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true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "有分红应收但实际到账日期未确认，保持9999-12-31代理且不提前记现金", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "601398", "windcode": "601398.SH", "name": "工商银行", "sector": "银行", "wind_industry": { "Wind代码": "601398.SH", "证券简称": "工商银行", "所属WIND一级行业": "金融", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "银行", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "商业银行", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "多元化银行", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "601398", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "e88400a79065260ff5ba1e844fe8a7f36e0788f155375cdc58a162d7d4041958", "classification": 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"sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "600900", "windcode": "600900.SH", "name": "长江电力", "sector": "电力", "wind_industry": { "Wind代码": "600900.SH", "证券简称": "长江电力", "所属WIND一级行业": "公用事业", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "公用事业Ⅱ", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "电力Ⅲ", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "电力", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "600900", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "17d1d5c5baa3064e20cf2714d60516e5f22d395a9d8f6992277f14c0cc74ee44", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:01.556394+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_STRONG", "record_state": { "CAS_mom120": 0.12968328504346083, "CAS_permission": true }, "features": { "mom120": 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true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "有分红应收但实际到账日期未确认，保持9999-12-31代理且不提前记现金", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "600941", "windcode": "600941.SH", "name": "中国移动", "sector": "电信运营", "wind_industry": { "Wind代码": "600941.SH", "证券简称": "中国移动", "所属WIND一级行业": "电信服务", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "电信服务Ⅱ", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "多元电信服务", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "综合电信服务", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "600941", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "0aaa86dd747b5e68a171bf885b7827bf74b9a4df6e0b07f35eb7a627cd8eda10", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:02.179954+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_WEAKENING", "record_state": { "CAS_mom120": 0.0939998242993938, "CAS_permission": true }, "features": { "mom120": 0.0939998242993938, "dmom120_5": 0.025834101919790298, "CAS_state": "LONG_TREND_WEAKENING", "CAS_streak": 51.0, "trend_votes": 3.0, "mom60": 0.13373998543335763, "ma60": 119.81383333333333, "close": 124.53 }, "controller_state": { "gate": true, "pos": 51, "neg": 0 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "SLEEVE04": { "symbol": "600941", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "0aaa86dd747b5e68a171bf885b7827bf74b9a4df6e0b07f35eb7a627cd8eda10", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:02.179954+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": { "sleeve_trigger": false, 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"feature_state": "TREND_HEALTHY", "original_MRC_risk": "NORMAL", "effective_MRC": "NORMAL", "effective_state_origin": "V18统一风控控制器；与原MRC_risk分别保存", "record_state": { "MRC_mom20": 0.00040167095115672957, "MRC_mom60": 0.13373998543335763, "MRC_native_adverse": false, "MRC_budget_adverse": false, "MRC_fresh_bad_days": 0, "risk_cap": 1.0, "research_good": 3, "research_bad": 0, "holding_drawdown": -0.0022434099831744048, "episode_level": 0, "budget_scope": "" }, "features": { "mom20": 0.00040167095115672957, "mom60": 0.13373998543335763, "dmom20_5": 0.006415345883194035, "dmom60_5": 0.02950277485405861, "vol20": 0.13412167557396093, "vol60": 0.16337288399064387, "vol_state": "normal", "drawdown_risk": "ordinary", "dd_vol20": -0.05937381436608899, "dd60": -0.0022434099831744048, "continued_pressure": false, "core_warning": false, "core_warning_top": false, "core_warning_sleeve": false }, "controller_state": { "risk": "NORMAL", "bad": 0, "good": 24, "episode_recovery": [ false, false, true, true, true ], "episode_level": 0, "risk_phase": "NORMAL", "last_raw_risk": "NORMAL", "medium_positive": [ true, true, true, true, true ], "stable_recovery": [ false, false, true, true, true ], "holding_peak": 124.81 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" } }, "price_structure": { "high_sequence": "LH", "low_sequence": "HL", "state": "LH/HL", "last_confirmed_highs": [ { "time": "2026-09-03", "price": 125.06 }, { "time": "2026-09-14", "price": 123.33 } ], "last_confirmed_lows": [ { "time": "2026-09-21", "price": 118.48 }, { "time": "2026-09-30", "price": 119.64 } ], "method": "中心前后各2根确认枢轴，未使用末两根尚未确认的枢轴；无未来数据", "price_basis": "本股后复权日线用于HH/HL判断；价格展示另列未复权", "latest_close_unadjusted": 97.98, "prior_day_high": 98.1, "prior_day_low": 95.77 }, "relative_strength": { "benchmark_symbol": "000300.SH", "benchmark_name": "沪深300", "basis": "本股后复权价收益减沪深300价格指数收益，非含息全收益基准", "windows": { "5": { "stock_return_percent": 3.2073595226255636, "benchmark_return_percent": 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"预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "有分红应收但实际到账日期未确认，保持9999-12-31代理且不提前记现金", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "601088", "windcode": "601088.SH", "name": "中国神华", "sector": "煤炭与能源", "wind_industry": { "Wind代码": "601088.SH", "证券简称": "中国神华", "所属WIND一级行业": "能源", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "能源Ⅱ", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "石油、天然气与供消费用燃料", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "煤炭与消费用燃料", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "601088", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "f05e128e5a6e406333d9816496cd16bae15fcf120a73ef049ae42d6af378de29", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:02.802518+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_STRONG", "record_state": { "CAS_mom120": 0.0697767785450456, "CAS_permission": true }, "features": { "mom120": 0.0697767785450456, "dmom120_5": 0.03737009417834236, "CAS_state": "LONG_TREND_STRONG", "CAS_streak": 9.0, "trend_votes": 3.0, "mom60": 0.1776717051180059, "ma60": 126.49883333333334, "close": 133.23 }, "controller_state": { "gate": true, "pos": 9, "neg": 0 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "SLEEVE04": { "symbol": "601088", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "f05e128e5a6e406333d9816496cd16bae15fcf120a73ef049ae42d6af378de29", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:02.802518+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": { "sleeve_trigger": false, "sleeve_held": false, "sleeve_end": true, "repair": true, "trajectory": "NO_NEW_OPPORTUNITY", "bottom_trial": false, "false_stability": false, "top_decel": false, "down_decel": false, "down_accel": false }, "record_state": { "sleeve_original_trigger": false, 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"positive_session": true } }, { "date": "2026-10-08", "session_vwap_cny": 27.079572545738728, "close": 26.89, "close_vs_vwap_percent": -0.7000573787438125, "close_range_position": 0.30681818181818166, "bars_above_cumulative_vwap_share": 0.5, "last_30min_volume_share": 0.08271466895096152, "last_60min_volume_share": 0.14308572789225876, "open_to_close_percent": -1.1397058823529371, "volume_shares": 23266115.0, "amount_cny": 630036449.0, "high_low_structure": { "high_sequence": null, "low_sequence": null, "state": null, "last_confirmed_highs": [ { "time": "2026-10-08T11:00:00.000+08:00", "price": 27.5 } ], "last_confirmed_lows": [ { "time": "2026-10-08T14:00:00.000+08:00", "price": 26.81 } ], "method": "中心前后各2根确认枢轴，未使用末两根尚未确认的枢轴；无未来数据" }, "support_quality_observations": { "closed_above_vwap": false, "closed_in_upper_half": false, "positive_session": false } }, { "date": "2026-10-09", "session_vwap_cny": 26.869239460455738, "close": 27.04, "close_vs_vwap_percent": 0.6355242759869428, 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"models_last5": true, "models_last20": true, "relative_strength": true, "VWAP_intraday": true, "high_low_structure": true, "support_quality_last5": true, "volume_price_states": true, "volume_profile_20_60": true, "potential_supply_support": true, "distance_to_prior_high_supply": true, "sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": true, "source_quality_dates": true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "603456", "windcode": "603456.SH", "name": "九洲药业", "sector": "医药/CDMO与原料药", "wind_industry": { "Wind代码": "603456.SH", "证券简称": "九洲药业", "所属WIND一级行业": "医疗保健", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "制药、生物科技与生命科学", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "制药", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "西药", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-1.0.0", "model_version": { "strategy_id": "R15_OPT_UNIFIED_V18", 