{
  "schema_version": "stock-research-2.1.1",
  "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"
  },
  "calculation_version": "v19-evidence-1.1.1",
  "execution_version": "t-watch-1.1.0",
  "trade_date": "2026-10-09",
  "updated_at": "2026-10-10T23:02:14.509613+08:00",
  "stock_count": 16,
  "stocks": [
    {
      "symbol": "002371",
      "name": "北方华创",
      "windcode": "002371.SZ",
      "sector": "半导体设备",
      "role": {
        "classification": null,
        "research_pool_role": "中军",
        "protocol_version": "research-pool-role-1.0.0",
        "role_effective_date": "2026-10-09",
        "industry_role": null,
        "reason": "全行业地位未核验；单独给出固定研究池统计角色，不混为行业身份"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 11
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002371/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002371/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002371/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002371/execution/latest.json",
      "research_role": {
        "sector": "半导体设备",
        "role": "core",
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": false
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "601398",
      "name": "工商银行",
      "windcode": "601398.SH",
      "sector": "银行",
      "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"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 14
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601398/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601398/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601398/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601398/execution/latest.json",
      "research_role": {
        "sector": "银行",
        "role": null,
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": true
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "600900",
      "name": "长江电力",
      "windcode": "600900.SH",
      "sector": "电力",
      "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"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 14
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600900/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600900/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600900/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600900/execution/latest.json",
      "research_role": {
        "sector": "电力",
        "role": null,
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": true
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "600941",
      "name": "中国移动",
      "windcode": "600941.SH",
      "sector": "电信运营",
      "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"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 14
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600941/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600941/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600941/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600941/execution/latest.json",
      "research_role": {
        "sector": "电信运营",
        "role": null,
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": true
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "601088",
      "name": "中国神华",
      "windcode": "601088.SH",
      "sector": "煤炭与能源",
      "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"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 14
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601088/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601088/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601088/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/601088/execution/latest.json",
      "research_role": {
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        "effective_from": "2026-10-09",
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    {
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      "sector": "客车",
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        "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"
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      "completeness": {
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        "missing_fields_count": 14
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      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
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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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
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        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
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      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600066/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/600066/intraday/60m.json",
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        "classification": null,
        "research_pool_role": "二线",
        "protocol_version": "research-pool-role-1.0.0",
        "role_effective_date": "2026-10-09",
        "industry_role": null,
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      "latest_trade_date": "2026-10-09",
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      "latest_model_date": "2026-10-09",
      "completeness": {
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        "missing_fields_count": 10
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      "has_missing_fields": true,
      "missing_fields": [
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        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
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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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
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        "trading_execution.confidence": "没有概率校准，保留null",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
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        "classification": null,
        "research_pool_role": "龙头",
        "protocol_version": "research-pool-role-1.0.0",
        "role_effective_date": "2026-10-09",
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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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
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      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/000739/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/000739/intraday/15m.json",
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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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
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        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
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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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
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        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
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        "reason": "全行业地位未核验；单独给出固定研究池统计角色，不混为行业身份"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 11
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/300308/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/300308/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/300308/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/300308/execution/latest.json",
