# research_observations

scan_session: codex_why_no_recommendation_network
scan_mode: realtime_today
ts_code: 600396.SH
name: 华电辽能
theme_name: 实时活跃
stock_role: 盘中异动
action_plan: 观察
entry_signal_type: none
elimination_reason: 非主线候选；低于保留线62；仅观察档
created_at: 2026-06-08 10:16:27.366817
detail_json:
  {"market": {"temperature": 68.6, "up_count": 3277, "down_count": 2113, "limit_up_count": 73, "broken_rate": 63.7}, "theme": {"name": "实时活跃", "matched": false, "stage": "mid", "limit_up_count": 0, "heat_score": 30.0, "catalyst_reasons": []}, "stock": {"role": "盘中异动", "recall_score": 82.5, "recall_tags": ["intraday_active", "realtime_active"], "main_net_inflow": 4959.4016, "inflow_ratio": 0, "turnover_rate": 8.94, "volume_ratio": null, "circ_mv": 301.7576268}, "scores": {"weights": {"catalyst": 0.3, "theme_money": 0.25, "stock_money": 0.2, "emotion_role": 0.15, "timing": 0.1}, "axes": {"catalyst": 0.0, "theme_money": 20.0, "stock_money": 18.0, "emotion_role": 32.1, "timing": 35.4}, "flow_momentum": 38.7, "entry_signal_score": 0, "final_score": 11.7}, "decision": {"action_plan": "观察", "signal": "HOLD", "entry_signal_type": "none", "trigger_condition": "等待次日承接确认，板块前排不退潮且资金与量价信号延续后再分批；参考价 20.49附近关注", "invalidation_condition": "跌破止损 18.85；收盘跌回参考价 20.08 下方；冲高接近目标 21.51 后量能衰减", "risk_note": "10日累涨37.43%，警惕回调", "boosts": [], "penalties": [{"label": "未匹配主线", "value": "-18%", "reason": "主题地位不足"}, {"label": "位置/买点折扣", "value": "-16%", "reason": "10日涨幅37.43%，需要承接确认"}], "risk_tags": ["short_term_overheat"], "final_outcome": "filtered", "elimination_reason": "非主线候选；低于保留线62；仅观察档"}}


scan_session: codex_why_no_recommendation_network
scan_mode: realtime_today
ts_code: 002585.SZ
name: 双星新材
theme_name: 实时活跃
stock_role: 盘中异动
action_plan: 观察
entry_signal_type: breakout_confirm
elimination_reason: 非主线候选；低于保留线62；仅观察档
created_at: 2026-06-08 10:16:27.366817
detail_json:
  {"market": {"temperature": 68.6, "up_count": 3277, "down_count": 2113, "limit_up_count": 73, "broken_rate": 63.7}, "theme": {"name": "实时活跃", "matched": false, "stage": "mid", "limit_up_count": 0, "heat_score": 30.0, "catalyst_reasons": []}, "stock": {"role": "盘中异动", "recall_score": 82.5, "recall_tags": ["intraday_active", "realtime_active"], "main_net_inflow": -6769.1814, "inflow_ratio": 0, "turnover_rate": 13.83, "volume_ratio": null, "circ_mv": 107.82961885}, "scores": {"weights": {"catalyst": 0.3, "theme_money": 0.25, "stock_money": 0.2, "emotion_role": 0.15, "timing": 0.1}, "axes": {"catalyst": 0.0, "theme_money": 20.0, "stock_money": 0, "emotion_role": 32.1, "timing": 66.8}, "flow_momentum": 5.7, "entry_signal_score": 70, "final_score": 9.1}, "decision": {"action_plan": "观察", "signal": "HOLD", "entry_signal_type": "breakout_confirm", "trigger_condition": "等待次日承接确认，板块前排不退潮且突破确认延续后再分批；参考价 12.16附近关注", "invalidation_condition": "跌破止损 11.19；收盘跌回参考价 11.92 下方；冲高接近目标 12.72 后量能衰减", "risk_note": "确认型需观察后续量能是否跟上，防止冲高回落；10日累涨31.63%，警惕回调", "boosts": [], "penalties": [{"label": "未匹配主线", "value": "-18%", "reason": "主题地位不足"}, {"label": "位置/买点折扣", "value": "-16%", "reason": "10日涨幅31.63%，需要承接确认"}], "risk_tags": ["short_term_overheat"], "final_outcome": "filtered", "elimination_reason": "非主线候选；低于保留线62；仅观察档"}}


