{ "schema_version": "local_paper_hermes_review_v1", "available": false, "structured_output": false, "source": "deepseek_review_unavailable", "failure_class": "deepseek_review_unavailable", "model": "deepseek-v4-pro-0813", "plan_date": "20260930", "trade_date": "20261007", "reason": "DeepSeek API failed: HTTP Error 403: Forbidden", "conclusion": "DeepSeek 复盘未生成：DeepSeek API failed: HTTP Error 403: Forbidden", "fact_check": { "real_fills": [], "existing_positions": [], "market_gate": {}, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": null, "runtime_score": null, "source_trade_date": "20261007", "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/20261007_risk_overlay.log", "snapshot_count": 476, "first_generated_at": "2026-10-07T09:25:31", "last_generated_at": "2026-10-07T15:00:37", "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": [], "position_risk_events": [], "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, "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": "OBSERVE_ONLY", "configured_allow_new_positions": false, "close_effective_trade_mode": "OBSERVE_ONLY", "close_effective_allow_new_positions": false, "transition_reason": "overridden_by_execution_data_health", "reasons": [ "data_pipeline_health_gate:evidence_pack_20261007_missing,market_trajectory_dashboard_recovered_UNKNOWN,plan_contract_execution_date_mismatch_20261001_vs_20261007,execution_regime_unconfirmed" ], "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": "TRACE_UNAVAILABLE", "trace_path": null, "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": 66.67067, "source": "account_registered_cost_ledger", "equity_source": "cash_plus_market_value" }, "execution_gate_timeline": { "evidence_state": "unavailable", "source_path": null, "snapshot_count": 0, "passed_snapshot_count": 0, "first_snapshot_at": null, "last_snapshot_at": null, "first_passed_at": null, "last_passed_at": null, "passed_segments": [], "longest_passed_segment_seconds": 0, "regular_session_snapshot_count": 0, "quote_stale_snapshot_count": 0, "quote_stale_snapshot_ratio": null, "quote_stale_outside_regular_session_count": 0, "quote_stale_scope": "continuous_auction_only; excludes preopen and lunch_break", "transition_events": [], "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": [], "mistake_lessons": [ "DeepSeek 复盘缺席：DeepSeek API failed: HTTP Error 403: Forbidden" ], "code_iterations_done": [ "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": [], "violations_or_warnings": [ "DeepSeek API failed: HTTP Error 403: Forbidden" ], "source": "deepseek_review_unavailable" }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20261007", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": null, "whole_market_rise_pct": null, "breadth_divergence_pct_points": null, "rise_count": null, "fall_count": null, "flat_count": null, "limit_up_count": null, "limit_down_count": null, "regime_label": "待补", "regime_code": "UNKNOWN", "regime_score": null, "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": "trajectory_partial_candidate_pool", "trajectory_record_available": true, "full_market_breadth_source": null, "full_market_breadth_coverage_ratio": null, "candidate_pool_scope": "whole_market", "missing_whole_market_fields": [ "whole_market_rise_pct", "rise_count", "fall_count", "limit_up_count", "limit_down_count" ], "action": "收盘后全市场快照缺失；仅保留候选池与执行日 regime 事实，不得将候选池统计表述为全市场广度。" }, "authority": "authoritative_for_execution_day_market_numbers; do not substitute plan-date breadth values", "plan_date_reference": { "report_date": "20260930", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 100.0, "whole_market_rise_pct": 42.3, "breadth_divergence_pct_points": 57.7, "rise_count": 2340, "fall_count": 2695, "flat_count": 498, "limit_up_count": 56, "limit_down_count": 12, "regime_label": "分化", "regime_code": "MIXED", "regime_score": 58.0, "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": "20261007", "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_20261007.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": "20261007", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20261007", "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-8ec0c5a3feb9c13c", "trade_date": "20261007", "phase": "POSTCLOSE", "priority": "P1", "category": "ENGINEERING", "summary": "DeepSeek API failed: HTTP Error 403: Forbidden", "evidence": { "path": "reports/trading/local_paper_hermes_review_20261007.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": "20261007", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20261007", "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": "20261007", "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_20261007.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": "20261007", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20261007", "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": "20261007", "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_20261007.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": "20261007", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20261007", "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": "20261007", "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_20261007.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": "20261007", "reason": "model_finding_received" }, { "status": "EVIDENCE_CONFIRMED", "trade_date": "20261007", "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 } }