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closed 命中差，观察期应降权或剔除", "US 推断 hit=0.3289 n=76 偏弱，第二头 US 层降权", "CN 推断 hit=0.7391 n=23 强，观察篮子可分层升权", "总 hit_rate 仍 < 0.45，主环禁止切 event_trade"]}}, "parallel_paper": {"schema": "market.sim.parallel_paper.v2", "ok": true, "generated_at": "2026-09-21T15:40:01+08:00", "as_of_date": "2026-09-21", "stage": "sim_live", "live_execution_locked": true, "may_trigger_trade": false, "default_sim_head": "graham", "progress": {"horizon_days": 20, "days_logged": 75, "start_date": "2026-06-26", "as_of_date": "2026-09-21", "pct_complete": 100.0, "ready_to_review": true, "gate": "观察完成，可做第二头升权评审", "cn_only_journaled": true, "cn_only_days_logged": 74, "cn_only_today_n": 12}, "today": {"as_of_date": "2026-09-21", "ts": "2026-09-21T15:40:01+08:00", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "heads_symbols": {"graham": ["600585.SH", "601006.SH", "600104.SH", "000807.SZ", "002304.SZ", "600018.SH", "000933.SZ", "002128.SZ", "002532.SZ", "600028.SH"], "event_trade": ["688472.SH", "005930.KS", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ", "601163.SH", "000913.SZ"], "tech_alpha": ["688516.SH", "688200.SH", "688598.SH", "300672.SZ", "688390.SH", "603026.SH", "603236.SH", "688333.SH", "300394.SZ", "300759.SZ", "600584.SH", "002709.SZ", "300751.SZ", "300454.SZ", "002756.SZ", "605111.SH", "600988.SH", "000960.SZ", "688399.SH", "688680.SH"], "multihead": ["600585.SH", "600104.SH", "601006.SH", "600028.SH", "600018.SH", "002304.SZ", "600900.SH", "600011.SH"]}, "cn_only_basket": {"as_of_date": "2026-09-21", "ok": true, "n": 12, "symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "weight": 1.0, "observe_weight_norm_from_promo": 0.2308, "source": {"n_cn_closed": 8, "n_cn_signal": 7, "n_winners": 8}, "backtest_ref": {"cn_only_hit": 0.8, "cn_only_cum": 0.068522, "promote_cum": 0.045145, "cn_only_stronger_than_promote": true}, "live_execution_locked": true, "may_trigger_trade": false, "merge_to_main": false, "note": "CN-only 观察篮 · 写 journal · 不自动再平衡 · 不并主环"}, "heads_n_extra": {"cn_only": 12}, "heads_symbols_extra": {"cn_only": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"]}, "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}, "live_execution_locked": true, "may_trigger_trade": false, "note": "dry-run baskets only; graham remains default sim head; cn_only journaled"}, "cn_only_basket": {"as_of_date": "2026-09-21", "ok": true, "n": 12, "symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "weight": 1.0, "observe_weight_norm_from_promo": 0.2308, "source": {"n_cn_closed": 8, "n_cn_signal": 7, "n_winners": 8}, "backtest_ref": {"cn_only_hit": 0.8, "cn_only_cum": 0.068522, "promote_cum": 0.045145, "cn_only_stronger_than_promote": true}, "live_execution_locked": true, "may_trigger_trade": false, "merge_to_main": false, "note": "CN-only 观察篮 · 写 journal · 不自动再平衡 · 不并主环"}, "journal_tail": [{"as_of_date": "2026-08-31", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-01", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-02", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-03", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-04", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-07", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-08", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-09", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-10", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-11", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-12", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-13", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-14", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-15", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-16", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-17", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-18", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-19", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-20", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-21", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}], "recurring_event": [{"symbol": "002594.SZ", "days": 