scan_session: codex_why_no_recommendation_network
scan_mode: realtime_today
ts_code: 002645.SZ
name: 华宏科技
theme_name: 实时活跃
stock_role: 盘中异动
action_plan: 观察
entry_signal_type: pullback
elimination_reason: 非主线候选；低于保留线62；仅观察档
created_at: 2026-06-08 10:16:27.366817
detail_json:
  {"market": {"temperature": 68.6, "up_count": 3277, "down_count": 2113, "limit_up_count": 73, "broken_rate": 63.7}, "theme": {"name": "实时活跃", "matched": false, "stage": "mid", "limit_up_count": 0, "heat_score": 30.0, "catalyst_reasons": []}, "stock": {"role": "盘中异动", "recall_score": 81.4, "recall_tags": ["intraday_active", "realtime_active"], "main_net_inflow": -15332.92, "inflow_ratio": 0, "turnover_rate": 8.36, "volume_ratio": null, "circ_mv": 221.40948969}, "scores": {"weights": {"catalyst": 0.3, "theme_money": 0.25, "stock_money": 0.2, "emotion_role": 0.15, "timing": 0.1}, "axes": {"catalyst": 0.0, "theme_money": 20.0, "stock_money": 0, "emotion_role": 31.6, "timing": 68.1}, "flow_momentum": 8.6, "entry_signal_score": 68, "final_score": 14.4}, "decision": {"action_plan": "观察", "signal": "HOLD", "entry_signal_type": "pullback", "trigger_condition": "回踩支撑成立且不跌破关键价位，参考价 32.55附近分批关注；盘中靠近支撑位时分批进场，尾盘14:30确认支撑有效可加仓", "invalidation_condition": "跌破止损 31.04；收盘跌回参考价 31.9 下方；冲高接近目标 34.18 后量能衰减", "risk_note": "回踩型可能继续下探支撑，注意止损纪律", "boosts": [], "penalties": [{"label": "未匹配主线", "value": "-18%", "reason": "主题地位不足"}], "risk_tags": [], "final_outcome": "filtered", "elimination_reason": "非主线候选；低于保留线62；仅观察档"}}


scan_session: codex_why_no_recommendation_network
scan_mode: realtime_today
ts_code: 002471.SZ
name: 中超控股
theme_name: 实时活跃
stock_role: 盘中异动
action_plan: 观察
entry_signal_type: none
elimination_reason: 非主线候选；低于保留线62；仅观察档
created_at: 2026-06-08 10:16:27.366817
detail_json:
  {"market": {"temperature": 68.6, "up_count": 3277, "down_count": 2113, "limit_up_count": 73, "broken_rate": 63.7}, "theme": {"name": "实时活跃", "matched": false, "stage": "mid", "limit_up_count": 0, "heat_score": 30.0, "catalyst_reasons": []}, "stock": {"role": "盘中异动", "recall_score": 80.5, "recall_tags": ["intraday_active", "realtime_active"], "main_net_inflow": -10816.5479, "inflow_ratio": 0, "turnover_rate": 9.22, "volume_ratio": null, "circ_mv": 110.83965544}, "scores": {"weights": {"catalyst": 0.3, "theme_money": 0.25, "stock_money": 0.2, "emotion_role": 0.15, "timing": 0.1}, "axes": {"catalyst": 0.0, "theme_money": 20.0, "stock_money": 0, "emotion_role": 31.2, "timing": 27.6}, "flow_momentum": 8.5, "entry_signal_score": 0, "final_score": 8.4}, "decision": {"action_plan": "观察", "signal": "HOLD", "entry_signal_type": "none", "trigger_condition": "资金与量价信号成立且不跌破关键价位，参考价 8.25附近分批关注；盘中观察量价配合，确认信号后进场", "invalidation_condition": "跌破止损 7.59；收盘跌回参考价 8.08 下方；冲高接近目标 8.66 后量能衰减", "risk_note": "注意设好止损，控制仓位", "boosts": [], "penalties": [{"label": "趋势压力", "value": "-18%", "reason": "短中期均线偏弱"}, {"label": "未匹配主线", "value": "-18%", "reason": "主题地位不足"}], "risk_tags": ["trend_under_pressure"], "final_outcome": "filtered", "elimination_reason": "非主线候选；低于保留线62；仅观察档"}}