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"trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "846cb9576ea336f0f73a1c3722461bffc759e3dafb548093896efa311c570318", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:04.128010+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_name": "MRC", "public_name": "MCR", "feature_state": "TREND_WEAKENING", "original_MRC_risk": "DEFENSIVE", "effective_MRC": "DEFENSIVE", "effective_state_origin": "V18统一风控控制器；与原MRC_risk分别保存", "record_state": { "MRC_mom20": 0.08095460926532527, "MRC_mom60": 0.17717003567181933, "MRC_native_adverse": false, "MRC_budget_adverse": false, "MRC_fresh_bad_days": 0, "risk_cap": 0.0, "research_good": 2, "research_bad": 0, "holding_drawdown": 0.0, "episode_level": 0, "budget_scope": "" }, "features": { "mom20": 0.08095460926532527, "mom60": 0.17717003567181933, "dmom20_5": 0.05721573686176451, "dmom60_5": 0.05045547002844897, "vol20": 0.33394639534198767, "vol60": 0.5477736124887036, "vol_state": 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"positive_session": true } } ], "above_vwap_days": 2, "upper_half_close_days": 3, "positive_sessions": 3, "source_period": "15min", "method": "保留VWAP、收盘位置、尾盘量占比等观测；没有逐笔主动买卖数据，不将其称为已验证的资金净流入" }, "sector_role": { "classification": null, "method": null, "reason": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推" }, "sector_synchronization": { "leader": null, "core": null, "laggards": null, "selected_peer_observations": [ { "symbol": "603456", "name": "九洲药业", "trade_date": "2026-10-09", "adjusted_return_5day_percent": 0.43478260869564966, "excess_20day_pp": 13.264617756286203 }, { "symbol": "000739", "name": "普洛药业", "trade_date": "2026-10-09", "adjusted_return_5day_percent": 0.8681154421064763, "excess_20day_pp": 23.864823710652082 }, { "symbol": "603259", "name": "药明康德", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -2.834488652549616, "excess_20day_pp": 6.243363521937906 }, { "symbol": "002821", "name": "凯莱英", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -0.2068863602778248, "excess_20day_pp": 10.940947886218556 } ], "reason": "仅保存已核验个股序列；不猜测全行业地位" }, "sector_environment": { "wind_industry": { "Wind代码": "603456.SH", "证券简称": "九洲药业", "所属WIND一级行业": "医疗保健", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "制药、生物科技与生命科学", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "制药", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "西药", "所属WIND四级行业.行业级别": "四级行业" }, "industry_metadata_basis": "Wind当前静态档案，非历史时点行业变更记录", "research_direction": "医药/CDMO与原料药", "external_benchmark": { "symbol": "512010.SH", "name": "易方达沪深300医药ETF", "identity": { "Wind代码": "512010.SH", "证券简称": "易方达沪深300医药ETF", "基金全称": "易方达沪深300医药卫生交易型开放式指数证券投资基金", "跟踪指数名称": "300医药", "跟踪指数代码": "000913.SH", "上市日期": "2013-10-28" }, "trade_date": "2026-10-09", "price_basis": "后复权", "source": { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "fund_data", "tool_name": "get_fund_kline", "arguments": { "windcode": "512010.SH", "begin_date": "2026-06-25", "end_date": "2026-10-09", "period": "1d", "count": 0, "aftype": "1", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:41:42.114Z", "raw_receipt_sha256": "cc26e3824a4e1b8039b235ebf17067d793cc4e56fd1a9100ca33439d4aaae596", "units_from_provider": { "TURNOVER 单位：": "元" }, "receipt_file": "512010_etf.json" }, "returns_percent": { "5": 1.3661202185792254, "10": 2.1335168616655187, "20": 0.2702702702702675, "60": 6.762589928057561 }, "volume_ratio_to_prior20": 1.221641630330107, "latest_bar": { "time": "2026-10-09T00:00:00.000+08:00", "date": "2026-10-09", "open": 1.48, "high": 1.492, "low": 1.449, "close": 1.484, "amount": 378166200.0, "volume": 1005963000.0, "provider_average_price": 1.468 }, "limitations": [ "仅为外部市场环境参考；未经成份权重核验，不证明个股是该ETF成份", "接口未提供成交量单位，保留原值，量比为同序列无量纲比率" ] }, "benchmark_scope": "宽行业ETF环境，不能代替本股量价或模型", "peer_observations": [ { "symbol": "603456", "name": "九洲药业", "trade_date": "2026-10-09", "adjusted_return_5day_percent": 0.43478260869564966, "excess_20day_pp": 