75}, {"symbol": "688472.SH", "days": 53}, {"symbol": "005930.KS", "days": 53}, {"symbol": "005930.SZ", "days": 53}, {"symbol": "600104.SH", "days": 53}, {"symbol": "000581.SZ", "days": 53}, {"symbol": "601163.SH", "days": 53}, {"symbol": "000913.SZ", "days": 53}, {"symbol": "300750.SZ", "days": 22}, {"symbol": "300014.SZ", "days": 22}], "recurring_tech": [{"symbol": "688200.SH", "days": 75}, {"symbol": "688516.SH", "days": 70}, {"symbol": "300672.SZ", "days": 70}, {"symbol": "688390.SH", "days": 70}, {"symbol": "603026.SH", "days": 70}, {"symbol": "603236.SH", "days": 70}, {"symbol": "688333.SH", "days": 70}, {"symbol": "300394.SZ", "days": 70}, {"symbol": "688598.SH", "days": 55}, {"symbol": "300759.SZ", "days": 55}], "recurring_cn_only": [{"symbol": "600011.SH", "days": 74}, {"symbol": "688089.SH", "days": 74}, {"symbol": "002594.SZ", "days": 74}, {"symbol": "688472.SH", "days": 53}, {"symbol": "005930.SZ", "days": 53}, {"symbol": "600104.SH", "days": 53}, {"symbol": "601238.SH", "days": 50}, {"symbol": "600760.SH", "days": 50}, {"symbol": "600019.SH", "days": 49}, {"symbol": "600938.SH", "days": 49}], "policy": ["默认主环仍是 graham；event/tech 只记并行纸面篮子", "CN-only 观察篮写入 journal（cn_only_basket）· 权重轨独立 · 不并主环", "20 日未满不得把第二头并入自动再平衡", "若 CRYPTO 分层长期 miss，信号源降权", "ordersSentExternally 必须保持 0"], "event_strata_kpi": {"closed": 111, "open": 115, "pending": 58, "hit_rate": 0.3874, "avg_ret_net": -0.016098, "sum_pnl_usd": -3573.6886, "hits": 43, "misses": 68}, "event_takeaways": ["市场分层(推断)：最好 CN hit=0.7391 n=23；最弱 CRYPTO hit=0.0 n=4", "market 错标 1 笔（声明≠推断），US hit 统计已改用推断市场", "CRYPTO 纸面 closed 命中差，观察期应降权或剔除", "US 推断 hit=0.3289 n=76 偏弱，第二头 US 层降权", "CN 推断 hit=0.7391 n=23 强，观察篮子可分层升权", "总 hit_rate 仍 < 0.45，主环禁止切 event_trade"], "insufficient": {"n": 3614, "pct_no_strategy_hit": 100.0, "pct_no_dossier": 99.0, "interpretation": "多数 insufficient = 在宇宙内但未进任一主引擎 top，并非缺价；压占比应走「策略命中扩容 / 门槛校准 / 调研覆盖」，不是盲目补行情。", "top_reasons": [{"reason": "已纳入因子截面，但未通过任一主引擎 top 门槛", "n": 3593}, {"reason": "现有证据不足以支持「值得买」", "n": 3593}, {"reason": "结构化策略未进入 top 榜", "n": 21}, {"reason": "公司调研 action=等待证据 hardcore=88", "n": 10}]}}, "buy": {"ok": true, "generated_at": "2026-07-24T10:52:22.231638+00:00", "verdict_counts": {"buy_candidate_sim": 211, "watchlist": 590, "insufficient_evidence": 3614, "avoid": 1108}, "n_buy": 211, "n_watch": 590, "n_insufficient": 3614, "pct_insufficient": 65.44, "n_company_research": 433, "n_with_dossier": 433, "n_with_fin_report": 5523, "buy_with_dossier": 211, "buy_with_fin": 211, "n_evidence_usable": 5313, "top_buy": [{"code": "000807", "name": "云铝股份", "price": 25.12, "industry": "工业金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 10.64}, {"code": "000623", "name": "吉林敖东", "price": 18.06, "industry": "中药Ⅱ", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 2.79}, {"code": "300970", "name": "华绿生物", "price": 15.86, "industry": "种植业", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.49}, {"code": "600694", "name": "大商股份", "price": 14.62, "industry": "一般零售", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 3.05}, {"code": "600598", "name": "北大荒", "price": 11.36, "industry": "种植业", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 