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"CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:07:55", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:08:25", "passed": false, "reason": "clustered_mainline_core_entry_only,wait_market_gate_hysteresis_1of2", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:08:56", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:13:34", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:26:28", "passed": false, "reason": "clustered_mainline_core_entry_only,wait_market_gate_hysteresis_1of2", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3636, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:26:59", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:27:30", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:28:32", "passed": false, "reason": "clustered_mainline_core_entry_only,wait_market_gate_hysteresis_1of2", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:29:03", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 1, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:29:34", "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": 0.3636, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:31:07", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:32:09", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:32:40", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:33:11", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, { "captured_at": "2026-09-17T11:34:13", "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": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 0, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" } ], "filled_entry_gate_evidence": [ { "symbol": "SZSE.300632", "name": "光莆股份", "order_time": "2026-09-17T09:41:40", "gate_snapshot": { "captured_at": "2026-09-17T09:41:40", "passed": true, "reason": "clustered_mainline_core_entry_only", "style_code": "CLUSTERED_MAINLINE", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300570", "SZSE.300632" ], "pool_up_ratio": 0.3182, "active_up_ratio": 1.0, "active_positive": 2, "active_above_vwap": 2, "active_total": 2, "dominant_theme": "AI算力链 / 共封装光学(CPO)" }, "symbol_whitelisted": true, "evidence_complete": true } ], "entry_window_audit": { "valid_entry_windows": [ { "symbol": "SZSE.300632", "name": "光莆股份", "theme": "AI算力链 / 共封装光学(CPO)", "priority": "P1", "first_valid_at": "2026-09-17T09:41:40", "last_valid_at": "2026-09-17T09:41:40", "snapshot_count": 1, "block_reasons": { "entry_throttle_same_minute_batch_limit": 1 }, "first_valid_price": 19.64, "first_valid_vwap": 19.5478129570559, "filled": true, "fill_time": "2026-09-17T09:41:40", "direct_block_reason": null, "same_theme_fills_before_window": [], "outcome": "filled" }, { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "priority": "P0", "first_valid_at": "2026-09-17T10:46:48", "last_valid_at": "2026-09-17T13:11:42", "snapshot_count": 22, "block_reasons": { "entry_throttle_same_theme_root_limit": 22 }, "first_valid_price": 210.46, "first_valid_vwap": 209.77390367305148, "filled": false, "fill_time": null, "direct_block_reason": "historical_same_theme_root_limit", "same_theme_fills_before_window": [ { "symbol": "SZSE.300632", "name": "光莆股份", "fill_time": "2026-09-17T09:41:40" } ], "outcome": "valid_window_not_filled" } ], "missed_valid_entry_windows": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "priority": "P0", "first_valid_at": "2026-09-17T10:46:48", "last_valid_at": "2026-09-17T13:11:42", "snapshot_count": 22, "block_reasons": { "entry_throttle_same_theme_root_limit": 22 }, "first_valid_price": 210.46, "first_valid_vwap": 209.77390367305148, "filled": false, "fill_time": null, "direct_block_reason": "historical_same_theme_root_limit", "same_theme_fills_before_window": [ { "symbol": "SZSE.300632", "name": "光莆股份", "fill_time": "2026-09-17T09:41:40" } ], "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": [], "mistake_lessons": [ "DeepSeek 复盘缺席：DeepSeek API failed: HTTP Error 403: Forbidden", "有效机会漏单：太辰光 于 10:46:48 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": [ "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": [ "同题材第二席位质量门仅有少量样本：连续记录能量比与三线动量，达到最小样本数后再做样本外评估，当前不得改写生产阈值。" ], "next_validation_tasks": [ "确认 Hermes/DeepSeek 调用链路和 V13 源数据是否齐全。" ], "framework_audit": { "entry_fit": [], "holding_fit": [], "sell_fit": [ "光莆股份已触发position_stop_loss，因当日买入不可卖而记为 T+1 阻断，不是‘无风控触发’。" ], "violations_or_warnings": [ "DeepSeek API failed: HTTP Error 403: Forbidden" ], "source": "deepseek_review_unavailable" }, "guardrail_note": "corrected_policy_risk_event_and_t1_semantics", "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260917", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 35.29, "whole_market_rise_pct": 45.06, "breadth_divergence_pct_points": null, "rise_count": 2493, "fall_count": 2548, "flat_count": 492, "limit_up_count": 50, "limit_down_count": 2, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 33.26, "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": "20260916", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 70.0, "breadth_divergence_pct_points": 30.0, "rise_count": 3872, "fall_count": 1130, "flat_count": 531, "limit_up_count": 91, "limit_down_count": 4, "regime_label": "亢奋", "regime_code": "HOT", "regime_score": 88.0, "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 }, "local_deterministic_audit_applied": true, "local_deterministic_audit_note": "外部模型不可用时仍保留只读事实审计；该结果不冒充 DeepSeek 输出。", "finding_contract_schema_version": "deepseek_finding_contract_v1", "discipline_findings": [ { "schema_version": "deepseek_finding_contract_v1", "finding_id": "DSF-3e1a6863e53b2e85", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P3", "category": "STRATEGY", "summary": "同题材第二席位质量门仅有少量样本：连续记录能量比与三线动量，达到最小样本数后再做样本外评估，当前不得改写生产阈值。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260917.json", "field": "pending_rule_change_candidates", "excerpt": "同题材第二席位质量门仅有少量样本：连续记录能量比与三线动量，达到最小样本数后再做样本外评估，当前不得改写生产阈值。" }, "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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "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-7804477b63d78ddf", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P1", "category": "DATA", "summary": "有效机会漏单：太辰光 于 10:46:48 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_20260917.json", "field": "mistake_lessons", "excerpt": "有效机会漏单：太辰光 于 10:46:48 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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "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-8ec0c5a3feb9c13c", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P1", "category": "ENGINEERING", "summary": "DeepSeek API failed: HTTP Error 403: Forbidden", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260917.json", "field": "framework_audit.violations_or_warnings", "excerpt": "DeepSeek API failed: HTTP Error 403: Forbidden" }, "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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "PRESERVE_DETERMINISTIC_CONTRACT_ON_MODEL_FAILURE", "action": "模型不可用时沿用当前确定性合同；故障只进入工程告警。", "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-a5b0ca4ea0d2b3ca", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P1", "category": "ENGINEERING", "summary": "DeepSeek 复盘缺席：DeepSeek API failed: HTTP Error 403: Forbidden", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260917.json", "field": "mistake_lessons", "excerpt": "DeepSeek 复盘缺席：DeepSeek API failed: HTTP Error 403: Forbidden" }, "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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "PRESERVE_DETERMINISTIC_CONTRACT_ON_MODEL_FAILURE", "action": "模型不可用时沿用当前确定性合同；故障只进入工程告警。", "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-d0a33ade86bd9b5f", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P3", "category": "VALIDATION", "summary": "确认 Hermes/DeepSeek 调用链路和 V13 源数据是否齐全。", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260917.json", "field": "next_validation_tasks", "excerpt": "确认 Hermes/DeepSeek 调用链路和 V13 源数据是否齐全。" }, "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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "PRESERVE_DETERMINISTIC_CONTRACT_ON_MODEL_FAILURE", "action": "模型不可用时沿用当前确定性合同；故障只进入工程告警。", "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-e4285a053ea65685", "trade_date": "20260917", "phase": "POSTCLOSE", "priority": "P1", "category": "ENGINEERING", "summary": "field=DeepSeek API；evidence=DeepSeek API failed: HTTP Error 403: Forbidden", "evidence": { "path": "reports/trading/local_paper_hermes_review_20260917.json", "field": "available", "excerpt": "field=DeepSeek API；evidence=DeepSeek API failed: HTTP Error 403: Forbidden" }, "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": "20260917", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20260917", "reason": "source_path_and_field_recorded" } ], "deterministic_mapping": { "mapping_code": "PRESERVE_DETERMINISTIC_CONTRACT_ON_MODEL_FAILURE", "action": "模型不可用时沿用当前确定性合同；故障只进入工程告警。", "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 } }