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"missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "有分红应收但实际到账日期未确认，保持9999-12-31代理且不提前记现金", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "000739", "windcode": "000739.SZ", "name": "普洛药业", "sector": "医药/CDMO与原料药", "wind_industry": { "Wind代码": "000739.SZ", "证券简称": "普洛药业", "所属WIND一级行业": "医疗保健", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "制药、生物科技与生命科学", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "制药", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "西药", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "000739", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "48d598f6dec4055265fe71543a679352e98a648467de1a9dfbde72da6638aa36", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:04.792270+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_WEAKENING", "record_state": { "CAS_mom120": 0.44982027021443605, "CAS_permission": true }, "features": { "mom120": 0.44982027021443605, "dmom120_5": 0.06007913886256633, "CAS_state": "LONG_TREND_WEAKENING", "CAS_streak": 69.0, "trend_votes": 3.0, "mom60": 0.4304932735426008, "ma60": 302.94283333333334, "close": 350.9 }, "controller_state": { "gate": true, "pos": 69, "neg": 0 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "SLEEVE04": { "symbol": "000739", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "48d598f6dec4055265fe71543a679352e98a648467de1a9dfbde72da6638aa36", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:04.792270+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": { "sleeve_trigger": false, "sleeve_held": false, "sleeve_end": true, "repair": false, "trajectory": "TOP_DECEL", "bottom_trial": false, "false_stability": false, "top_decel": true, "down_decel": false, "down_accel": true }, "record_state": { "sleeve_original_trigger": false, 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"state": null, "last_confirmed_highs": [ { "time": "2026-10-09T14:15:00.000+08:00", "price": 26.71 } ], "last_confirmed_lows": [ { "time": "2026-10-09T11:15:00.000+08:00", "price": 24.53 } ], "method": "中心前后各2根确认枢轴，未使用末两根尚未确认的枢轴；无未来数据" }, "support_quality_observations": { "closed_above_vwap": true, "closed_in_upper_half": false, "positive_session": false } } ], "above_vwap_days": 4, "upper_half_close_days": 3, "positive_sessions": 3, "source_period": "15min", "method": "保留VWAP、收盘位置、尾盘量占比等观测；没有逐笔主动买卖数据，不将其称为已验证的资金净流入" }, "sector_role": { "classification": null, "method": null, "reason": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推" }, "sector_synchronization": { "leader": null, "core": null, "laggards": null, "selected_peer_observations": [ { "symbol": "603456", "name": "九洲药业", "trade_date": "2026-10-09", "adjusted_return_5day_percent": 0.43478260869564966, "excess_20day_pp": 13.264617756286203 }, { "symbol": "000739", "name": "普洛药业", "trade_date": "2026-10-09", "adjusted_return_5day_percent": 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"000913.SH", "上市日期": "2013-10-28" }, "trade_date": "2026-10-09", "price_basis": "后复权", "source": { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "fund_data", "tool_name": "get_fund_kline", "arguments": { "windcode": "512010.SH", "begin_date": "2026-06-25", "end_date": "2026-10-09", "period": "1d", "count": 0, "aftype": "1", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:41:42.114Z", "raw_receipt_sha256": "cc26e3824a4e1b8039b235ebf17067d793cc4e56fd1a9100ca33439d4aaae596", "units_from_provider": { "TURNOVER 单位：": "元" }, "receipt_file": "512010_etf.json" }, "returns_percent": { "5": 1.3661202185792254, "10": 2.1335168616655187, "20": 0.2702702702702675, "60": 6.762589928057561 }, "volume_ratio_to_prior20": 1.221641630330107, "latest_bar": { "time": "2026-10-09T00:00:00.000+08:00", "date": "2026-10-09", "open": 1.48, "high": 1.492, "low": 1.449, "close": 1.484, "amount": 378166200.0, "volume": 1005963000.0, 