{ "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": "20260908", "trade_date": "20260909", "reason": "", "conclusion": "今日模拟盘符合板块二波体系：执行日 regime 由 WARM 转 MIXED，主线分歧，正式新入场被 OBSERVE_ONLY 首因阻断，未开仓，持仓风险未触发。", "fact_check": { "real_fills": [ "当日 filled_orders=0，交易费用 0.0；无正式买入、影子买入或风控卖出成交，无被拒订单。" ], "existing_positions": [ "持仓 2 只：生益科技 100 股、世运电路 600 股；sold_official_buy 均为 0，position_flow_sanity 未现超卖，失效价未破位，T+1 均未阻塞。" ], "market_gate": { "status": "passed_snapshot_count=0、passed_segments 为空、longest_passed_segment_seconds=0；10:44 后个别快照 official_buy_allowed=true，但未形成连续通过段，无成交证据。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 16.0, "runtime_level": "LOW", "runtime_score": 16.0, "source_trade_date": "20260909", "guardrail": "positive_or_low_external_source_cannot_be_described_as_extreme" }, "risk_observability": { "evidence_state": "partial_session_log_available", "log_path": "local_paper_runtime/runtime/logs/20260909_risk_overlay.log", "snapshot_count": 279, "first_generated_at": "2026-09-09T09:30:07", "last_generated_at": "2026-09-09T13:22:23", "covers_regular_session": false, "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": 2, "position_risk_checks": [ { "symbol": "SHSE.600183", "name": "生益科技", "last_price": 148.16, "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": 100, "t1_blocked": false, "evaluation": "checked_not_breached" }, { "symbol": "SHSE.603920", "name": "世运电路", "last_price": 40.35, "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": 600, "t1_blocked": false, "evaluation": "checked_not_breached" } ], "position_risk_events": [], "historical_exit_risk_checks": [], "historical_exit_risk_check_count": 0, "risk_check_source": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260909.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": 0, "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。" }, "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": [ "premarket_execution_brief_observe_only", "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_20260909.jsonl", "no_lookahead": true, "rank_source": "active_plan.execution_rank_or_preopen_priority", "missed_priority_actions": [], "second_theme_seat_fills": [], "candidate_rule": { "energy_ratio_min": 1.2, "three_bar_momentum_min_pct": 0.0, "production_enabled": false, "validation_status": "INSUFFICIENT_SAMPLE", "minimum_required_samples": 5, "observed_samples": 0, "reason": "避免用单日单笔结果直接改动生产阈值；先连续样本外记录第二席位质量。" } }, "account_transaction_costs": { "trade_date_costs": 0.0, "source": "no_filled_order_cost", "equity_source": "cash_plus_market_value" }, "execution_gate_timeline": { "evidence_state": "available", "source_path": "/Users/tonyyu/sector_wave_agent/reports/trading/local_paper_execution_decision_trace_20260909.jsonl", "snapshot_count": 398, "passed_snapshot_count": 0, "first_snapshot_at": "2026-09-09T09:25:06", "last_snapshot_at": "2026-09-09T13:22:43", "first_passed_at": null, "last_passed_at": null, "passed_segments": [], "longest_passed_segment_seconds": 0, "regular_session_snapshot_count": 279, "quote_stale_snapshot_count": 0, "quote_stale_snapshot_ratio": 0.0, "quote_stale_outside_regular_session_count": 57, "quote_stale_scope": "continuous_auction_only; excludes preopen and lunch_break", "transition_events": [ { "captured_at": "2026-09-09T09:25:06", "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": 0.1579, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:26:07", "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": 0.1579, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:27:07", "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": 0.1579, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:29:10", "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": 0.1579, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:29:40", "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": 0.1579, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:35:17", "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": 0.2632, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:50:36", "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": 0.3684, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:51:07", "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": 0.2105, "active_up_ratio": 0.0, "active_positive": 0, "active_above_vwap": 2, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:55:12", "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": 0.3684, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:56:45", "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": 0.3158, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:57:15", "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": 0.3684, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T09:59:49", "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": 0.2632, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:29:03", "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": 0.2632, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:29:34", "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": 0.2105, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:30:04", "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": 