{
  "schema_version": "stock-research-2.1.1",
  "calculation_version": "v19-evidence-1.1.1",
  "execution_version": "t-watch-1.1.0",
  "role_version": "research-pool-role-1.0.0",
  "model_version": {
    "strategy_id": "R15_OPT_UNIFIED_V18",
    "variant": "v18",
    "frozen_entry_sha256": "40e74fb9620cbcc36459b3e8e91949a501f8e6e5535bd4a4916ef915019c6f1a",
    "model_scope": "冻结V18实际使用的CAS、SLEEVE04、z5及原MRC模块；非旧R15协议"
  },
  "formulas": {
    "VWAP": "sum(TURNOVER元)/sum(VOLUME股)，未复权真实量额；非typical price",
    "price_efficiency": "100*(close/open-1)/(amount_cny/1e8)，百分点/亿元；只比较正推进效率",
    "HH_HL": "中心前后2根确认枢轴；末2根不确认，15m回看5日，60m回看10日",
    "volume_profile": "原始未复权15m HLC3全量额分配24箱；不使用adjusted factor映射；代理非逐笔",
    "volume_flags": "相对前20日均量>=1.5放量，<=0.8缩量，绝对日变化<=1%滞涨；不解释为净流入",
    "acceptance_quality": "近5日>=3日低点升且>=3日收盘在VWAP上为改善观察；最新跌前低且收于VWAP下为不足，否则混合",
    "T_gate": "已观察供应/承接中点跨度>=5%才进入T观察；并非预测波幅。供应+尾4放量>=前4*1.5+正推进效率下降+上影/失VWAP可减仓观察。承接+确认HL+VWAP上+缩量+CAS许可+非防守MCR+60m上升+日线非下行可接回观察。仅观察，无订单。",
    "roles": "三预设固定池独立个股：20日超额最高池内龙头，其余当日量额最大中军，剩余超额排序分二线/后排；不是已核验全行业身份。",
    "minute_time_proxy": "等长15m根的收盘在累计VWAP上/下百分比；实际tick穿越时刻和停留时间为null",
    "signal_validation": "只评价启用后真实生成且封存时间对应当日的WATCH。未来窗口未完成为pending；用下一交易日开盘作观察基准，1/3/5个交易日计算最高MFE、最低MAE和末日收益；不是实际做T成交。",
    "distance_to_zone_percent": "(zone_center_price-current_price)/current_price*100；正为中心在上，负为中心在下；区间内位置以zone_direction=inside标记",
    "structural_direction": "HH+HL -> HH_HL; LH+LL -> LH_LL; mixed directional pair -> TRANSITION; equal/insufficient confirmed pivots -> RANGE",
    "behavior_state": "priority: closed_below_prior_low_and_vwap -> breakdown; near_supply -> supply_test; near_support -> acceptance_test; LH_LL_with_vwap_reclaim_or_tail_rise -> rebound_turnover; high_volume_down -> risk_release; high_volume_breakout -> breakout_attempt; existing_confirmed_repair_non_LH_LL -> repair; HH_HL_above_vwap_non_DEFENSIVE -> healthy_turnover; else neutral"
  },
  "data_quality": {
    "trade_date": "2026-10-16",
    "as_of": "2026-10-16T15:00:00+08:00",
    "updated_at": "2026-10-16T20:07:15.324973+08:00",
    "sources": [
      {
        "source": "14只独立Wind2档案"
      }
    ],
    "missing_fields": [
      "external_fields"
    ],
    "missing_reasons": {
      "external_fields": "详见各股票与市场/ETF/期货data_quality，不将partial称为全部完整"
    },
    "stale_fields": [],
    "quality_flag": "partial"
  },
  "schema_effective_trade_date": "2026-10-09",
  "schema_introduced_at": "2026-10-16T20:07:15.324973+08:00",
  "api_version": "1.1",
  "generated_at": "2026-10-16T12:13:57.359042+00:00",
  "data_release_id": "2026-10-16-oss-universe25-4d2065037a391ec6"
}