      "research_role": {
        "sector": "CPO/光通信",
        "role": "core",
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": false
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "603259",
      "name": "药明康德",
      "windcode": "603259.SH",
      "sector": "医药/CXO",
      "role": {
        "classification": null,
        "research_pool_role": "中军",
        "protocol_version": "research-pool-role-1.0.0",
        "role_effective_date": "2026-10-09",
        "industry_role": null,
        "reason": "全行业地位未核验；单独给出固定研究池统计角色，不混为行业身份"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 10
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/603259/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/603259/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/603259/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/603259/execution/latest.json",
      "research_role": {
        "sector": "医药/CXO",
        "role": "core",
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": false
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "002821",
      "name": "凯莱英",
      "windcode": "002821.SZ",
      "sector": "医药/CDMO",
      "role": {
        "classification": null,
        "research_pool_role": "后排",
        "protocol_version": "research-pool-role-1.0.0",
        "role_effective_date": "2026-10-09",
        "industry_role": null,
        "reason": "全行业地位未核验；单独给出固定研究池统计角色，不混为行业身份"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 10
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "market_environment.risk_budget.numeric_budget",
        "etf_environment.volume_unit",
        "etf_environment.snapshot_share_date",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "etf_environment.volume_unit": "快照未给成交量单位，保留提供方原值，不猜测份/手",
        "etf_environment.snapshot_share_date": "行情交易日不证明准静态份额数据日期",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002821/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002821/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002821/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002821/execution/latest.json",
      "research_role": {
        "sector": "医药/CDMO",
        "role": "rear",
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": false
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "002315",
      "name": "焦点科技",
      "windcode": "002315.SZ",
      "sector": "跨境电商服务",
      "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"
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "completeness": {
        "quality_flag": "partial",
        "missing_fields_count": 13
      },
      "has_missing_fields": true,
      "missing_fields": [
        "sector_role.classification",
        "models_history.full_controller_history",
        "etf_environment",
        "vwap_structure.time_above_vwap_percent",
        "vwap_structure.time_below_vwap_percent",
        "transaction_structure.closing_behavior.aggressive_buying",
        "trading_execution.confidence",
        "research_role.role",
        "sector_synchronization.leader",
        "sector_synchronization.core",
        "sector_synchronization.laggards",
        "market_environment.risk_budget.numeric_budget",
        "stock_index_futures"
      ],
      "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",
        "models_history.full_controller_history": "过去未逐日保存完整控制器内部快照；保留本股原生模型特征与决策变化，不反推未封存状态",
        "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",
        "vwap_structure.time_above_vwap_percent": "15m OHLC无区间内真实停留时间；提供等时长bar收盘采样代理",
        "vwap_structure.time_below_vwap_percent": "同上，不以bar占比冒充逐笔时间",
        "transaction_structure.closing_behavior.aggressive_buying": "未获得逐笔方向数据，收盘上涨不等于主动买盘",
        "trading_execution.confidence": "没有概率校准，保留null",
        "research_role.role": "该股不属于固定三研究观察池，未定义可核验池内角色；不扩大股票池或臆造行业地位",
        "sector_synchronization.leader": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.core": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "sector_synchronization.laggards": "该股固定研究池没有此角色样本或不属于三条观察线，缺失不外推",
        "market_environment.risk_budget.numeric_budget": "市场环境只给观察状态，未定义仓位数值映射；固定V18风险上限另存",
        "stock_index_futures": "当前官方期货行情/席位取数未成功"
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002315/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002315/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002315/intraday/60m.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/002315/execution/latest.json",
      "research_role": {
        "sector": "跨境电商服务",
        "role": null,
        "effective_from": "2026-10-09",
        "recorded_at": "2026-10-10T17:21:12.062530+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "仅代表本站固定研究池中的统计结构角色，不代表绝对行业地位；按所属日另行封存，不回填旧历史",
        "data_incomplete": true
      },
      "quality_flag": "partial"
    },
    {
      "symbol": "159583",
      "windcode": "159583.SZ",
      "asset_type": "ETF",
      "name": "富国中证通信设备主题ETF",
      "sector": "CPO/光通信",
      "research_role": {
        "sector": "CPO/光通信",
        "role": null,
        "effective_from": "2026-10-12",
        "recorded_at": "2026-10-10T23:02:14.509613+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "User-held ETF exposure in the research pool; not a company leader/core classification",
        "data_incomplete": false
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "quality_flag": "partial",
      "completeness": {
        "four_models": true,
        "model_history_20": true,
        "daily": true,
        "15m_25_sessions": true,
        "60m_25_sessions": true,
        "auxiliary_fields_complete": false
      },
      "has_missing_fields": true,
      "missing_fields": [
        "dividends",
        "trading_rules",
        "volume_unit",
        "sector_synchronization",
        "VWAP_tick_time",
        "aggressive_buying",
        "confidence",
        "supply_zone.profiles.60",
        "daily_kline.historical_activity"
      ],
      "missing_reasons": {
        "dividends": "Wind query returned no usable data, not proof of no dividends; no cash dividends booked; adjustment-factor reconciliation only",
        "trading_rules": "Wind mislabeled daily change and fund shares as rules; rejected. Existing 10% / 0.01 tick / fractional amount execution proxy retained; actual ETF limit and lot fills unverified",
        "volume_unit": "Wind supplies no VOLUME unit. amount/raw volume agrees with rounded market AVPRICE across daily bars; inferred fund-share scale only",
        "sector_synchronization": "ETF is an exposure instrument; pool observations external only; no inferred issuer leader role",
        "VWAP_tick_time": "15m close sampling cannot establish exact tick crossing or time above/below VWAP",
        "aggressive_buying": "No tick direction data",
        "confidence": "No historical probability calibration",
        "supply_zone.profiles.60": "Only 25 sessions of minute inputs requested. Complete 60-day minute volume profile is null; separately labeled partial proxy and full 60-day daily history retained.",
        "daily_kline.historical_activity": "Missing raw amount/volume at 2025-09-11; flat-price warmup only used zero-activity proxy; not a confirmed suspension."