0.3158, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:30:35", "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": 0.2632, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:31:06", "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": 0.3158, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:32:39", "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": 0.3158, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:33:10", "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": 0.3158, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:33:41", "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": 0.3684, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:34:12", "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": 0.4211, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:34:43", "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": 0.3158, "active_up_ratio": 0.2, "active_positive": 1, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:35:14", "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": 0.4737, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:44:30", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:47:05", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:48:07", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 4, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:48:38", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:49:40", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.6316, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:50:11", "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": 0.5789, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:51:43", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:52:14", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:53:16", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:53:47", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:55:50", "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": [ "SHSE.600028", "SZSE.002221", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.6316, "active_up_ratio": 0.8, "active_positive": 4, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:56:52", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:57:54", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:58:25", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:58:56", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:59:27", "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": 0.5263, "active_up_ratio": 0.4, "active_positive": 2, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" }, { "captured_at": "2026-09-09T10:59:58", "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": [ "SHSE.600028", "SHSE.600871", "SHSE.600688" ], "pool_up_ratio": 0.5789, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 5, "active_total": 5, "dominant_theme": "农业消费 / 乡村振兴" } ], "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 WARM→MIXED 且主线分歧，OBSERVE_ONLY 首因阻断 5 个正式信号，未开仓是正确防御，未被盘前 WARM 误导。", "持仓失效价逐股核验覆盖 2/2，threshold_breached=false，无 T+1 阻塞；外部科技冲击按执行日 LOW 处理，未放大 NVDA 负向。" ], "mistake_lessons": [ "开盘啦实时捕获因 macOS Accessibility 权限缺失，当日 sector_external_validation UNAVAILABLE，只能记数据质量告警，缺少辅助验证。", "风险日志 evidence_state=partial_session_log_available 且未覆盖尾盘，不能宣称盘中风控证据完整。" ], "code_iterations_done": [ "pool_count_reconciliation.reconciled=true，active 5/conditional 14 口径一致；conditional_probe_selection_replay=PASS，旧 premarket 标签不再截断同日探针。", "weak_clustered_total_position_cap_policy_pct=25.0、weak_clustered_single_position_cap_policy_pct=6.0 已落地，全市场广度覆盖率 0.9998 已通过验收。", "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": [ "修复开盘啦 macOS Accessibility 权限，恢复 current/interval/cycle 三层捕获；在此之前不作为放行或否决依据。", "第二席位质量阈值 candidate_rule 仍 production_enabled=false、VALIDATION INSUFFICIENT_SAMPLE，仅连续样本外记录，不进入生产规则。" ], "next_validation_tasks": [ "下一交易日执行 reconfirmation 后，观察 Strict Gate 与 OBSERVE_ONLY 层级是否按 regime MIXED 正确切换，不继承计划日 WARM 权限。", "验证风控日志从首轮覆盖至 14:55 并在 t+1 处理任何 BLOCKED_T1；验证开盘啦捕获修复后 sector_cycle_current 可交叉。" ], "framework_audit": { "entry_fit": [ "板块二波先看主线共振：油气前排涨、中后排跌，农业消费退潮，全市场涨比 31.19%，不符合新入场；未成交符合体系。", "外部科技冲击执行日 LOW 16 不构成极端冲击，但 regime mismatch 触发 reconfirm，未放宽 Strict Gate。" ], "holding_fit": [ "生益科技/世运电路不属于当日强势主线，但未破 invalid、未触发时间或风险旗标，继续持仓符合风控，不因非主线强制卖出。" ], "sell_fit": [ "无卖出动作，position_risk_events 为空，阈值未破位；risk_sell_filled=0，无风控卖出需求。" ], "violations_or_warnings": [ "开盘啦实时验证缺失属数据质量告警，不应写成板块走弱，已按缺失不判多空记录，不构成当日漏单。", "close_effective OBSERVE_ONLY 与 execution_health effective_allow_new_positions=true 属层级不同预期降级，不构成契约矛盾；未见系统 halt。