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"c1113731a62d24da4d4978aa86b2b3377d5092f82609bc6a169df59f19833a2c", "kind": "后复权" }, { "file": "普洛药业_未复权_完整.csv", "sha256": "a9fd510472df565528b9ce5903e3590d06eb6a5d65af967e2df871d9e8171e71", "kind": "未复权" }, { "file": "Wind2_普洛药业_未复权_增量.json", "sha256": "e490fb347ce6db0a34031a3d3793e69b495a67710c78e5183aa2863cf474d00c", "kind": "未复权" } ] }, "data_quality": { "status": "PARTIAL_EXPLICIT_MISSING", "required_field_checks": { "daily": true, "minutes_60": true, "minutes_15": true, "CAS": true, "SLEEVE04": true, "z5": true, "MCR": true, "volume_price_5_10_20_60": true, "models_last5": true, "models_last20": true, "relative_strength": true, "VWAP_intraday": true, "high_low_structure": true, "support_quality_last5": true, "volume_price_states": true, "volume_profile_20_60": true, "potential_supply_support": true, "distance_to_prior_high_supply": true, "sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": true, "source_quality_dates": true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "688012", "windcode": "688012.SH", "name": "中微公司", "sector": "半导体设备", "wind_industry": { "Wind代码": "688012.SH", "证券简称": "中微公司", "所属WIND一级行业": "信息技术", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "半导体与半导体生产设备", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "半导体产品与半导体设备", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "半导体设备", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "688012", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "cc33331548eea442cc8abc2cf3208c8427cb3a6043ddf9893985ae93e5ca71f7", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": 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true, "positive_session": false } } ], "above_vwap_days": 1, "upper_half_close_days": 1, "positive_sessions": 0, "source_period": "15min", "method": "保留VWAP、收盘位置、尾盘量占比等观测；没有逐笔主动买卖数据，不将其称为已验证的资金净流入" }, "sector_role": { "classification": null, "method": null, "reason": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推" }, "sector_synchronization": { "leader": null, "core": null, "laggards": null, "selected_peer_observations": [ { "symbol": "002371", "name": "北方华创", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -9.03753476977316, "excess_20day_pp": -4.254023992170608 }, { "symbol": "688012", "name": "中微公司", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -8.341524790626353, "excess_20day_pp": -3.6277915270538363 } ], "reason": "仅保存已核验个股序列；不猜测全行业地位" }, "sector_environment": { "wind_industry": { "Wind代码": "688012.SH", "证券简称": "中微公司", "所属WIND一级行业": "信息技术", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "半导体与半导体生产设备", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "半导体产品与半导体设备", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "半导体设备", "所属WIND四级行业.行业级别": "四级行业" }, "industry_metadata_basis": "Wind当前静态档案，非历史时点行业变更记录", "research_direction": "半导体设备", "external_benchmark": { "symbol": "512480.SH", "name": "国联安中证全指半导体ETF", "identity": { "Wind代码": "512480.SH", "证券简称": "国联安中证全指半导体ETF", "基金全称": "国联安中证全指半导体产品与设备交易型开放式指数证券投资基金", "跟踪指数名称": "中证全指半导体", "跟踪指数代码": "h30184.CSI", "上市日期": "2019-06-12" }, "trade_date": "2026-10-09", "price_basis": "后复权", "source": { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "fund_data", "tool_name": "get_fund_kline", "arguments": { "windcode": "512480.SH", "begin_date": "2026-06-25", "end_date": "2026-10-09", "period": "1d", "count": 0, "aftype": "1", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:40:33.325Z", "raw_receipt_sha256": "4a1a7104f029cdfe2e3b9ddd81c9159688d41e7eb0dd75c025ff0e0537d30f20", "units_from_provider": { "TURNOVER 单位：": "元" }, "receipt_file": "512480_etf.json" }, "returns_percent": { "5": -10.950721752115477, "10": -8.979903332485373, "20": -9.256910981486188, "60": -38.064739484161336 }, "volume_ratio_to_prior20": 1.558129390378525, "latest_bar": { "time": "2026-10-09T00:00:00.000+08:00", "date": "2026-10-09", "open": 3.55, "high": 3.602, "low": 3.401, "close": 3.578, "amount": 1553382691.0, "volume": 1741220717.0, "provider_average_price": 3.504 }, "limitations": [ "仅为外部市场环境参考；未经成份权重核验，不证明个股是该ETF成份", "接口未提供成交量单位，保留原值，量比为同序列无量纲比率" ] }, "benchmark_scope": "宽行业ETF环境，不能代替本股量价或模型", "peer_observations": [ { "symbol": "002371", "name": "北方华创", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -9.03753476977316, "excess_20day_pp": -4.254023992170608 }, { "symbol": "688012", "name": "中微公司", "trade_date": "2026-10-09", "adjusted_return_5day_percent": -8.341524790626353, "excess_20day_pp": -3.6277915270538363 } ], "scope_note": "仅为列出的研究池同方向个股；不是板块平均，也不能覆盖本股真实数据" }, "etf_environment": { "symbol": "512480.SH", "name": "国联安中证全指半导体ETF", 