{
|
"schema_version": "1.0",
|
"task_id": "ANA-WUJI-BASELINE-2023-2026",
|
"design_id": "DESIGN-WUJI-FINAL-CONCLUSION-20260608",
|
"run_id": "RUN-ANA-WUJI-FINAL-CONCLUSION-20260608-001",
|
"generated_at": "2026-06-08T15:51:39+08:00",
|
"stage": "FINAL_CONCLUSION_EXECUTION_REVIEW_PASSED_LAYERED_CITATION_ALLOWED_RETURN_STAT_HELD",
|
"design_audit_id": "AUDIT-ANA-WUJI-FINAL-CONCLUSION-20260608-DESIGN-001",
|
"source_run_id": "RUN-ANA-WUJI-FULL-2023-2026-20260608-001",
|
"source_stage": "FULL_2023_2026_EXECUTION_REREVIEW_PASSED_RETURN_STAT_HELD",
|
"source_execution_rereview_audit_id": "AUDIT-ANA-WUJI-FULL-2023-2026-20260608-EXEC-REREVIEW-002",
|
"source_execution_rereview_pass_message_id": "msg_20260608145302303_8c8a3273",
|
"execution_review_request_message_id": "msg_20260608153645898_fe3781a7",
|
"execution_audit_id": "AUDIT-ANA-WUJI-FINAL-CONCLUSION-20260608-EXEC-001",
|
"execution_review_result_message_id": "msg_20260608154423790_54bb73d5",
|
"return_stat_ready": false,
|
"final_execution_review_status": "EXECUTION_REVIEW_PASSED_LAYERED_CITATION_ALLOWED_RETURN_STAT_HELD",
|
"citation_state": "Execution review passed. Cite only with explicit layered scopes and boundaries; RETURN_STAT_READY remains false.",
|
"allowed_citation_text": [
|
"在 `PRIMARY_STRICT_CLOSED_CASE` 主口径下，234 个严格闭合 case 中 113 个为正收益，主口径成功率读数为 0.4829059829，主口径账户贡献合计为 0.10997926。",
|
"全样本覆盖为 743 个 entry date，其中市场闸门打开 267、关闭 476；覆盖口径只说明样本覆盖，不替代主成功率。",
|
"辅助 lot 口径中 710 个 lot，692 个闭合、18 个边界；lot 口径只用于复算和问题定位，不包装成 case 成功率。",
|
"509 个 case 边界和 18 个 lot 边界均不得混入主口径。"
|
],
|
"primary_scope": {
|
"name": "PRIMARY_STRICT_CLOSED_CASE",
|
"case_count": 234,
|
"positive_case_count": 113,
|
"non_positive_case_count": 121,
|
"candidate_success_rate_for_audit_only": 0.4829059829059829,
|
"account_return_sum_for_audit_only": 0.10997926,
|
"account_return_mean_for_audit_only": 0.0004699968376068376,
|
"account_return_median_for_audit_only": -0.00017884,
|
"account_return_min_for_audit_only": -0.01202319,
|
"account_return_max_for_audit_only": 0.05603117
|
},
|
"coverage_scope": {
|
"name": "ALL_ENTRY_DATE_COVERAGE",
|
"entry_date_count": 743,
|
"market_gate_open_entry_dates": 267,
|
"market_gate_closed_entry_dates": 476,
|
"buy_case_count": 251,
|
"open_gate_no_buy_case_count": 16,
|
"excluded_case_count": 509
|
},
|
"lot_recalc_scope": {
|
"name": "STRICT_CLOSED_LOT_RECALC_ONLY",
|
"total_lot_count": 710,
|
"closed_lot_count": 692,
|
"unresolved_lot_count": 18,
|
"positive_closed_lot_count": 305,
|
"closed_lot_account_return_sum_for_recalc_only": 0.12121631999999996
|
},
|
"boundary": {
|
"case_boundary_count": 509,
|
"lot_boundary_count": 18,
|
"case_boundary_counts": {
|
"MARKET_GATE_CLOSED": 476,
|
"UNRESOLVED_LOT_BOUNDARY": 17,
|
"ENTRY_DATA_GAP_HELD": 10,
|
"NO_BUY_AI_REVIEWED": 6
|
},