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日日报 20260908 WARM 74 分、5 active/14 conditional；开盘前 regime ALERT 显示执行日转 MIXED 51.39，触发 reconfirmation。", "key_points": [ "旧日报外部科技冲击 LOW 0/100 仅计划日历史；执行日 runtime_final_gate LOW 16 因 NVDA -2.01%及 partial 置信降级。", "开盘啦盘前层不可用，未获得板块节奏预确认，不能自动升级候选。" ] }, "sector_analysis": { "assessment": "执行日全市场涨比 31.19，候选池 52.63；油气板块平均 -0.1478，前排强中后排弱，主线呈分歧而非共振，农业消费/乡村振兴退潮。", "key_points": [ "油气 leaders 泰山+1.02、中海油服+0.31 红，laggards 东华-1.45、惠博普-0.66 弱；农业消费多 CANCELLED。", "sector_cycle_history current_crosscheck 有农业/零售冲突，需盘中再确认，不自动 active。" ] }, "stock_analysis": { "assessment": "两持仓未破失效价；active 5 无一成交，中国石化 OBSERVE、新潮 CANCELLED、东华等待、石化/上海石化近触发但分钟能量不足。", "key_points": [ "active 均未 FILLED；conditional 14 只观察，shadow status OBSERVE 8/NEAR_TRIGGER 4/CANCELLED 7。", "invalid_price_broken_count=7 仅在观察池，shadow_gate_audit 无影子成交追价违规。" ] }, "trade_execution": { "assessment": "0 成交；正式首因 policy_blocked_observe_only 5/5，不是市场门或 VWAP 首因；诊断分钟能量 3、VWAP 4 仅影子假设。", "key_points": [ "execution_health READY hard_block=false，故非数据管线系统阻断；官方白名单 10:44 后曾允许 strict gate，但无连续通过窗口。", "permission_timeline close OBSERVE_ONLY 不能倒推否定任何成交；今日无成交，交易费用 0.0。" ] }, "risk_tracking": { "assessment": "逐股阈值覆盖 2/2 且未破位，但风控日志 partial_session，recorded_decision_count=0，不能写全时段风控完整。", "key_points": [ "position_risk_events 为空、risk_action_summary next_session_required=false，已记录的部分时段无卖出动作。", "session_end 容忍未被应用，尾盘证据缺失，需后续验证。" ] }, "strategy_reflection": { "assessment": "今日防御正确，不把计划 WARM 当成执行权限；已证实缺陷为开盘啦权限与日志覆盖，阈值样本不改生产规则。", "key_points": [ "单日无成交不反推改进市场门；missed_valid_entry_windows 为空，不作为立即改阈值依据。", "明日验证 reconfirm 后策略路径，观察修复后的开盘啦与风控日志。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260909", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 52.63, "whole_market_rise_pct": 31.19, "breadth_divergence_pct_points": null, "rise_count": 1726, "fall_count": 3355, "flat_count": 452, "limit_up_count": 50, "limit_down_count": 9, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 51.39, "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": "20260908", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 58.8, "breadth_divergence_pct_points": 41.2, "rise_count": 3254, "fall_count": 1846, "flat_count": 433, "limit_up_count": 74, "limit_down_count": 1, "regime_label": "偏暖", "regime_code": "WARM", "regime_score": 74.0, "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-2ab72b038d1f91ac", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "风险日志 evidence_state=partial_session_log_available 且未覆盖尾盘，不能宣称盘中风控证据完整。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "mistake_lessons", "excerpt": "风险日志 evidence_state=partial_session_log_available 且未覆盖尾盘，不能宣称盘中风控证据完整。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "PRESET_RISK_TIGHTEN_ONLY", "action": "仅允许调用既有风险代码收紧仓位或停止新增，不生成新阈值。", "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-7d6b436b98fd3a9f", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "VALIDATION", "summary": "验证风控日志从首轮覆盖至 14:55 并在 t+1 处理任何 BLOCKED_T1；验证开盘啦捕获修复后 sector_cycle_current 可交叉。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "next_validation_tasks", "excerpt": "验证风控日志从首轮覆盖至 14:55 并在 t+1 处理任何 BLOCKED_T1；验证开盘啦捕获修复后 sector_cycle_current 可交叉。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-85900445b8f2e4c0", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "第二席位质量阈值 candidate_rule 仍 production_enabled=false、VALIDATION INSUFFICIENT_SAMPLE，仅连续样本外记录，不进入生产规则。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "pending_rule_change_candidates", "excerpt": "第二席位质量阈值 candidate_rule 仍 production_enabled=false、VALIDATION INSUFFICIENT_SAMPLE，仅连续样本外记录，不进入生产规则。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-d2f24542d72d8b84", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "修复开盘啦 macOS Accessibility 权限，恢复 current/interval/cycle 三层捕获；在此之前不作为放行或否决依据。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "pending_rule_change_candidates", "excerpt": "修复开盘啦 macOS Accessibility 权限，恢复 current/interval/cycle 三层捕获；在此之前不作为放行或否决依据。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-dc7d1f34b6a9855f", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "close_effective OBSERVE_ONLY 与 execution_health effective_allow_new_positions=true 属层级不同预期降级，不构成契约矛盾；未见系统 halt。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "framework_audit.violations_or_warnings", "excerpt": "close_effective OBSERVE_ONLY 与 execution_health effective_allow_new_positions=true 属层级不同预期降级，不构成契约矛盾；未见系统 halt。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-deb180b3eee5c0b1", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "VALIDATION", "summary": "下一交易日执行 reconfirmation 后，观察 Strict Gate 与 OBSERVE_ONLY 层级是否按 regime MIXED 正确切换，不继承计划日 WARM 权限。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "next_validation_tasks", "excerpt": "下一交易日执行 reconfirmation 后，观察 Strict Gate 与 OBSERVE_ONLY 层级是否按 regime MIXED 正确切换，不继承计划日 WARM 权限。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-ee7e5298c1f880d3", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦实时捕获因 macOS Accessibility 权限缺失，当日 sector_external_validation UNAVAILABLE，只能记数据质量告警，缺少辅助验证。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "mistake_lessons", "excerpt": "开盘啦实时捕获因 macOS Accessibility 权限缺失，当日 sector_external_validation UNAVAILABLE，只能记数据质量告警，缺少辅助验证。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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-ef47a83ea4004542", "trade_date": "20260909", "phase": "POSTCLOSE", "priority": "P3", "category": "DATA", "summary": "开盘啦实时验证缺失属数据质量告警，不应写成板块走弱，已按缺失不判多空记录，不构成当日漏单。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260909.json", "field": "framework_audit.violations_or_warnings", "excerpt": "开盘啦实时验证缺失属数据质量告警，不应写成板块走弱，已按缺失不判多空记录，不构成当日漏单。" }, "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": "20260909", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260909", "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 } }