{
  "version": "cn-intraday-shadow-audit-v1",
  "capturedAt": "2026-08-05T06:56:40.367Z",
  "source": "seekingquant.netlify.app",
  "generatedAt": "2026-08-05T06:56:37.000Z",
  "engine": {
    "heartbeat": "2026-08-05T06:56:37.000Z",
    "alarmHeartbeat": "2026-08-05T06:56:37.000Z",
    "alarmSuccessHeartbeat": "2026-08-05T06:56:35.000Z",
    "alarmError": null,
    "alarmCount": 62513
  },
  "strategy": {
    "version": "cn-t0-risk-managed-v4",
    "mode": "cn-t0-live-mirror",
    "lastSuccessAt": "2026-08-05T06:56:32.000Z",
    "lastDecision": "518880 · 模拟撤单已确认，剩余委托失效"
  },
  "marketData": {
    "provider": "东方财富公开行情（研究级，非券商交易行情）",
    "status": "live",
    "timestamp": "2026-08-05T06:56:00.000Z",
    "freshnessSeconds": 37,
    "brokerGrade": false,
    "error": null
  },
  "session": {
    "version": "cn-session-aware-scheduler-v1",
    "timezone": "Asia/Shanghai",
    "calendarYear": 2026,
    "calendarValidThrough": "2026-12-31",
    "calendarSupported": true,
    "dayKey": "2026-08-05",
    "weekday": "Wed",
    "minuteOfDay": 896,
    "isTradingDay": true,
    "holiday": false,
    "phase": "FLATTEN_ONLY",
    "continuousTrading": true,
    "strategyEvaluationEnabled": true,
    "entriesAllowed": false,
    "exitsAllowed": true,
    "flattenOnly": true,
    "researchOptimizationAllowed": false,
    "parametersMutableDuringTrading": false,
    "nextTransitionAt": "2026-08-05T07:00:00.000Z",
    "liveOrderRouteArmed": false,
    "realOrdersSubmitted": 0,
    "officialRules": {
      "tradingRule": "https://www.sse.com.cn/lawandrules/sselawsrules2025/trade/universal/c/c_20260424_10816492.shtml",
      "holidayCalendar": "https://www.sse.com.cn/disclosure/dealinstruc/closed/"
    }
  },
  "account": {
    "cash": 1000000,
    "starting_cash": 1000000,
    "peak_equity": 1000000,
    "market_value": 0,
    "equity": 1000000,
    "drawdown": 0,
    "daily_return": 0,
    "gross_weight": 0,
    "running": 1,
    "killed": 0,
    "daily_halt": 0,
    "trading_day": "2026-08-05",
    "updated_at": "2026-08-05T06:56:32.000Z",
    "ts": "2026-08-05T06:56:00.000Z"
  },
  "positions": [
    {
      "symbol": "510900",
      "name": "H股ETF",
      "assetClass": "HK_EQUITY",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 1.064,
      "previous_close": 1.059,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-05T06:56:00.000Z"
    },
    {
      "symbol": "511010",
      "name": "国债ETF",
      "assetClass": "CNY_GOVERNMENT_BOND",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 141.001,
      "previous_close": 140.991,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-05T06:56:00.000Z"
    },
    {
      "symbol": "518880",
      "name": "黄金ETF",
      "assetClass": "GOLD",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 8.639,
      "previous_close": 8.408,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-05T06:56:00.000Z"
    }
  ],
  "openOrders": [],
  "executionStats": {
    "submitted": 4,
    "filled": 0,
    "partial": 0,
    "canceled": 0,
    "expired": 4,
    "rejected": 0,
    "fillEvents": 0,
    "modeledLatencyTotalMs": 0
  },
  "trades": [],
  "committee": {
    "510900": {
      "framework": "TRADINGAGENTS_INSPIRED_DETERMINISTIC_COMMITTEE_V1",
      "generatedAt": "2026-08-05T06:56:32.000Z",
      "decision": "VETO",
      "confidence": 0,
      "reports": [
        {
          "role": "技术分析",
          "vote": "PASS",
          "score": 100,
          "summary": "快慢趋势差 14.9bp，价格相对VWAP 28.3bp。"
        },
        {
          "role": "流动性分析",
          "vote": "BLOCK",
          "score": 10.98597423144389,
          "summary": "分钟量 10,834，保守估算价差 18.8bp。"
        },
        {
          "role": "多头研究",
          "vote": "PASS",
          "score": 68.84509098100536,
          "summary": "趋势与成交条件相互确认，允许提交小仓位候选。"
        },
        {
          "role": "空头研究",
          "vote": "PASS",
          "score": 65,
          "summary": "重点质疑跨境ETF折溢价、港股波动和停牌错位。"
        },
        {
          "role": "风险经理",
          "vote": "BLOCK",
          "score": 0,
          "summary": "估算价差超过15个基点"
        },
        {
          "role": "组合经理",
          "vote": "BLOCK",
          "score": 0,
          "summary": "否决本次新增仓位。"
        }
      ],
      "vetoReasons": [
        "估算价差超过15个基点"
      ]
    },
    "511010": {
      "framework": "TRADINGAGENTS_INSPIRED_DETERMINISTIC_COMMITTEE_V1",
      "generatedAt": "2026-08-05T06:56:32.000Z",
      "decision": "HOLD",