|
"lot_boundary_counts": {
|
"WINDOW_END_VALUATION_ONLY": 10,
|
"EXIT_DATA_GAP_HELD": 8
|
}
|
},
|
"source_self_check": {
|
"overall_status": "PASS_FOR_FULL_2023_2026_EXECUTION_REREVIEW_READY",
|
"check_count": 29,
|
"fail_count": 0
|
},
|
"source_manifest": {
|
"file_count": 12509,
|
"generated_at": "2026-06-08T15:00:18+08:00"
|
},
|
"sample_links": [
|
{
|
"label": "主口径正收益样例",
|
"case_id": "WUJI-FULL-20230404",
|
"batch_id": "B001",
|
"entry_trade_date": "2023-04-04",
|
"case_scope_status": "PRIMARY_STRICT_CLOSED_CASE",
|
"return_stat_scope": "PRIMARY_STRICT_CLOSED_CASE",
|
"boundary_category": "",
|
"board_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230404/case_image_board.md",
|
"story_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230404/case_story_board.md"
|
},
|
{
|
"label": "市场闸门关闭样例",
|
"case_id": "WUJI-FULL-20230324",
|
"batch_id": "B001",
|
"entry_trade_date": "2023-03-24",
|
"case_scope_status": "NO_TRADE_MARKET_GATE_CLOSED",
|
"return_stat_scope": "NO_TRADE_MARKET_GATE_CLOSED",
|
"boundary_category": "MARKET_GATE_CLOSED",
|
"board_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230324/case_image_board.md",
|
"story_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230324/case_story_board.md"
|
},
|
{
|
"label": "未解决 lot 边界样例",
|
"case_id": "WUJI-FULL-20230403",
|
"batch_id": "B001",
|
"entry_trade_date": "2023-04-03",
|
"case_scope_status": "BOUNDARY_UNRESOLVED_LOT",
|
"return_stat_scope": "BOUNDARY_UNRESOLVED_LOT",
|
"boundary_category": "UNRESOLVED_LOT_BOUNDARY",
|
"board_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230403/case_image_board.md",
|
"story_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20230403/case_story_board.md"
|
},
|
{
|
"label": "入场数据缺口样例",
|
"case_id": "WUJI-FULL-20240102",
|
"batch_id": "B004",
|
"entry_trade_date": "2024-01-02",
|
"case_scope_status": "ENTRY_DATA_GAP_HELD_NO_BUY",
|
"return_stat_scope": "ENTRY_DATA_GAP_HELD_NO_BUY",
|
"boundary_category": "ENTRY_DATA_GAP_HELD",
|
"board_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20240102/case_image_board.md",
|
"story_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20240102/case_story_board.md"
|
},
|
{
|
"label": "退出数据缺口样例",
|
"case_id": "WUJI-FULL-20231229",
|
"batch_id": "B004",
|
"entry_trade_date": "2023-12-29",
|
"case_scope_status": "BOUNDARY_UNRESOLVED_LOT",
|
"return_stat_scope": "BOUNDARY_UNRESOLVED_LOT",
|
"boundary_category": "UNRESOLVED_LOT_BOUNDARY",
|
"board_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20231229/case_image_board.md",
|
"story_link": "../RUN-ANA-WUJI-FULL-2023-2026-20260608-001/cases/WUJI-FULL-20231229/case_story_board.md"
|
}
|
],
|
"boundary_statement": "主口径只覆盖 234 个严格闭合 case；覆盖口径覆盖 743 个 entry date；辅助 lot 口径只用于 lot 复算；509 个 case 边界和 18 个 lot 边界不得混入主口径。"
|
}
|
