{
  "version": "cn-intraday-shadow-audit-v1",
  "capturedAt": "2026-08-06T02:33:53.383Z",
  "source": "seekingquant.netlify.app",
  "generatedAt": "2026-08-06T02:33:52.000Z",
  "engine": {
    "heartbeat": "2026-08-06T02:33:52.000Z",
    "alarmHeartbeat": "2026-08-06T02:33:49.000Z",
    "alarmSuccessHeartbeat": "2026-08-06T02:33:47.000Z",
    "alarmError": null,
    "alarmCount": 76658
  },
  "strategy": {
    "version": "cn-t0-risk-managed-v4",
    "mode": "cn-t0-live-mirror",
    "lastSuccessAt": "2026-08-06T02:33:46.000Z",
    "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": "2026-08-06T02:34:00.000Z",
    "freshnessSeconds": 0,
    "brokerGrade": false,
    "error": null
  },
  "session": {
    "version": "cn-session-aware-scheduler-v1",
    "timezone": "Asia/Shanghai",
    "calendarYear": 2026,
    "calendarValidThrough": "2026-12-31",
    "calendarSupported": true,
    "dayKey": "2026-08-06",
    "weekday": "Thu",
    "minuteOfDay": 633,
    "isTradingDay": true,
    "holiday": false,
    "phase": "CONTINUOUS_AM",
    "continuousTrading": true,
    "strategyEvaluationEnabled": true,
    "entriesAllowed": true,
    "exitsAllowed": true,
    "flattenOnly": false,
    "researchOptimizationAllowed": false,
    "parametersMutableDuringTrading": false,
    "nextTransitionAt": "2026-08-06T03:30:00.000Z",
    "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": "2026-08-06",
    "updated_at": "2026-08-06T02:33:46.000Z",
    "ts": "2026-08-06T02:34:00.000Z"
  },
  "positions": [
    {
      "symbol": "510900",
      "name": "H股ETF",
      "assetClass": "HK_EQUITY",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 1.049,
      "previous_close": 1.063,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-06T02:34:00.000Z"
    },
    {
      "symbol": "511010",
      "name": "国债ETF",
      "assetClass": "CNY_GOVERNMENT_BOND",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 141.008,
      "previous_close": 141,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-06T02:34:00.000Z"
    },
    {
      "symbol": "518880",
      "name": "黄金ETF",
      "assetClass": "GOLD",
      "qty": 0,
      "avg_cost": 0,
      "realized_pnl": 0,
      "price": 8.863,
      "previous_close": 8.64,
      "market_value": 0,
      "unrealized_pnl": 0,
      "updated_at": "2026-08-06T02:34:00.000Z"
    }
  ],
  "openOrders": [],
  "executionStats": {
    "submitted": 6,
    "filled": 0,
    "partial": 0,
    "canceled": 0,
    "expired": 6,
    "rejected": 0,
    "fillEvents": 0,
    "modeledLatencyTotalMs": 0
  },
  "trades": [],
  "committee": {
    "510900": {
      "framework": "TRADINGAGENTS_INSPIRED_DETERMINISTIC_COMMITTEE_V1",
      "generatedAt": "2026-08-06T02:33:46.000Z",
      "decision": "VETO",
      "confidence": 0,
      "reports": [
        {
          "role": "技术分析",
          "vote": "BLOCK",
          "score": 0,
          "summary": "快慢趋势差 -14.4bp，价格相对VWAP -23.8bp。"
        },
        {
          "role": "流动性分析",
          "vote": "BLOCK",
          "score": 9.704073430848396,
          "summary": "分钟量 9,850，保守估算价差 19.1bp。"
        },
        {
          "role": "多头研究",
          "vote": "CAUTION",
          "score": 3.3964257007969385,
          "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": "2026-08-06T02:33:46.000Z",
      "decision": "HOLD",
      "confidence": 33.34277233000985,
      "reports": [
        {
          "role": "技术分析",
          "vote": "CAUTION",
          "score": 50.00781013425044,
          "summary": "快慢趋势差 -0.0bp，价格相对VWAP 0.1bp。"
        },
        {
          "role": "流动性分析",
          "vote": "CAUTION",
          "score": 52.38560627359831,
          "summary": "分钟量 3，保守估算价差 0.1bp。"
        },
        {
          "role": "多头研究",
          "vote": "CAUTION",
          "score": 50.840038783022194,
          "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": 33.34277233000985,
          "summary": "保持现有仓位或空仓等待。"
        }
      ],
      "vetoReasons": []
    },
    "518880": {
      "framework": "TRADINGAGENTS_INSPIRED_DETERMINISTIC_COMMITTEE_V1",
      "generatedAt": "2026-08-06T02:33:46.000Z",
      "decision": "HOLD",
      "confidence": 29.053610406860543,
      "reports": [
        {
          "role": "技术分析",
          "vote": "BLOCK",
          "score": 39.23839012532344,
          "summary": "快慢趋势差 1.1bp，价格相对VWAP -14.2bp。"
        },
        {
          "role": "流动性分析",
          "vote": "PASS",
          "score": 70.90062937582027,
          "summary": "分钟量 15,140，保守估算价差 2.3bp。"
        },
        {
          "role": "多头研究",
          "vote": "CAUTION",
          "score": 50.320173862997336,
          "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": "CAUTION",
          "score": 29.053610406860543,
          "summary": "保持现有仓位或空仓等待。"
        }
      ],
      "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": "2026-08-06T02:11:59.320Z",
      "phase": "CONTINUOUS_AM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-06T02:12:00.000Z",
      "submitted": 4,
      "filled": 0,
      "expired": 4,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-06T02:11:58.000Z",
      "alarmSuccessHeartbeat": "2026-08-06T02:11:58.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-06T02:28:43.842Z",
      "phase": "CONTINUOUS_AM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-06T02:29:00.000Z",
      "submitted": 6,
      "filled": 0,
      "expired": 6,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-06T02:28:42.000Z",
      "alarmSuccessHeartbeat": "2026-08-06T02:28:42.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-06T02:30:50.823Z",
      "phase": "CONTINUOUS_AM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-06T02:31:00.000Z",
      "submitted": 6,
      "filled": 0,
      "expired": 6,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-06T02:30:49.000Z",
      "alarmSuccessHeartbeat": "2026-08-06T02:30:47.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-06T02:32:20.708Z",
      "phase": "CONTINUOUS_AM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-06T02:33:00.000Z",
      "submitted": 6,
      "filled": 0,
      "expired": 6,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-06T02:32:20.000Z",
      "alarmSuccessHeartbeat": "2026-08-06T02:32:20.000Z",
      "alarmError": null
    },
    {
      "capturedAt": "2026-08-06T02:33:53.383Z",
      "phase": "CONTINUOUS_AM",
      "marketDataStatus": "live",
      "marketDataTimestamp": "2026-08-06T02:34:00.000Z",
      "submitted": 6,
      "filled": 0,
      "expired": 6,
      "equity": 1000000,
      "alarmHeartbeat": "2026-08-06T02:33:49.000Z",
      "alarmSuccessHeartbeat": "2026-08-06T02:33:47.000Z",
      "alarmError": null
    }
  ]
}