7.0}, {"code": "600269", "name": "赣粤高速", "price": 4.01, "industry": "铁路公路", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 1.4}, {"code": "002128", "name": "电投能源", "price": 25.13, "industry": "煤炭开采", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 5.13}, {"code": "301026", "name": "浩通科技", "price": 17.01, "industry": "小金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 1.92}, {"code": "002034", "name": "旺能环境", "price": 13.81, "industry": "环境治理", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 2.75}, {"code": "002818", "name": "富森美", "price": 10.62, "industry": "一般零售", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.7}, {"code": "000612", "name": "焦作万方", "price": 10.29, "industry": "工业金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.86}, {"code": "002394", "name": "联发股份", "price": 8.16, "industry": "纺织制造", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 0.26}], "global_shortfalls": ["formalBacktest blocked · 无完整 walk-forward", "财报非严格 PIT（公告日 lag 未全量接入）", "成本模型仅为 proxy（费+税+滑点）", "live_execution_locked · 任何 buy_candidate_sim 不得外发实盘", "regime_vol_mult 当前偏防守（常 0.55）"], "insufficient_breakdown": {"ok": true, "n_insufficient": 3614, "n_scanned": 3614, "pct_no_dossier": 99.0, "pct_no_strategy_hit": 100.0, "top_reasons": [{"reason": "已纳入因子截面，但未通过任一主引擎 top 门槛", "n": 3593}, {"reason": "现有证据不足以支持「值得买」", "n": 3593}, {"reason": "结构化策略未进入 top 榜", "n": 21}, {"reason": "公司调研 action=等待证据 hardcore=88", "n": 10}, {"reason": "公司调研 action=等待证据 hardcore=61", "n": 5}, {"reason": "公司调研 action=等待证据 hardcore=34", "n": 3}, {"reason": "公司调研 action=等待证据 hardcore=40", "n": 3}, {"reason": "RIV 安全边际=0.124", "n": 2}], "top_missing": [{"item": "策略命中", "n": 3593}, {"item": "估值/质量优势不够", "n": 3593}, {"item": "更强价值/质量信号或深度调研", "n": 3593}, {"item": "结构化因子命中", "n": 21}, {"item": "多策略交叉", "n": 21}], "interpretation": "多数 insufficient = 在宇宙内但未进任一主引擎 top，并非缺价；压占比应走「策略命中扩容 / 门槛校准 / 调研覆盖」，不是盲目补行情。"}}, "gaps": ["Graham 全窗相对 510300 仍为负超额", "Graham 相对等权宇宙大幅落后（存活偏置+风格）", "事件纸面 hit_rate 偏低，需分层验真", "可买判定 insufficient 仍高（65.44%）", "event_trade 信号陈旧 file_as_of=2026-07-25 loop=2026-09-21 lag=58", "tech_alpha 信号陈旧 file_as_of=2026-07-24 loop=2026-09-21 lag=59", "multihead 信号陈旧 file_as_of=2026-07-24 loop=2026-09-21 lag=59", "市场分层(推断)：最好 CN hit=0.7391 n=23；最弱 CRYPTO hit=0.0 n=4", "market 错标 1 笔（声明≠推断），US hit 统计已改用推断市场"], "actions": [{"id": "refresh_observe", "label": "刷新观察快照", "cmd": "python E:/market/scripts/sim/build_observe_snapshot.py"}, {"id": "parallel_obs", "label": "刷新20日并行观察", "cmd": "python E:/market/scripts/sim/build_parallel_paper_observe.py"}, {"id": "event_dry", "label": "第二头 dry-run", "cmd": "python E:/market/scripts/sim/build_signals_from_event_trade.py --dry-run --source auto --max-names 8"}, {"id": "sim_graham", "label": "日环 graham（默认）", "cmd": "python E:/market/scripts/sim/daily_sim_loop.py --mode graham"}, {"id": "buy_refresh", "label": "刷新可买判定", "cmd": "python E:/market/scripts/strategy/stock_verdict_engine.py"}, {"id": "open_buy", "label": "打开可买判定", "href": "/#buy-board"}, {"id": "open_intel", "label": "打开产业情报", "href": "/industry-news/"}], "links": {"combat_ui": "/combat/", "hash": "/#combat", "api": "/api/sim/observe", "sim": "/api/sim", "buy": "/#buy-board", "intel": "/industry-news/", "xsocial": "/x-social/"}, "readiness": {"backend_observe": true, "second_head_signal": false, "tech_alpha_fresh": false, "multihead_fresh": false, "event_paper_loop": true, "buy_evidence": true, "formal_backtest": false, "live_locked": true, "heads_divergence": true, "parallel_paper_20d": true, "event_strata": true}}, "schema": "market.sim.observe.v1", "generated_at": "2026-09-21T15:40:01+08:00", "as_of_date": "2026-09-21", "stage": "sim_live", "advice": "invest_goal_sim_live", "live_execution_locked": true, "may_trigger_trade": false, "sim": {"stage": "sim_live", "live_execution_locked": true, "equity": 