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"sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": true, "source_quality_dates": true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "300502", "windcode": "300502.SZ", "name": "新易盛", "sector": "CPO/光通信", "wind_industry": { "Wind代码": "300502.SZ", "证券简称": "新易盛", "所属WIND一级行业": "信息技术", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "技术硬件与设备", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "通信设备Ⅲ", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "通信设备", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "300502", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "fdfc1937701dfac5f6d967b18f589cf05b2de583df651400f577a40dd2c68dcd", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:06.057430+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_OFF", "record_state": { "CAS_mom120": -0.006788791204213274, "CAS_permission": true }, "features": { "mom120": -0.006788791204213274, "dmom120_5": -0.3694812305749373, "CAS_state": "LONG_TREND_OFF", "CAS_streak": 1.0, "trend_votes": 0.0, "mom60": -0.3213569794977289, "ma60": 7288.592666666666, "close": 6198.8 }, "controller_state": { "gate": true, "pos": 0, "neg": 1 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "SLEEVE04": { "symbol": "300502", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "fdfc1937701dfac5f6d967b18f589cf05b2de583df651400f577a40dd2c68dcd", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:06.057430+00:00", 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"amount": "元", "volume": "股" }, "start_date": "2025-01-02", "end_date": "2026-10-09" }, "daily_back_adjusted": { "source": "Wind2已核验日线档案", "file": "药明康德_后复权行情.csv", "sha256": "88333e9fed10c7b3f55780fef16b79c9d563e89a8218e7707fd310cae62648c3", "start_date": "2025-01-02", "end_date": "2026-10-09" }, "minute_receipts": [ { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "stock_data", "tool_name": "get_stock_kline", "arguments": { "windcode": "603259.SH", "begin_date": "2026-06-26", "end_date": "2026-10-09", "period": "15min", "count": 0, "aftype": "2", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:39:47.426Z", "raw_receipt_sha256": "26c8f3f33a49713cf420f4a7d15bf7162a06898dfbdc41183db8173052c51443", "units_from_provider": { "HIGH 单位：": "元", "LOW 单位：": "元", "MATCH 单位：": "元", "OPEN 单位：": "元", "TURNOVER 单位：": "元", "VOLUME 单位：": "股" }, "receipt_file": "603259_15min.json" }, { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "stock_data", "tool_name": "get_stock_kline", "arguments": { "windcode": "603259.SH", "begin_date": "2026-06-26", "end_date": "2026-10-09", "period": "60min", "count": 0, "aftype": "2", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:39:48.825Z", "raw_receipt_sha256": "05d5605b49d5c7d5a27857b5e437e8d41cdc641fecbbf472e79918d3b3e2bd64", "units_from_provider": { "HIGH 单位：": "元", "LOW 单位：": "元", "MATCH 单位：": "元", "OPEN 单位：": "元", "TURNOVER 单位：": "元", "VOLUME 单位：": "股" }, "receipt_file": "603259_60min.json" } ], "models": { "source": "本股冻结V18封存批次", "batch_sha256": "d7f2668ca967211cfe4d5401bc959fb3756f56ef9d4ba7dc766885f4fc390bdf", "stock_records_sha256": "23ff208234f160d0b7d9070f1d3258e4d3173c6801f4fe3ff779a17c805fcc59", "frozen_code": [ { "file": "strategy.py", "sha256": "40e74fb9620cbcc36459b3e8e91949a501f8e6e5535bd4a4916ef915019c6f1a" }, { "file": "run.py", "sha256": 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"70a00713d6ab95867c438b8dedaa0891e342fa5d02d55e8c12ff64dd00b8e3c9", "kind": "后复权" }, { "file": "Wind2_药明康德_后复权_增量.json", "sha256": "124f798741d7422909e380b3a5d2c589ca1af9849748c06624b7c9b927607938", "kind": "后复权" }, { "file": "Wind2_药明康德_未复权回执.json", "sha256": "1db97800ca4aed817e7439f029172e0b2f8bcae0c23fe76d795e86e8b0f747d7", "kind": "未复权" }, { "file": "Wind2_药明康德_未复权_增量.json", "sha256": "6df5cb5c3c1443d7b836de27259b79fb2f7849fdec0cb44d86e2edd1e444a112", "kind": "未复权" }, { "file": "药明康德_后复权_完整.csv", "sha256": "400b23fc42b92dd32d9d7d346e5c20afe0348dbe6757f529e86312914cb78ea8", "kind": "后复权" }, { "file": "Wind2_药明康德_后复权_增量.json", "sha256": "ccad7435d81bd3831d89b68a8004a38af0be3a0d703f860a2f10e65a23027cad", "kind": "后复权" }, { "file": "药明康德_未复权_完整.csv", "sha256": "5d10854937ac1dc667805ca6c9612d7465467c0fd73a932de63d3c4f41521342", "kind": "未复权" }, { "file": "Wind2_药明康德_未复权_增量.json", "sha256": "695a83cc09850d80b08f5a8dde489f96566bf36d848670aa0a7f4af0b7aac49f", "kind": "未复权" } ] }, "data_quality": { "status": "PARTIAL_EXPLICIT_MISSING", "required_field_checks": { "daily": true, "minutes_60": true, "minutes_15": true, "CAS": true, "SLEEVE04": true, "z5": true, "MCR": true, "volume_price_5_10_20_60": true, "models_last5": true, "models_last20": true, "relative_strength": true, "VWAP_intraday": true, "high_low_structure": true, "support_quality_last5": true, "volume_price_states": true, "volume_profile_20_60": true, "potential_supply_support": true, "distance_to_prior_high_supply": true, "sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": true, "source_quality_dates": true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "有分红应收但实际到账日期未确认，保持9999-12-31代理且不提前记现金", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "002821", "windcode": "002821.SZ", "name": "凯莱英", "sector": "医药/CDMO", "wind_industry": { "Wind代码": "002821.SZ", "证券简称": "凯莱英", "所属WIND一级行业": "医疗保健", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "制药、生物科技与生命科学", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "生命科学工具和服务Ⅲ", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": "生命科学工具和服务", "所属WIND四级行业.行业级别": "四级行业" }, "trade_date": "2026-10-09", "model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "schema_version": "stock-research-1.0.0", "calculation_version": "descriptive-ohlcv-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" }, "models": { "CAS": { "symbol": "002821", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "a824b2e8c9e2095b0894e90d8b1d8a7c08bcc52c1de3eae74aba553978af4840", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:07.988370+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": "LONG_TREND_WEAKENING", "record_state": { "CAS_mom120": 0.47994740302432604, "CAS_permission": true }, "features": { "mom120": 0.47994740302432604, "dmom120_5": 0.0599495014400222, "CAS_state": "LONG_TREND_WEAKENING", "CAS_streak": 128.0, "trend_votes": 3.0, "mom60": 0.10358915694645887, "ma60": 518.684, "close": 540.24 }, "controller_state": { "gate": true, "pos": 128, "neg": 0 }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "SLEEVE04": { "symbol": "002821", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "a824b2e8c9e2095b0894e90d8b1d8a7c08bcc52c1de3eae74aba553978af4840", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:07.988370+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_state": { "sleeve_trigger": false, "sleeve_held": false, "sleeve_end": false, "repair": false, "trajectory": "NO_NEW_OPPORTUNITY", "bottom_trial": false, "false_stability": false, "top_decel": false, "down_decel": false, "down_accel": false }, "record_state": { "sleeve_original_trigger": false, "sleeve_original_end": false, "trial_reference": 0.0, "trial_confirmation_days": 0, "confirmed_repair": false, "promoted_amount": 0.0, "local_recovery": false, "local_recovery_started": false, "role_budget": null }, "features": { "prior3_high": 572.7, "prior3_low": 543.85, "prior5_low": 541.36, "prior10_low": 541.36, "recent_oversold": false, "recent_overbought": false, "down_decel": false, "bottom_trial": false, "false_stability": false, "top_decel": false, "recovery_observation": false, "recovery_structure": false, "recovery_reset": true, "core_recovery": false, "momentum_trial": false, "trial_reaccelerating": false }, "controller_state": { "held": false, "pending": null }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "z5": { "symbol": "002821", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "a824b2e8c9e2095b0894e90d8b1d8a7c08bcc52c1de3eae74aba553978af4840", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:07.988370+00:00", 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{ "z5": -0.027156421166352872, "dz1": 0.4852442618026861, "prior_negative_rate": -1.0489327943610098, "down_decel": false, "bottom_trial": false, "false_stability": false, "top_decel": false }, "historical_controller_note": "完整V18控制器仅保存已封存的当日状态；较早日期保留原生特征和决策字段，不反推控制器" }, "MCR": { "symbol": "002821", "trade_date": "2026-10-09", "strategy_id": "R15_OPT_UNIFIED_V18", "source_record_sha256": "a824b2e8c9e2095b0894e90d8b1d8a7c08bcc52c1de3eae74aba553978af4840", "classification": "V18当日收盘模拟决策及连续账本更新", "sealed_at_utc": "2026-10-09T12:12:07.988370+00:00", "state_origin": "本股冻结V18原生记录及特征，不是其他股票或板块代理", "native_name": "MRC", "public_name": "MCR", "feature_state": "TREND_HEALTHY", "original_MRC_risk": "NORMAL", "effective_MRC": "NORMAL", "effective_state_origin": "V18统一风控控制器；与原MRC_risk分别保存", "record_state": { "MRC_mom20": 0.05771791056464881, "MRC_mom60": 0.10358915694645887, "MRC_native_adverse": false, "MRC_budget_adverse": false, "MRC_fresh_bad_days": 0, "risk_cap": 1.0, "research_good": 