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159583/latest.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159583/execution/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159583/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159583/intraday/60m.json"
    },
    {
      "symbol": "159516",
      "windcode": "159516.SZ",
      "asset_type": "ETF",
      "name": "国泰中证半导体材料设备主题ETF",
      "sector": "半导体设备",
      "research_role": {
        "sector": "半导体设备",
        "role": null,
        "effective_from": "2026-10-12",
        "recorded_at": "2026-10-10T23:02:14.509613+08:00",
        "protocol_version": "research-pool-role-1.0.0",
        "description": "User-held ETF exposure in the research pool; not a company leader/core classification",
        "data_incomplete": false
      },
      "latest_trade_date": "2026-10-09",
      "latest_data_date": "2026-10-09",
      "latest_model_date": "2026-10-09",
      "quality_flag": "partial",
      "completeness": {
        "four_models": true,
        "model_history_20": true,
        "daily": true,
        "15m_25_sessions": true,
        "60m_25_sessions": true,
        "auxiliary_fields_complete": false
      },
      "has_missing_fields": true,
      "missing_fields": [
        "dividends",
        "trading_rules",
        "volume_unit",
        "sector_synchronization",
        "VWAP_tick_time",
        "aggressive_buying",
        "confidence",
        "supply_zone.profiles.60"
      ],
      "missing_reasons": {
        "dividends": "Wind query returned no usable data, not proof of no dividends; no cash dividends booked; adjustment-factor reconciliation only",
        "trading_rules": "Wind mislabeled daily change and fund shares as rules; rejected. Existing 10% / 0.01 tick / fractional amount execution proxy retained; actual ETF limit and lot fills unverified",
        "volume_unit": "Wind supplies no VOLUME unit. amount/raw volume agrees with rounded market AVPRICE across daily bars; inferred fund-share scale only",
        "sector_synchronization": "ETF is an exposure instrument; pool observations external only; no inferred issuer leader role",
        "VWAP_tick_time": "15m close sampling cannot establish exact tick crossing or time above/below VWAP",
        "aggressive_buying": "No tick direction data",
        "confidence": "No historical probability calibration",
        "supply_zone.profiles.60": "Only 25 sessions of minute inputs requested. Complete 60-day minute volume profile is null; separately labeled partial proxy and full 60-day daily history retained."
      },
      "detail_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159516/latest.json",
      "execution_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159516/execution/latest.json",
      "intraday_15m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159516/intraday/15m.json",
      "intraday_60m_url": "https://www.zerocat.top/api/v1/_versions/2026-10-09-oss-hk-20261011/stocks/159516/intraday/60m.json"
    }
  ],
  "data_quality": {
    "trade_date": "2026-10-09",
    "as_of": "2026-10-09T15:00:00+08:00",
    "updated_at": "2026-10-10T17:21:12.062530+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"
  },
  "api_version": "1.1",
  "generated_at": "2026-10-10T23:02:14.509613+08:00",
  "data_release_id": "2026-10-09-oss-hk-20261011"
}