999609.0611, "cash": 511027.06111270003, "grossExposure": 488582.0, "n_positions": 10, "ordersSentExternally": 0, "asOfDate": "2026-09-21", "positions": [{"symbol": "000807.SZ", "qty": 1800.0, "avg": 27.383685, "mark": 27.37}, {"symbol": "000933.SZ", "qty": 1800.0, "avg": 26.823405, "mark": 26.81}, {"symbol": "002128.SZ", "qty": 1700.0, "avg": 27.67383, "mark": 27.66}, {"symbol": "002304.SZ", "qty": 1300.0, "avg": 38.07903, "mark": 38.06}, {"symbol": "002532.SZ", "qty": 3800.0, "avg": 12.816405, "mark": 12.81}, {"symbol": "600018.SH", "qty": 9200.0, "avg": 5.36268, "mark": 5.36}, {"symbol": "600028.SH", "qty": 9500.0, "avg": 5.16258, "mark": 5.16}, {"symbol": "600104.SH", "qty": 4400.0, "avg": 11.10555, "mark": 11.1}, {"symbol": "600585.SH", "qty": 2900.0, "avg": 17.02851, "mark": 17.02}, {"symbol": "601006.SH", "qty": 10500.0, "avg": 4.70235, "mark": 4.7}], "position_symbols": ["000807.SZ", "000933.SZ", "002128.SZ", "002304.SZ", "002532.SZ", "600018.SH", "600028.SH", "600104.SH", "600585.SH", "601006.SH"], "last_loop": {"status": "ok", "mode": "graham", "as_of_date": "2026-09-21", "finished_at": "2026-09-21T15:40:01+08:00", "health": {"equity": 999609.0611, "cash": 511027.06111270003, "n_positions": 10, "ordersSentExternally": 0, "liveExecutionAllowed": false, "realTradingAllowed": false, "ok": true}}}, "heads": {"graham": {"name": "graham", "ok": true, "n": 10, "n_rows": 10, "symbols": ["600585.SH", "601006.SH", "600104.SH", "000807.SZ", "002304.SZ", "600018.SH", "000933.SZ", "002128.SZ", "002532.SZ", "600028.SH"], "path": "E:\\market\\data\\sim\\signals\\graham_wf_2026-09-21.jsonl", "file": "graham_wf_2026-09-21.jsonl", "file_as_of": "2026-09-21", "fresh": true, "lag_days": null, "mtime": "2026-09-21T15:40:01", "rows": [{"symbol": "600585.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "601006.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600104.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "000807.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002304.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600018.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "000933.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002128.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002532.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600028.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}]}, "event_trade": {"name": "event_trade", "ok": true, "n": 8, "n_rows": 8, "symbols": ["688472.SH", "005930.KS", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ", "601163.SH", "000913.SZ"], "path": "E:\\market\\data\\sim\\signals\\event_trade_2026-07-25.jsonl", "file": "event_trade_2026-07-25.jsonl", "file_as_of": "2026-07-25", "fresh": false, "lag_days": 58, "mtime": "2026-07-25T05:11:57", "rows": [{"symbol": "688472.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "005930.KS", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "005930.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002594.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600104.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "000581.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "601163.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "000913.