      "confidence": 35.77102372868191,
      "reports": [
        {
          "role": "技术分析",
          "vote": "CAUTION",
          "score": 49.447813724751114,
          "summary": "快慢趋势差 0.1bp，价格相对VWAP -0.9bp。"
        },
        {
          "role": "流动性分析",
          "vote": "PASS",
          "score": 60.923457154088,
          "summary": "分钟量 153，保守估算价差 0.1bp。"
        },
        {
          "role": "多头研究",
          "vote": "CAUTION",
          "score": 53.46428892501902,
          "summary": "证据强度不足，不主张为了交易而交易。"
        },
        {
          "role": "空头研究",
          "vote": "PASS",
          "score": 65,
          "summary": "重点质疑利率跳变、久期损失和低波动下的成本侵蚀。"
        },
        {
          "role": "风险经理",
          "vote": "PASS",
          "score": 100,
          "summary": "行情、时段、流动性、日亏和回撤硬条件通过。"
        },
        {
          "role": "组合经理",
          "vote": "CAUTION",
          "score": 35.77102372868191,
          "summary": "保持现有仓位或空仓等待。"
        }
      ],
      "vetoReasons": []
    },
    "518880": {
      "framework": "TRADINGAGENTS_INSPIRED_DETERMINISTIC_COMMITTEE_V1",
      "generatedAt": "2026-08-05T06:56:32.000Z",
      "decision": "APPROVE",
      "confidence": 90.31194330633657,
      "reports": [
        {
          "role": "技术分析",
          "vote": "PASS",
          "score": 100,
          "summary": "快慢趋势差 9.0bp，价格相对VWAP 91.8bp。"
        },
        {
          "role": "流动性分析",
          "vote": "PASS",
          "score": 72.31983801810449,
          "summary": "分钟量 29,105，保守估算价差 2.3bp。"
        },
        {
          "role": "多头研究",
          "vote": "PASS",
          "score": 90.31194330633657,
          "summary": "趋势与成交条件相互确认，允许提交小仓位候选。"
        },
        {
          "role": "空头研究",
          "vote": "PASS",
          "score": 65,
          "summary": "重点质疑黄金隔夜定价、涨跌停与净值偏离。"
        },
        {
          "role": "风险经理",
          "vote": "PASS",
          "score": 100,
          "summary": "行情、时段、流动性、日亏和回撤硬条件通过。"
        },
        {
          "role": "组合经理",
          "vote": "PASS",
          "score": 90.31194330633657,
          "summary": "仅批准量化模型给出的目标仓位，不扩大风险预算。"
        }
      ],
      "vetoReasons": []
    }
  },
  "executionDifference": "策略使用A股场内T+0基金公开L1五档/分钟行情；模拟执行拆分行情传输、信号、券商网关和交易所确认延迟，并计入可见队列、隐藏量代理、成交量参与上限、部分成交、15秒撤单及成交/撤单竞态。没有券商Level-2逐笔委托时，仍无法精确复现真实排队顺序、撤单位置、隐藏流动性、基金IOPV偏离和券商风控。",
  "safety": {
    "realOrdersSubmitted": 0,
    "liveOrderRouteArmed": false,
    "publicOrderEndpoints": 0
  },
  "captures": [
    {
      "capturedAt": "2026-08-05T04:42:25.515Z",
      "phase": "LUNCH_BREAK",
      "marketDataStatus": "market-closed-or-stale",
      "marketDataTimestamp": "2026-08-05T03:30:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T04:42:21.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T04:42:21.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-05T05:00:14.058Z",
      "phase": "CONTINUOUS_PM",
      "marketDataStatus": "market-closed-or-stale",
      "marketDataTimestamp": "2026-08-05T03:30:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T05:00:11.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T05:00:09.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-05T05:02:07.605Z",
      "phase": "CONTINUOUS_PM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-05T05:02:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T05:02:06.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T05:02:06.000Z",
      "alarmError": null
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    {
      "capturedAt": "2026-08-05T05:49:00.736Z",
      "phase": "CONTINUOUS_PM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-05T05:49:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T05:48:50.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T05:48:50.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-05T06:35:39.943Z",
      "phase": "CONTINUOUS_PM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-05T06:36:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T06:35:38.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T06:35:38.000Z",
      "alarmError": null
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    {
      "capturedAt": "2026-08-05T06:56:40.367Z",
      "phase": "FLATTEN_ONLY",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-05T06:56:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-05T06:56:37.000Z",
      "alarmSuccessHeartbeat": "2026-08-05T06:56:35.000Z",
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}