# strategy_configs

strategy_id: breakout_attack
source: default_seed
change_reason: 初始化默认策略配置
evidence_json: {}
effective_from: 2026-05-28 12:33:50
created_at: 2026-05-28 12:33:50
config_json:
  {"decision_note": "只处理最强主线前排，不扩散到跟风和后排。", "actionable_limit": 3, "score_weights": {"catalyst": 0.3, "theme_money": 0.25, "stock_money": 0.2, "emotion_role": 0.15, "timing": 0.1}, "watch_limit": 4, "allow_trading": true, "entry_signal_priority": ["breakout", "breakout_confirm", "launch", "pullback", "reversal"], "notes": ["优先做主线早中期板块", "放量突破优先于回踩低吸"], "description": "市场偏强，优先寻找主线板块内的突破和突破确认。", "buy_threshold": 66.0, "market_stance": "主线进攻", "max_position_pct": 30.0, "target_focus_sectors": 2, "min_score": 62.0, "name": "主线突破"}


strategy_id: pullback_rotation
source: default_seed
change_reason: 初始化默认策略配置
evidence_json: {}
effective_from: 2026-05-28 12:33:50
created_at: 2026-05-28 12:33:50
config_json:
  {"decision_note": "先等回踩承接和板块回流，再决定是否出手。", "actionable_limit": 2, "score_weights": {"catalyst": 0.25, "theme_money": 0.28, "stock_money": 0.2, "emotion_role": 0.12, "timing": 0.15}, "watch_limit": 5, "allow_trading": true, "entry_signal_priority": ["pullback", "breakout_confirm", "launch", "breakout", "reversal"], "notes": ["降低追高仓位", "更看重位置安全和回踩承接"], "description": "市场震荡分化，优先做回踩支撑和板块轮动中的低吸确认。", "buy_threshold": 63.0, "market_stance": "轮动低吸", "max_position_pct": 20.0, "target_focus_sectors": 2, "min_score": 60.0, "name": "回踩轮动"}


strategy_id: launch_probe
source: default_seed
change_reason: 初始化默认策略配置
evidence_json: {}
effective_from: 2026-05-28 12:33:50
created_at: 2026-05-28 12:33:50
config_json:
  {"decision_note": "只有极少数启动确认标的值得小仓试错。", "actionable_limit": 1, "score_weights": {"catalyst": 0.28, "theme_money": 0.22, "stock_money": 0.2, "emotion_role": 0.12, "timing": 0.18}, "watch_limit": 4, "allow_trading": true, "entry_signal_priority": ["launch", "reversal", "pullback", "breakout_confirm", "breakout"], "notes": ["仅做小仓位试错", "突破型需要更强板块一致性才可介入"], "description": "市场偏弱，适合少量观察启动型和反转型机会，不做强追涨。", "buy_threshold": 61.0, "market_stance": "轻仓试错", "max_position_pct": 10.0, "target_focus_sectors": 1, "min_score": 58.0, "name": "启动试错"}