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}]}, "tech_alpha": {"name": "tech_alpha", "ok": true, "n": 24, "n_rows": 24, "symbols": ["688516.SH", "688200.SH", "688598.SH", "300672.SZ", "688390.SH", "603026.SH", "603236.SH", "688333.SH", "300394.SZ", "300759.SZ", "600584.SH", "002709.SZ", "300751.SZ", "300454.SZ", "002756.SZ", "605111.SH", "600988.SH", "000960.SZ", "688399.SH", "688680.SH", "300776.SZ", "688318.SH", "688180.SH", "688202.SH"], "path": "E:\\market\\data\\sim\\signals\\tech_alpha_2026-07-24.jsonl", "file": "tech_alpha_2026-07-24.jsonl", "file_as_of": "2026-07-24", "fresh": false, "lag_days": 59, "mtime": "2026-07-24T20:54:53", "rows": [{"symbol": "688516.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688200.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688598.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "300672.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688390.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "603026.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "603236.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688333.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "300394.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "300759.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600584.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002709.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "300751.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "300454.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002756.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "605111.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600988.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "000960.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688399.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "688680.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}]}, "multihead": {"name": "multihead", "ok": true, "n": 8, "n_rows": 8, "symbols": ["600585.SH", "600104.SH", "601006.SH", "600028.SH", "600018.SH", "002304.SZ", "600900.SH", "600011.SH"], "path": "E:\\market\\data\\sim\\signals\\multihead_2026-07-24.jsonl", "file": "multihead_2026-07-24.jsonl", "file_as_of": "2026-07-24", "fresh": false, "lag_days": 59, "mtime": "2026-07-24T20:54:53", "rows": [{"symbol": "600585.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600104.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "601006.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600028.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600018.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "002304.SZ", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600900.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}, {"symbol": "600011.SH", "side": "BUY", "weight": null, "score": null, "name": null, "note": null}]}}, "overlaps": {"pos_vs_graham": {"n_a": 10, "n_b": 10, "n_inter": 10, "inter": ["000807.SZ", "000933.SZ", "002128.SZ", "002304.SZ", "002532.SZ", "600018.SH", "600028.SH", "600104.SH", "600585.SH", "601006.SH"], 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"000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-11", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH", "000581.SZ"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.3333}}, {"as_of_date": "2026-09-12", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-13", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-14", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-15", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-16", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-17", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-18", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-19", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-20", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}, {"as_of_date": "2026-09-21", "heads_n": {"graham": 