{
|
"schema_version": "1.0",
|
"run_id": "RUN-ANA-WUJI-V1-ORIGINAL-BUY-LIMITUP-SCOPE-CHECK-20260614-001",
|
"task_id": "ANA-WUJI-V1-ORIGINAL-BUY-LIMITUP-SCOPE-20260614",
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"generated_at": "2026-06-14T02:28:00+08:00",
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"design_audit_id": "AUDIT-ANA-WUJI-V1-ORIGINAL-BUY-LIMITUP-SCOPE-20260614-DESIGN-001",
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"issue_id": "ANA-ISSUE-WUJI-V1-ORIGINAL-BUY-LIMITUP-SCOPE-20260614-001",
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"source_runs": {
|
"v1_run": "RUN-ANA-WUJI-STRICT-SELL-ROLLING-REPAIR-20260609-001",
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"full_run": "RUN-ANA-WUJI-FULL-2023-2026-20260608-001"
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},
|
"source_buy_identification": {
|
"source_buy_rule": "strict_position_lot_ledger.lot_source_type == SOURCE_BUY and tranche_index == 1",
|
"rolling_buy_exclusion_rule": "strict_position_lot_ledger.lot_source_type == ROLLING_LOW_BUY and tranche_index > 1",
|
"expected_source_buy_lots": 710,
|
"expected_rolling_low_buy_lots": 25
|
},
|
"signal_date_policy": {
|
"primary_source": "full_selected_candidate_ledger.signal_trade_date joined by candidate_id/case_id/symbol",
|
"entry_date_source": "full_selected_candidate_ledger.entry_trade_date",
|
"missing_or_conflict_status": "SIGNAL_DATE_MISSING_HELD"
|
},
|
"strict_limitup_policy": {
|
"window_trading_days": 30,
|
"exclude_signal_day": true,
|
"price_source_table": "a_share_daily_price",
|
"limit_hit_field": "high_price",
|
"previous_close_field": "prev_close",
|
"limit_rate_policy": {
|
"BJ": 0.3,
|
"STAR_688": 0.2,
|
"CHINEXT_300_301": 0.2,
|
"MAINBOARD_DEFAULT": 0.1
|
},
|
"tolerance_pct_points": 0.05,
|
"limit_hit_formula": "((high_price / prev_close) - 1) * 100 >= limit_rate_pct - tolerance_pct_points",
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"source_buy_rule": "strict_position_lot_ledger.lot_source_type == SOURCE_BUY and tranche_index == 1",
|
"rolling_buy_rule": "strict_position_lot_ledger.lot_source_type == ROLLING_LOW_BUY and tranche_index > 1"
|
},
|
"data_sources": {
|
"daily_price_table": "tianxia.a_share_daily_price",
|
"daily_price_fields": [
|
"trade_date",
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"symbol",
|
"open_price",
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"high_price",
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"low_price",
|
"close_price",
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"volume",
|
"amount"
|
],
|
"source_v1_lot_ledger": "ana-data/result/RUN-ANA-WUJI-STRICT-SELL-ROLLING-REPAIR-20260609-001/strict_position_lot_ledger.csv",
|
"source_v1_order_ledger": "ana-data/result/RUN-ANA-WUJI-STRICT-SELL-ROLLING-REPAIR-20260609-001/strict_order_ledger.csv",
|
"source_full_selected_candidate_ledger": "ana-data/result/RUN-ANA-WUJI-FULL-2023-2026-20260608-001/full_selected_candidate_ledger.csv"
|
},
|
"rounding_and_tolerance": {
|
"reason": "A-share price-limit hits are rounded to price ticks; strict threshold uses a 0.05 percentage-point tolerance and exposes exact high/prev_close return.",
|
"tolerance_pct_points": 0.05
|
},
|
"boundary_statuses": [
|
"STRICT_LIMITUP_PASS",
|
"STRICT_LIMITUP_FAIL",
|
"SIGNAL_DATE_MISSING_HELD",
|
"DAILY_DATA_GAP_HELD",
|
"PRIOR_30_TRADING_DAY_WINDOW_INCOMPLETE_HELD"
|
],
|
"citation_boundary": "Execution review is required before this run's readouts can be cited as formal conclusions."
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}
|