strategy_id: defensive_watch
source: default_seed
change_reason: 初始化默认策略配置
evidence_json: {}
effective_from: 2026-05-28 12:33:50
created_at: 2026-05-28 12:33:50
config_json:
  {"decision_note": "今天不主动出手，只保留少量观察名单。", "actionable_limit": 0, "score_weights": {"catalyst": 0.22, "theme_money": 0.25, "stock_money": 0.18, "emotion_role": 0.15, "timing": 0.2}, "watch_limit": 3, "allow_trading": false, "entry_signal_priority": ["pullback", "launch", "reversal", "breakout_confirm", "breakout"], "notes": ["原则上只保留观察池", "等待市场温度修复后再转入主动进攻"], "description": "市场退潮，系统以观察池为主，不主动扩大出手。", "buy_threshold": 64.0, "market_stance": "防守观察", "max_position_pct": 5.0, "target_focus_sectors": 1, "min_score": 56.0, "name": "防守观察"}


strategy_id: defensive_watch
source: auto_review
change_reason: defensive_watch 近期表现较好，可在相似市场环境下优先使用。
effective_from: 2026-05-28 12:54:04
created_at: 2026-05-28 12:54:04
config_json:
  {"decision_note": "今天不主动出手，只保留少量观察名单。", "actionable_limit": 0, "score_weights": {"catalyst": 0.22, "theme_money": 0.25, "stock_money": 0.18, "emotion_role": 0.15, "timing": 0.2}, "watch_limit": 4, "allow_trading": false, "entry_signal_priority": ["pullback", "launch", "reversal", "breakout_confirm", "breakout"], "notes": ["原则上只保留观察池", "等待市场温度修复后再转入主动进攻"], "description": "市场退潮，系统以观察池为主，不主动扩大出手。", "buy_threshold": 63.0, "market_stance": "防守观察", "max_position_pct": 5.0, "target_focus_sectors": 1, "min_score": 56.0, "name": "防守观察"}

evidence_json:
  {"sample_size": 80, "summary": "最近 80 条推荐中，80 条已有跟踪数据；胜率 68.8%，平均收益 11.95%，平均最大回撤 -4.55%。", "suggestion": {"target": "defensive_watch", "action": "promote", "reason": "defensive_watch 近期表现较好，可在相似市场环境下优先使用。", "confidence": "medium"}}


# prompt_configs

prompt_key: stock_prefilter
source: default_seed
change_reason: 初始化默认 Prompt 配置
evidence_json: {}
created_at: 2026-05-28 12:33:50
content:
  你是A股候选池的预审官，目标是在不漏掉潜在机会的前提下，先把候选股票分成“优先深看 / 保留观察 / 可忽略”三类。

  你的原则：
  1. 这一步不是最终买卖结论，只做资源分配
  2. 优先识别资金正在进攻的主线前排或强承接标的
  3. 不能因为 RSI/MACD/KDJ 等滞后指标“不好看”就直接忽略，要看题材位置、角色、量价异常、时机感
  4. 可以容忍不标准的形态，但不能容忍明显失真、明显追高、明显没有交易边界的票
  5. 输出必须是 JSON，不要输出 Markdown

  字段格式：
  {
    "decision": "priority | watch | ignore",
    "confidence": 1-10,
    "reason": "一句话说明为什么这样分层",
    "focus_points": ["最多三条，说明后续该重点看什么"]
  }

  分层标准：
  - priority: 值得进入深度裁决池，今天存在较强观察价值或操作潜力
  - watch: 逻辑未坏，但暂时不应占用深度裁决名额
  - ignore: 当前信号弱、位置差、边界不清或交易价值很低

  补充要求：
  - confidence 必须是 1-10 整数
  - focus_points 最多三条，尽量具体
  - 如果拿不准，优先给 watch，不要滥给 ignore


prompt_key: single_stock_analysis
source: default_seed
change_reason: 初始化默认 Prompt 配置
evidence_json: {}
created_at: 2026-05-28 12:33:50
content:
  你是一位A股中短线交易裁决员，不是量化打分解释器。你的职责是基于给定的市场、板块、量价和位置结论，决定这只股票今天应不应该进入推荐池前列，以及应该归入什么动作级别。

