/CANCELLED，温氏 15.33/OBSERVE，顺鑫 11.15/NEAR_TRIGGER，圣农 17.27/NEAR_TRIGGER，巨星 16.26/OBSERVE。", "conditional：中国船舶 TOUCHED 且分钟能量通过，但 conditional_plan_watch_only；泸州老窖、金枫酒业等失效 CANCELLED。" ] }, "trade_execution": { "assessment": "orders 与 filled_entry_gate_evidence 均为空；Gate Funnel 5 评估 0 通过，正式首因 policy_blocked_observe_only，不涉及成交时追价或滑点核对。", "key_points": [ "无订单，不存在 chase_ceiling、exec_high、vwap 成交时字段可核对。", "formal_new_entry_first_fail=policy_blocked_observe_only=5；技术诊断分钟能量 5、VWAP 1 仅影子/诊断口径。" ] }, "risk_tracking": { "assessment": "无持仓，T+1/失效价无逐仓动作；风险日志常规时段覆盖完整、决策数 0，未记录阈值触发或卖出。", "key_points": [ "risk_overlay_observability.covers_regular_session=true，recorded_decision_count=0，position_count=0。", "positions_with_stop_or_invalid_threshold=0 等于 position_count，可写风控证据覆盖完整，无卖出。" ] }, "strategy_reflection": { "assessment": "当日无成交是 OBSERVE_ONLY 与市场门未通过的结果，非漏单；主要待回放是候选池覆盖缺口与开盘啦外部验证缺失，不据此放宽 Strict Gate。", "key_points": [ "historical_fully_eligible_window_count=0，只能写无完全合法窗口；missed_valid_entry_windows=[]，不得称为漏单。", "candidate_pool_coverage_review=ACTION_REQUIRED，下一交易日执行 research_queue；当日不改变权限/白名单/仓位上限。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260907", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 18.18, "whole_market_rise_pct": 54.73, "breadth_divergence_pct_points": null, "rise_count": 3028, "fall_count": 1983, "flat_count": 522, "limit_up_count": 94, "limit_down_count": 3, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 16.33, "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": "20260904", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 40.6, "breadth_divergence_pct_points": 59.4, "rise_count": 2248, "fall_count": 2759, "flat_count": 526, "limit_up_count": 41, "limit_down_count": 10, "regime_label": "分化", "regime_code": "MIXED", "regime_score": 57.0, "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-445389122c20003f", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "候选池 coverage miss ACTION_REQUIRED；只能按 research_queue 转下一交易日，不算当日漏单，不得放宽 Strict Gate。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "framework_audit.violations_or_warnings", "excerpt": "候选池 coverage miss ACTION_REQUIRED；只能按 research_queue 转下一交易日，不算当日漏单，不得放宽 Strict Gate。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-8243059dd8e7dc44", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P1", "category": "DATA", "summary": "开盘啦与 sector_external_validation 缺失/不可用仅为数据质量告警，不构成板块走弱，也不得作为新增买入依据。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "framework_audit.violations_or_warnings", "excerpt": "开盘啦与 sector_external_validation 缺失/不可用仅为数据质量告警，不构成板块走弱，也不得作为新增买入依据。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-8ba9f4a4cfe1352a", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦外部验证缺失导致 sector_external_validation UNAVAILABLE，板块外部确认层未能运行，只能依赖主合同与 Strict Gate。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "mistake_lessons", "excerpt": "开盘啦外部验证缺失导致 sector_external_validation UNAVAILABLE，板块外部确认层未能运行，只能依赖主合同与 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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-8fe059bc0b8a5344", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "验证修正后 conditional probe 优先级在后续交易日是否让同日 READY 探针正确进入 Strict Gate，并继续零成交样本。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "next_validation_tasks", "excerpt": "验证修正后 conditional probe 优先级在后续交易日是否让同日 READY 探针正确进入 Strict Gate，并继续零成交样本。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-b953ce38533357f2", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "候选池 18.18% 对全市场 54.73%，覆盖缺口 ACTION_REQUIRED；需在下一盘前完成主线扫描和研究队列，不是当日放行错误。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "mistake_lessons", "excerpt": "候选池 18.18% 对全市场 54.73%，覆盖缺口 ACTION_REQUIRED；需在下一盘前完成主线扫描和研究队列，不是当日放行错误。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-c69c332a98366e47", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "候选池覆盖率持续为负时，评估盘前是否应暂停依赖候选池 breadth 的市场门，而不是继续输出 breadth_not_repaired。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "pending_rule_change_candidates", "excerpt": "候选池覆盖率持续为负时，评估盘前是否应暂停依赖候选池 breadth 的市场门，而不是继续输出 breadth_not_repaired。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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-c727f23ffca66b87", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P1", "category": "STRATEGY", "summary": "下一交易日盘前执行 candidate_pool_coverage_review.research_queue：主线扫描、源交叉核验、计划更新；不得回填当日白名单。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "next_validation_tasks", "excerpt": "下一交易日盘前执行 candidate_pool_coverage_review.research_queue：主线扫描、源交叉核验、计划更新；不得回填当日白名单。" }, "requires_code_change": false, "validation_method": "运行空白名单、篡改合同和历史23笔买入只读回放；核对 gate trace 与证据哈希。", "status": "EVIDENCE_CONFIRMED", "status_history": [ { "status": "OPEN", "trade_date": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "FAIL_CLOSED_EMPTY_OR_UNBOUND_WHITELIST", "action": "空白名单或证据绑定不完整时保持正式入场关闭。", "effect": "TIGHTEN_ONLY", "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-f56e04bdc15b7506", "trade_date": "20260907", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "恢复开盘啦辅助功能后，回放实时/区间板块数据，验证覆盖缺口是否因外部验证缺失扩大。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260907.json", "field": "pending_rule_change_candidates", "excerpt": "恢复开盘啦辅助功能后，回放实时/区间板块数据，验证覆盖缺口是否因外部验证缺失扩大。" }, "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": "20260907", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260907", "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 } }