10, "event_trade": 8, "tech_alpha": 24, "multihead": 8}, "cn_only_n": 12, "cn_only_symbols": ["600760.SH", "600019.SH", "688089.SH", "000975.SZ", "600111.SH", "600938.SH", "600011.SH", "601238.SH", "688472.SH", "005930.SZ", "002594.SZ", "600104.SH"], "overlaps": {"graham_vs_event": 0.0588, "graham_vs_tech": 0.0, "event_vs_tech": 0.0, "graham_vs_multi": 0.5, "graham_vs_cn_only": 0.0476, "event_vs_cn_only": 0.25}}], "recurring_event": [{"symbol": "002594.SZ", "days": 75}, {"symbol": "688472.SH", "days": 53}, {"symbol": "005930.KS", "days": 53}, {"symbol": "005930.SZ", "days": 53}, {"symbol": "600104.SH", "days": 53}, {"symbol": "000581.SZ", "days": 53}, {"symbol": "601163.SH", "days": 53}, {"symbol": "000913.SZ", "days": 53}, {"symbol": "300750.SZ", "days": 22}, {"symbol": "300014.SZ", "days": 22}], "recurring_tech": [{"symbol": "688200.SH", "days": 75}, {"symbol": "688516.SH", "days": 70}, {"symbol": "300672.SZ", "days": 70}, {"symbol": "688390.SH", "days": 70}, {"symbol": "603026.SH", "days": 70}, {"symbol": "603236.SH", "days": 70}, {"symbol": "688333.SH", "days": 70}, {"symbol": "300394.SZ", "days": 70}, {"symbol": "688598.SH", "days": 55}, {"symbol": "300759.SZ", "days": 55}], "recurring_cn_only": [{"symbol": "600011.SH", "days": 74}, {"symbol": "688089.SH", "days": 74}, {"symbol": "002594.SZ", "days": 74}, {"symbol": "688472.SH", "days": 53}, {"symbol": "005930.SZ", "days": 53}, {"symbol": "600104.SH", "days": 53}, {"symbol": "601238.SH", "days": 50}, {"symbol": "600760.SH", "days": 50}, {"symbol": "600019.SH", "days": 49}, {"symbol": "600938.SH", "days": 49}], "policy": ["默认主环仍是 graham；event/tech 只记并行纸面篮子", "CN-only 观察篮写入 journal（cn_only_basket）· 权重轨独立 · 不并主环", "20 日未满不得把第二头并入自动再平衡", "若 CRYPTO 分层长期 miss，信号源降权", "ordersSentExternally 必须保持 0"], "event_strata_kpi": {"closed": 111, "open": 115, "pending": 58, "hit_rate": 0.3874, "avg_ret_net": -0.016098, "sum_pnl_usd": -3573.6886, "hits": 43, "misses": 68}, "event_takeaways": ["市场分层(推断)：最好 CN hit=0.7391 n=23；最弱 CRYPTO hit=0.0 n=4", "market 错标 1 笔（声明≠推断），US hit 统计已改用推断市场", "CRYPTO 纸面 closed 命中差，观察期应降权或剔除", "US 推断 hit=0.3289 n=76 偏弱，第二头 US 层降权", "CN 推断 hit=0.7391 n=23 强，观察篮子可分层升权", "总 hit_rate 仍 < 0.45，主环禁止切 event_trade"], "insufficient": {"n": 3614, "pct_no_strategy_hit": 100.0, "pct_no_dossier": 99.0, "interpretation": "多数 insufficient = 在宇宙内但未进任一主引擎 top，并非缺价；压占比应走「策略命中扩容 / 门槛校准 / 调研覆盖」，不是盲目补行情。", "top_reasons": [{"reason": "已纳入因子截面，但未通过任一主引擎 top 门槛", "n": 3593}, {"reason": "现有证据不足以支持「值得买」", "n": 3593}, {"reason": "结构化策略未进入 top 榜", "n": 21}, {"reason": "公司调研 action=等待证据 hardcore=88", "n": 10}]}}, "buy": {"ok": true, "generated_at": "2026-07-24T10:52:22.231638+00:00", "verdict_counts": {"buy_candidate_sim": 211, "watchlist": 590, "insufficient_evidence": 3614, "avoid": 1108}, "n_buy": 211, "n_watch": 590, "n_insufficient": 3614, "pct_insufficient": 65.44, "n_company_research": 433, "n_with_dossier": 433, "n_with_fin_report": 5523, "buy_with_dossier": 211, "buy_with_fin": 211, "n_evidence_usable": 5313, "top_buy": [{"code": "000807", "name": "云铝股份", "price": 25.12, "industry": "工业金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 10.64}, {"code": "000623", "name": "吉林敖东", "price": 18.06, "industry": "中药Ⅱ", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 2.79}, {"code": "300970", "name": "华绿生物", "price": 15.86, "industry": "种植业", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.49}, {"code": "600694", "name": "大商股份", "price": 14.62, "industry": "一般零售", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 3.05}, {"code": "600598", "name": "北大荒", "price": 