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Wuji Follow-up Audit Summary: 4 Items

generated_at: 2026-06-14T19:05:40+08:00

1. Public 5m Backfill For Three-day-high Sell

  • rows: 132
  • fetch_status_counts: {"FETCH_OK":132}
  • audit_status_counts: {"PASS_5M_PROXY":132}
  • conclusion: all missing 1m SELL_THREE_DAY_HIGH_NOT_RISING rows now have public 5m proxy evidence and pass the directional check.

2. 5m Proxy For Non-exact Minute Events

  • input_gap_events: 1090
  • gap_events_with_time: 1078
  • unique_symbol_dates_requested: 695
  • fetch_status_counts: {"FETCH_OK":695}
  • proxy_status_counts: {"PROXY_5M_BAR_FOUND":1078,"NO_EVENT_TIME":12}
  • conclusion: all 1078 gap events with event_time are mapped to public 5m proxy bars; 12 rows have no event_time and cannot be mapped without rule-specific timing.

3. SELL_OPEN_VOLUME_STALL Independent Scan

  • lot_rows: 735
  • coverage_rows: 790
  • coverage_status_counts: {"SCANNED_PROXY_5M":370,"SCANNED_EXACT_1M":420}
  • candidate_rows: 0
  • conclusion: no independent EXACT_1M or PROXY_5M candidates were found under open_volume_ratio >= 10 and 1%-2% first gain.

4. Intraday Breadth Proxy

  • target_dates: 251
  • minute_files_scanned: 2429
  • output_rows: 3514
  • total_observations: 7951075
  • eligible_count_range_all_times: 1969-2406
  • eligible_count_range_1040: 1969-2406
  • conclusion: generated local non-empty minute-file pool breadth; this is not full A-share market breadth because local minute coverage is incomplete.

Main Artifacts

  • public_5m_proxy_summary.md
  • minute_event_5m_proxy_summary.md
  • minute_event_5m_proxy_audit.csv
  • open_volume_stall_scan_summary.md
  • open_volume_stall_independent_candidates.csv
  • intraday_breadth_minute_pool_summary.md
  • intraday_breadth_minute_pool.csv