  你的原则：
  1. 量化分数只是参考，不是最终答案
  2. A股先看资金是否在主线里形成合力，再看K线形态是否给出可执行边界
  3. RSI、MACD、KDJ 这类滞后指标只能作为节奏和风险备注，不能因为超买/超卖本身否决资金顺势标的
  4. 如果板块地位、资金延续、量价质量、位置或时机不匹配，可以直接否决高分股
  5. 如果股票具备明确触发与失效边界，即使量化分不是最高，也可以提升优先级
  6. 输出的是交易裁决单，不是研报

  请严格输出 JSON，不要输出 Markdown，不要添加多余解释。字段如下：
  {
    "verdict": "execute | watch | skip",
    "action_plan": "可操作 | 重点关注 | 观察",
    "conviction": 1-10,
    "timing": "一句话描述当下最合适的处理方式",
    "entry_price": 0,
    "target_price": 0,
    "stop_loss": 0,
    "trigger_condition": "一句话",
    "invalidation_condition": "一句话",
    "position_pct": 0,
    "analysis": "2-4句话，说明为什么给这个裁决",
    "risk_flag": "一句话说明最大风险"
  }

  裁决标准：
  - execute: 今天具备执行条件或非常接近执行条件，可以进入推荐前列
  - watch: 逻辑还在，但需要等待确认，不应直接作为首选执行标的
  - skip: 当前不适合进入推荐前列，宁可错过也不主动参与

  补充要求：
  - conviction 必须是 1-10 的整数
  - position_pct 返回 0-35 的整数；如果不适合参与，就返回 0
  - 没有把握时优先给 watch 或 skip
  - trigger_condition 和 invalidation_condition 必须可执行，不能写空话


prompt_key: strategy_iteration
source: default_seed
change_reason: 初始化默认 Prompt 配置
evidence_json: {}
created_at: 2026-05-28 12:33:50
content:
  请基于推荐复盘数据，输出策略迭代建议。
  要求：
  1. 明确指出最该收紧、保留、加强的策略或信号；
  2. 只提出可执行调整建议，不要泛泛而谈；
  3. 不要承诺收益；
  4. 区分可小幅自动配置的参数调整与需要人工确认的大改动；
  5. 180字以内。


# research_reports

scan_session: codex_why_no_recommendation_network
trade_date: 20260608
market_summary: 市场偏强但仍需确认主线持续性，适合围绕前排轮动。主线进攻策略生效。
theme_summary: 当前主线关注 机器人、传媒游戏、化工材料。
created_at: 2026-06-09 09:08:58.178568
no_trade_reason:
  {"has_scan": true, "reason": "低于保留线62 90只；仅观察档 90只；非主线候选 26只", "blocked_by": ["低于保留线62", "仅观察档", "非主线候选"]}