11.36, "industry": "种植业", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 7.0}, {"code": "600269", "name": "赣粤高速", "price": 4.01, "industry": "铁路公路", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 1.4}, {"code": "002128", "name": "电投能源", "price": 25.13, "industry": "煤炭开采", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 5.13}, {"code": "301026", "name": "浩通科技", "price": 17.01, "industry": "小金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 1.92}, {"code": "002034", "name": "旺能环境", "price": 13.81, "industry": "环境治理", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 2.75}, {"code": "002818", "name": "富森美", "price": 10.62, "industry": "一般零售", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.7}, {"code": "000612", "name": "焦作万方", "price": 10.29, "industry": "工业金属", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 6.86}, {"code": "002394", "name": "联发股份", "price": 8.16, "industry": "纺织制造", "verdict": "buy_candidate_sim", "has_dossier": true, "fin_roe": 0.26}], "global_shortfalls": ["formalBacktest blocked · 无完整 walk-forward", "财报非严格 PIT（公告日 lag 未全量接入）", "成本模型仅为 proxy（费+税+滑点）", "live_execution_locked · 任何 buy_candidate_sim 不得外发实盘", "regime_vol_mult 当前偏防守（常 0.55）"], "insufficient_breakdown": {"ok": true, "n_insufficient": 3614, "n_scanned": 3614, "pct_no_dossier": 99.0, "pct_no_strategy_hit": 100.0, "top_reasons": [{"reason": "已纳入因子截面，但未通过任一主引擎 top 门槛", "n": 3593}, {"reason": "现有证据不足以支持「值得买」", "n": 3593}, {"reason": "结构化策略未进入 top 榜", "n": 21}, {"reason": "公司调研 action=等待证据 hardcore=88", "n": 10}, {"reason": "公司调研 action=等待证据 hardcore=61", "n": 5}, {"reason": "公司调研 action=等待证据 hardcore=34", "n": 3}, {"reason": "公司调研 action=等待证据 hardcore=40", "n": 3}, {"reason": "RIV 安全边际=0.124", "n": 2}], "top_missing": [{"item": "策略命中", "n": 3593}, {"item": "估值/质量优势不够", "n": 3593}, {"item": "更强价值/质量信号或深度调研", "n": 3593}, {"item": "结构化因子命中", "n": 21}, {"item": "多策略交叉", "n": 21}], "interpretation": "多数 insufficient = 在宇宙内但未进任一主引擎 top，并非缺价；压占比应走「策略命中扩容 / 门槛校准 / 调研覆盖」，不是盲目补行情。"}}, "gaps": ["Graham 全窗相对 510300 仍为负超额", "Graham 相对等权宇宙大幅落后（存活偏置+风格）", "事件纸面 hit_rate 偏低，需分层验真", "可买判定 insufficient 仍高（65.44%）", "event_trade 信号陈旧 file_as_of=2026-07-25 loop=2026-09-21 lag=58", "tech_alpha 信号陈旧 file_as_of=2026-07-24 loop=2026-09-21 lag=59", "multihead 信号陈旧 file_as_of=2026-07-24 loop=2026-09-21 lag=59", "市场分层(推断)：最好 CN hit=0.7391 n=23；最弱 CRYPTO hit=0.0 n=4", "market 错标 1 笔（声明≠推断），US hit 统计已改用推断市场"], "actions": [{"id": "refresh_observe", "label": "刷新观察快照", "cmd": "python E:/market/scripts/sim/build_observe_snapshot.py"}, {"id": "parallel_obs", "label": "刷新20日并行观察", "cmd": "python E:/market/scripts/sim/build_parallel_paper_observe.py"}, {"id": "event_dry", "label": "第二头 dry-run", "cmd": "python E:/market/scripts/sim/build_signals_from_event_trade.py --dry-run --source auto --max-names 8"}, {"id": "sim_graham", "label": "日环 graham（默认）", "cmd": "python E:/market/scripts/sim/daily_sim_loop.py --mode graham"}, {"id": "buy_refresh", "label": "刷新可买判定", "cmd": "python E:/market/scripts/strategy/stock_verdict_engine.py"}, {"id": "open_buy", "label": "打开可买判定", "href": "/#buy-board"}, {"id": "open_intel", "label": "打开产业情报", "href": "/industry-news/"}], "links": {"combat_ui": "/combat/", "hash": "/#combat", "api": "/api/sim/observe", "sim": "/api/sim", "buy": "/#buy-board", "intel": "/industry-news/", "xsocial": "/x-social/"}, "readiness": {"backend_observe": true, "second_head_signal": false, "tech_alpha_fresh": false, "multihead_fresh": false, "event_paper_loop": true, "buy_evidence": true, "formal_backtest": false, "live_locked": true, "heads_divergence": true, "parallel_paper_20d": true, "event_strata": true}}