{ "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": "20260907", "trade_date": "20260908", "reason": "", "conclusion": "当日模拟盘基本符合板块二波体系，两笔正式成交均有完整成交时门控证据；主要遗留是生益科技尾盘弱势触发被 T+1 阻断，需下一交易日优先复核。", "fact_check": { "real_fills": [ "SHSE.603920 世运电路 09:44:16 正式买入600股@39.69，paper_fill_at_ask1，成交时市场门通过、白名单内，分钟能量与VWAP证据完整。", "SHSE.600183 生益科技 10:39:46 正式买入100股@149.79，paper_fill_at_ask1，成交时市场门通过、白名单内，分钟能量与VWAP证据完整。" ], "existing_positions": [ "SHSE.603920 600股，成本39.69，收盘39.42，未触发失效价37.83，T+1不可卖。", "SHSE.600183 100股，成本149.79，收盘146.36，未触发失效价144.77，但position_late_weak被T+1阻断。" ], "market_gate": { "status": "CLUSTERED_MAINLINE核心主线门通过，外部冲击LOW 0分，成交时官方买入允许且白名单内；连续通过最长1392秒，quote_stale为0。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": "LOW", "runtime_score": 0.0, "source_trade_date": "20260908", "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/20260908_risk_overlay.log", "snapshot_count": 460, "first_generated_at": "2026-09-08T09:30:19", "last_generated_at": "2026-09-08T14:55:13", "covers_regular_session": true, "session_end_target": "14:55:00", "session_end_tolerance_seconds": 60, "session_end_tolerance_applied": false, "recorded_decision_count": 1, "recorded_pending_decision_count": 0, "recorded_blocked_intent_count": 0, "position_count": 2, "position_risk_checks": [ { "symbol": "SHSE.600183", "name": "生益科技", "last_price": 146.28, "invalid_price": 144.77, "stop_price": null, "effective_exit_threshold": 144.77, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-09-08T10:39:46", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": false, "sellable_qty": 0, "t1_blocked": false, "evaluation": "checked_not_breached" }, { "symbol": "SHSE.603920", "name": "世运电路", "last_price": 39.43, "invalid_price": 37.83, "stop_price": null, "effective_exit_threshold": 37.83, "threshold_source": "filled_buy_order_raw_json", "threshold_source_file": null, "threshold_source_ts": "2026-09-08T09:44:16", "risk_rule": "position_contract_invalidation_v1", "threshold_covered": true, "threshold_breached": false, "sellable_qty": 0, "t1_blocked": false, "evaluation": "checked_not_breached" } ], "position_risk_events": [ { "symbol": "SHSE.600183", "name": "生益科技", "rule": "position_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 146.25, "avg_cost": 149.79, "pnl_pct": -2.3633, "threshold": -2.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 106, "source_event_id": "20260907:20260908:SHSE.600183:SECOND_WAVE_BREAK_VWAP:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 149.79, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "t1_blocked": true } ], "historical_exit_risk_checks": [], "historical_exit_risk_check_count": 0, "risk_check_source": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260908.json", "positions_with_risk_flag_field": 2, "positions_with_stop_or_invalid_threshold": 2, "risk_threshold_coverage_complete": true, "threshold_breached_count": 0, "threshold_t1_blocked_count": 0, "policy_t1_blocked_count": 1, "claim_policy": "position_risk_events 是利润保护、尾盘弱势等策略风控动作的权威留痕；position_risk_checks 是失效价/止损阈值的逐股核验，两者不可互相覆盖。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，仅当 position_risk_events 也为空才可写‘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。" }, "position_risk_events": [ { "symbol": "SHSE.600183", "name": "生益科技", "rule": "position_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 146.25, "avg_cost": 149.79, "pnl_pct": -2.3633, "threshold": -2.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 106, "source_event_id": "20260907:20260908:SHSE.600183:SECOND_WAVE_BREAK_VWAP:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 149.79, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "t1_blocked": true } ], "risk_action_summary": { "event_count": 1, "t1_blocked_count": 1, "triggered_count": 0, "next_session_required": true, "next_session_actions": [ { "symbol": "SHSE.600183", "name": "生益科技", "rule": "position_late_weak", "action": "下一交易日恢复可卖后优先复核失效条件并执行最高优先级风控" } ] }, "permission_timeline": { "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "close_effective_trade_mode": "OBSERVE_ONLY", "close_effective_allow_new_positions": false, "transition_reason": "overridden_by_midday_deepseek_overlay", "reasons": [ "midday_deepseek_observe_only" ], "chronology_note": "成交按各自发生时点的盘中权限认定；收盘有效模式只描述收盘状态，不能倒推抹除午盘前成交。" }, "entry_arbitration_review": { "schema_version": "entry_arbitration_review_v1", "status": "REVIEWED", "trace_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260908.jsonl", "no_lookahead": true, "rank_source": "active_plan.execution_rank_or_preopen_priority", "missed_priority_actions": [ { "symbol": "SHSE.600601", "name": "方正科技", "theme": "元件", "execution_rank": 1, "actionable_at": "2026-09-08T09:57:33", "inferred_block": "same_theme_seat_not_open_yet", "prior_fill_symbol": "SHSE.603920" } ], "second_theme_seat_fills": [ { "symbol": "SHSE.600183", "name": "生益科技", "filled_at": "2026-09-08T10:39:46", "energy_ratio": 1.0886, "three_bar_momentum_pct": -0.1667, "candidate_quality_passed": false, "candidate_block_reasons": [ 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"filled" } ], "missed_valid_entry_windows": [ { "symbol": "SHSE.600601", "name": "方正科技", "theme": "元件", "priority": "P0", "first_valid_at": "2026-09-08T09:57:33", "last_valid_at": "2026-09-08T09:57:33", "snapshot_count": 1, "block_reasons": { "entry_throttle_same_theme_root_limit": 1 }, "first_valid_price": 14.37, "first_valid_vwap": 14.36599530977653, "filled": false, "fill_time": null, "direct_block_reason": "historical_same_theme_root_limit", "same_theme_fills_before_window": [ { "symbol": "SHSE.603920", "name": "世运电路", "fill_time": "2026-09-08T09:44:16" } ], "outcome": "valid_window_not_filled" } ], "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": [ "两笔正式买入均有成交时gate_snapshot、白名单、分钟能量、VWAP完整，按卖一价成交，未出现追价门违规。", "P0方正科技合法窗口因同题材根额度未成交时，记录direct_block_reason，没有用收盘价反推为漏单。" ], "mistake_lessons": [ "生益科技触发position_late_weak但T+1不可卖，形成下一交易日优先风控任务，不能把本日写成无风控动作。", "剩余3个未执行正式合同由OBSERVE_ONLY首先阻断，与阴影/诊断口径已区分，未混为正式入场失败。", "有效机会漏单：方正科技 于 09:57:33 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。" ], "code_iterations_done": [ "全市场广度verified、持仓失效价覆盖完整、active VWAP无proxy、条件探针选择重放PASS、二席规则回放PASS已验收。", "弱市抱团总仓/单仓上限25%/6%与preopen regime ALERT/reconfirmation已落地，历史执行与修复后规则一致。", "已将同主线第二席位改为 10:30 后有条件开放，并限制为 2.5% 试仓且要求首席位持续确认。", "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": [ "第二席位质量阈值production_enabled=false，需继续样本外记录，不可单日改生产规则。", "开盘啦捕获仍PERMISSION_REQUIRED且publish_ready=false，待辅助功能权限恢复后再验证。" ], "next_validation_tasks": [ "下一交易日优先处理SHSE.600183 T+1卖出复核，按失效价与尾盘弱势规则执行最高优先级风控。", "继续观察元件前排强弱、中后排分歧及同主线根额度下的P0/P1/P2优先级错失统计。" ], "framework_audit": { "entry_fit": [ "两笔正式买入均是元件active标的，成交时市场门通过，先主线后个股二次确认，符合板块二波体系。", "方正科技entry_risk>5%未买，条件观察未转为正式开仓，符合不追价过宽原则。" ], "holding_fit": [ "两只持仓均有失效价核验，生益科技虽浮亏但未破失效价，未仅因非日内最强主线被卖出。", "持仓数量为2、active含当日FILLED，未重复加计当日成交标的。" ], "sell_fit": [ "生益科技已触发尾盘弱势保护，因当日买入不可卖而记为 T+1 阻断，不是‘无风控触发’。", "本日无风险卖出；但600183触发position_late_weak被BLOCKED_T1，需次日动作。" ], "violations_or_warnings": [ "数量口径已核对：active=5、conditional=19，pool_count_reconciliation.reconciled=true，无计划合同矛盾。", "方正科技missed_valid_entry_window由same_theme_root_limit导致，非技术门失败；无chronology_violations。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日日报是计划上下文，不参与执行日数量；盘前执行轨迹HOT并触发AMBER再确认，外部科技冲击LOW。", "key_points": [ "configured为SIMULATION_READY，收盘被午间overlay降为OBSERVE_ONLY，午盘前成交仍有效。", "执行日全市场涨比58.81%、涨停74跌停1，非冰点，但regime mismatch要求Strict Gate。" ] }, "sector_analysis": { "assessment": "元件为执行日主线，前排强但成交个股出现回落，TOPCon、BC电池等条件观察未转强，只能结构性观察。", "key_points": [ "元件13信号/5active，平均+1.92%，但FILLED生益科技回落，不能写成全板块持续加速。", "authoritative_alert=false，候选池与全市场剪刀差7.9个百分点非极端，不触发额外仓位收紧。" ] }, "stock_analysis": { "assessment": "已核对两笔正式成交、两只持仓、五个active；方正科技风险过宽未买，依顿/满坤能量或触发不足。", "key_points": [ "600183浮亏且position_late_weak被T+1阻断，603920未破失效价。", "600601合法窗口因当日同题材根额度已占用未成交，不是漏追踪。" ] }, "trade_execution": { "assessment": "两笔均按卖一模拟成交，未超chase_ceiling；分钟能量确认，603920距VWAP+0.59%，600183+0.50%。", "key_points": [ "当日权益口径-516.34，按昨收口径+313，交易费11.34已单列。", "gate_funnel统计3个OBSERVE_ONLY未执行合同，不影响2笔正式成交的门控归因。", "有效机会漏单：方正科技 于 09:57:33 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。" ] }, "risk_tracking": { "assessment": "盘中风控证据覆盖常规时段；记录策略型风控事件 1 条，其中 T+1 阻断 1 条。", "key_points": [ "生益科技已触发尾盘弱势保护，因当日买入不可卖而记为 T+1 阻断，不是‘无风控触发’。", "position_risk_events=1条BLOCKED_T1，next_session_required=true。", "risk_overlay快照覆盖常规时段，决策记录与逐股阈值核验均有日志。" ] }, "strategy_reflection": { "assessment": "已证实正式成交门控完整、方正科技未成交归因清晰；待回放的是第二席位质量阈值和开盘啦权限修复。", "key_points": [ "不要把单日第二席位候选质量未达阈值直接写入生产规则。", "kaipanla缺失只记数据质量告警，不判板块走弱。" ] } }, "guardrail_note": "corrected_policy_risk_event_and_t1_semantics", "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260908", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 66.67, "whole_market_rise_pct": 58.81, "breadth_divergence_pct_points": null, "rise_count": 3254, "fall_count": 1846, "flat_count": 433, "limit_up_count": 74, "limit_down_count": 1, "regime_label": "盘前候选池亢奋（待复核）", "regime_code": "HOT", "regime_score": 78.7, "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": "20260907", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 54.7, "breadth_divergence_pct_points": 45.3, "rise_count": 3028, "fall_count": 1983, "flat_count": 522, "limit_up_count": 94, "limit_down_count": 3, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 62.0, "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-3cdff483d4cfe051", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P1", "category": "STRATEGY", "summary": "方正科技missed_valid_entry_window由same_theme_root_limit导致，非技术门失败；无chronology_violations。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "framework_audit.violations_or_warnings", "excerpt": "方正科技missed_valid_entry_window由same_theme_root_limit导致，非技术门失败；无chronology_violations。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-3f57dedf6676a4b0", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "开盘啦捕获仍PERMISSION_REQUIRED且publish_ready=false，待辅助功能权限恢复后再验证。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "pending_rule_change_candidates", "excerpt": "开盘啦捕获仍PERMISSION_REQUIRED且publish_ready=false，待辅助功能权限恢复后再验证。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-401f12f867ac3618", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "继续观察元件前排强弱、中后排分歧及同主线根额度下的P0/P1/P2优先级错失统计。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "next_validation_tasks", "excerpt": "继续观察元件前排强弱、中后排分歧及同主线根额度下的P0/P1/P2优先级错失统计。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-5adbc669f289b183", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P1", "category": "DATA", "summary": "有效机会漏单：方正科技 于 09:57:33 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "mistake_lessons", "excerpt": "有效机会漏单：方正科技 于 09:57:33 已通过市场门、白名单、分钟能量和 VWAP，但被当时的同主线单席位上限拦截。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-7ac935cdcdccfc31", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "ENGINEERING", "summary": "生益科技触发position_late_weak但T+1不可卖，形成下一交易日优先风控任务，不能把本日写成无风控动作。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "mistake_lessons", "excerpt": "生益科技触发position_late_weak但T+1不可卖，形成下一交易日优先风控任务，不能把本日写成无风控动作。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-861f61178e7e41bb", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "第二席位质量阈值production_enabled=false，需继续样本外记录，不可单日改生产规则。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "pending_rule_change_candidates", "excerpt": "第二席位质量阈值production_enabled=false，需继续样本外记录，不可单日改生产规则。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-9b502b94fc86b9f1", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "数量口径已核对：active=5、conditional=19，pool_count_reconciliation.reconciled=true，无计划合同矛盾。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "framework_audit.violations_or_warnings", "excerpt": "数量口径已核对：active=5、conditional=19，pool_count_reconciliation.reconciled=true，无计划合同矛盾。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-adcb688504d01191", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P1", "category": "STRATEGY", "summary": "剩余3个未执行正式合同由OBSERVE_ONLY首先阻断，与阴影/诊断口径已区分，未混为正式入场失败。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "mistake_lessons", "excerpt": "剩余3个未执行正式合同由OBSERVE_ONLY首先阻断，与阴影/诊断口径已区分，未混为正式入场失败。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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-f8e2d5337e6ff462", "trade_date": "20260908", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "下一交易日优先处理SHSE.600183 T+1卖出复核，按失效价与尾盘弱势规则执行最高优先级风控。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260908.json", "field": "next_validation_tasks", "excerpt": "下一交易日优先处理SHSE.600183 T+1卖出复核，按失效价与尾盘弱势规则执行最高优先级风控。" }, "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": "20260908", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260908", "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 } }