2, 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"receipt_file": "002821_15min.json" }, { "source": "Wind Financial Data Service", "account": "wind2", "request": { "account": "wind2", "server_type": "stock_data", "tool_name": "get_stock_kline", "arguments": { "windcode": "002821.SZ", "begin_date": "2026-06-26", "end_date": "2026-10-09", "period": "60min", "count": 0, "aftype": "2", "issusp": "0" } }, "retrieved_at_utc": "2026-10-10T04:39:51.636Z", "raw_receipt_sha256": "949b927811776a0ba6a2cc4cd6b3e1adf530992c7eeeb4fc2d31627614a27f58", "units_from_provider": { "HIGH 单位：": "元", "LOW 单位：": "元", "MATCH 单位：": "元", "OPEN 单位：": "元", "TURNOVER 单位：": "元", "VOLUME 单位：": "股" }, "receipt_file": "002821_60min.json" } ], "models": { "source": "本股冻结V18封存批次", "batch_sha256": "d7f2668ca967211cfe4d5401bc959fb3756f56ef9d4ba7dc766885f4fc390bdf", "stock_records_sha256": "9ddce145ba4f0c50d1378b6e4ed9577335a470b69d86bb2df94d48f61bd55374", "frozen_code": [ { "file": "strategy.py", "sha256": "40e74fb9620cbcc36459b3e8e91949a501f8e6e5535bd4a4916ef915019c6f1a" 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"未复权" } ] }, "data_quality": { "status": "PARTIAL_EXPLICIT_MISSING", "required_field_checks": { "daily": true, "minutes_60": true, "minutes_15": true, "CAS": true, "SLEEVE04": true, "z5": true, "MCR": true, "volume_price_5_10_20_60": true, "models_last5": true, "models_last20": true, "relative_strength": true, "VWAP_intraday": true, "high_low_structure": true, "support_quality_last5": true, "volume_price_states": true, "volume_profile_20_60": true, "potential_supply_support": true, "distance_to_prior_high_supply": true, "sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": true, "source_quality_dates": true }, "complete_field_groups": 21, "required_field_groups": 23, "completeness_percent": 91.3, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列" } }, { "symbol": "002315", "windcode": "002315.SZ", "name": "焦点科技", "sector": "跨境电商服务", "wind_industry": { "Wind代码": "002315.SZ", "证券简称": "焦点科技", "所属WIND一级行业": "信息技术", "所属WIND一级行业.行业级别": "一级行业", "所属WIND二级行业": "软件与服务", "所属WIND二级行业.行业级别": "二级行业", "所属WIND三级行业": "互联网软件与服务Ⅲ", "所属WIND三级行业.行业级别": "三级行业", "所属WIND四级行业": 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"distance_to_prior_high_supply": true, "sector_role": false, "sector_leader_core_laggard_sync": false, "sector_environment": true, "ETF_environment": false, "source_quality_dates": true }, "complete_field_groups": 20, "required_field_groups": 23, "completeness_percent": 86.96, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards", "etf_environment" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列", "etf_environment": "焦点科技尚无已核验的专属ETF映射；不指定不相关ETF代替" }, "latest_data_date": "2026-10-09", "latest_model_date": "2026-10-09", "updated_at": "2026-10-10T12:46:30.728978+08:00", "minute_day_reconciliation": { "15min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] }, "60min": { "sessions_checked": 70, "close_volume_amount_pass": true, "max_abs_gaps": { "open": 0.0, "high": 0.0, "low": 0.0, "close": 0.0, "volume": 0.0, "amount": 0.0 }, "ohlc_gap_days": [] } }, "limitations": [ "历史回放为已知样本机械研究；当日封存记录也属于固定规则模拟，不冒称Codex自主逐日判断", "行业前提沿用固定成立假设", "金额角色账本；历史ST及特殊交易限制未全面核验", "部分分红到账日期沿用原代理；今日事件查询只返回交易状态，分红专项查询没找到数据，不能据此确认无其他公司行动", "网页涨跌为未复权收盘价变化，除息日不等于含息收益率", "预热缺失量额且价格平坦的记录仅采用原保守不可成交代理；不宣称已确认停牌", "成交密集/供应承接区为日线HLC3量额近似，不是逐笔分布", "当前行业档案在首次补齐时取得，不冒称当日22:00事先预测" ], "null_semantics": { "distance_to_nearest_supply_percent": "若60日近似密集区没有高于收盘价的箱，null表示不适用，不伪造供应区距离", "cumulative_controller_history": "较早控制器原始快照未存时不反推，原生逐日模型特征和决策保持完整" }, "identical_standard_for_all_14": true }, "missing_fields": [ "sector_role.classification", "sector_synchronization.leader", "sector_synchronization.core", "sector_synchronization.laggards", "etf_environment" ], "missing_reasons": { "sector_role.classification": "未封存且未定义全板块龙头/中军/后排判定协议，不能从研究池两只股票外推", "sector_synchronization.leader": "没有核验全板块龙头身份及对应时间序列", "sector_synchronization.core": "没有核验全板块中军身份及对应时间序列", "sector_synchronization.laggards": "没有核验全板块后排集合及对应时间序列", "etf_environment": "焦点科技尚无已核验的专属ETF映射；不指定不相关ETF代替" } } ], "archive_classification": "首次14股研究API补齐，按截至该交易日行情生成的事后机械描述快照；非当日22:00提前封存的预测", "raw_minute_bars_embedded": false, "history_policy": "首次写入后永不覆盖；修订另建修订文件，原快照保留", "input_manifest_sha256": "37ec3156537049044d2979e18ea7c7ba1ad2a25c3668b8e18032b805074127b6" }