report_json:
  {"trade_date": "20260608", "scan_session": "codex_why_no_recommendation_network", "scan_mode": "realtime_today", "scanned_at": "2026-06-09T09:08:58.178392", "market_view": {"regime": "bullish_rotation", "confidence": 0.87, "summary": "市场偏强但仍需确认主线持续性，适合围绕前排轮动。主线进攻策略生效。", "temperature": 68.6, "up_count": 3277, "down_count": 2113, "limit_up_count": 73, "limit_down_count": 11}, "theme_views": [{"theme": "机器人", "raw_sector": "机器人装备", "stage": "early", "heat_score": 70.6, "pct_change": 5.38, "limit_up_count": 0, "logic": "人形机器人产业趋势扩散，重点观察核心零部件和前排整机。", "chain_nodes": ["减速器", "伺服系统", "控制器", "传感器", "本体制造", "机器视觉"], "leader_stocks": [{"ts_code": "603203", "name": "DR快克智", "pct_chg": 1.0, "amount": 0}, {"ts_code": "920578", "name": "巨能股份", "pct_chg": 0.0, "amount": 0}, {"ts_code": "002164", "name": "宁波东力", "pct_chg": 0.0, "amount": 0}], "lifecycle_status": "启动期"}, {"theme": "传媒游戏", "raw_sector": "传媒游戏", "stage": "early", "heat_score": 52.7, "pct_change": 2.69, "limit_up_count": 1, "logic": "内容供给、AI 应用和监管周期变化驱动传媒弹性。", "chain_nodes": ["游戏", "影视院线", "短剧", "营销", "版权IP", "AIGC应用"], "leader_stocks": [{"ts_code": "300052.SZ", "name": "中青宝", "pct_chg": 19.98, "amount": 270417.0}, {"ts_code": "300031.SZ", "name": "宝通科技", "pct_chg": 7.4, "amount": 838932.0}, {"ts_code": "300494.SZ", "name": "盛天网络", "pct_chg": 5.38, "amount": 158935.0}], "lifecycle_status": "启动期"}, {"theme": "化工材料", "raw_sector": "化工材料", "stage": "mid", "heat_score": 44.3, "pct_change": 0.91, "limit_up_count": 3, "logic": "价格周期和新材料需求共同影响化工材料链。", "chain_nodes": ["基础化工", "新材料", "氟化工", "有机硅", "化纤", "电子化学品"], "leader_stocks": [{"ts_code": "603065.SH", "name": "宿迁联盛", "pct_chg": 10.02, "amount": 317329.0}, {"ts_code": "603020.SH", "name": "爱普股份", "pct_chg": 10.0, "amount": 118097.0}, {"ts_code": "603823.SH", "name": "百合花", "pct_chg": 9.99, "amount": 592464.0}, {"ts_code": "603790.SH", "name": "XD雅运股", "pct_chg": 9.98, "amount": 0, "limit_times": 1}], "lifecycle_status": "扩散期"}], "industry_chain_map": [{"theme": "机器人", "chain_nodes": ["减速器", "伺服系统", "控制器", "传感器", "本体制造", "机器视觉"], "leader_stocks": [{"ts_code": "603203", "name": "DR快克智", "pct_chg": 1.0, "amount": 0}, {"ts_code": "920578", "name": "巨能股份", "pct_chg": 0.0, "amount": 0}, {"ts_code": "002164", "name": "宁波东力", "pct_chg": 0.0, "amount": 0}]}, {"theme": "传媒游戏", "chain_nodes": ["游戏", "影视院线", "短剧", "营销", "版权IP", "AIGC应用"], "leader_stocks": [{"ts_code": "300052.SZ", "name": "中青宝", "pct_chg": 19.98, "amount": 270417.0}, {"ts_code": "300031.SZ", "name": "宝通科技", "pct_chg": 7.4, "amount": 838932.0}, {"ts_code": "300494.SZ", "name": "盛天网络", "pct_chg": 5.38, "amount": 158935.0}]}, {"theme": "化工材料", "chain_nodes": ["基础化工", "新材料", "氟化工", "有机硅", "化纤", "电子化学品"], "leader_stocks": [{"ts_code": "603065.SH", "name": "宿迁联盛", "pct_chg": 10.02, "amount": 317329.0}, {"ts_code": "603020.SH", "name": "爱普股份", "pct_chg": 10.0, "amount": 118097.0}, {"ts_code": "603823.SH", "name": "百合花", "pct_chg": 9.99, "amount": 592464.0}, {"ts_code": "603790.SH", "name": "XD雅运股", "pct_chg": 9.98, "amount": 0, "limit_times": 1}]}], "catalyst": {"summary": "强催化/强热度主题集中在 机器人。", "strong_theme_count": 1, "themes": ["机器人"]}, "stock_research_notes": [], "opportunity_cards": [], "risk_alerts": [{"ts_code": "", "risk_type": "filter_pressure", "severity": "warning", "reject": false, "reason": "最终过滤压力较高：低于保留线62 90 只", "source": "scan_process_logs"}], "no_trade_reason": {"has_scan": true, "reason": "低于保留线62 90只；仅观察档 90只；非主线候选 26只", "blocked_by": ["低于保留线62", "仅观察档", "非主线候选"]}, "summary": {"market": "市场偏强但仍需确认主线持续性，适合围绕前排轮动。主线进攻策略生效。", "theme": "当前主线关注 机器人、传媒游戏、化工材料。", "opportunity_count": 0, "risk_count": 1}}


