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无忌交易系统 30 案例日扩样执行配置冻结

  • task_id：ANA-WUJI-BASELINE-2023-2026
  • run_id：RUN-ANA-WUJI-EXPAND-30-20260608-001
  • source_run_id：RUN-ANA-WUJI-BASELINE-PILOT-20260607-001
  • design_id：DESIGN-WUJI-EXPAND-30-20260608
  • design_audit_id：AUDIT-ANA-WUJI-EXPAND-30-20260608-DESIGN-001
  • generated_at：2026-06-08T10:49:31+08:00
  • stage：EXPAND_RUN_CONFIG_FROZEN

选样边界

  • 本轮只允许执行 30 个受控案例日：7 个已审核锚点 + 23 个新增分层案例日。
  • 不直接进入 2023-2026 全量执行。
  • 不得把本轮读数写成完整 baseline 成功率、收益率、胜率、回撤或策略有效性结论。
  • 后验排除声明：Selection uses candidate_ledger signal/entry fields only. It did not read buy/sell decision logs, future prices after the entry date, returns, lot outcomes, drawdown, or return statistics.

分层计数

item count
anchor_case_days 7
new_case_days 23
LOW_STRICT_OR_NO_TRADE_BOUNDARY 2
MARKET_GATE_CLOSED_WITH_CANDIDATES 4
MID_RANGE_NORMAL_OPEN 1
MINUTE_COVERAGE_BOUNDARY 3
MINUTE_COVERAGE_END_BOUNDARY 1
MINUTE_COVERAGE_START_BOUNDARY 1
OPEN_HIGH_VOLUME_RATIO 1
OPEN_STRONG_CANDIDATE 13
PREV_HIGH_REVIEW_RISK 4

30 个案例日冻结表

case_id expand_case_role entry_trade_date signal_trade_date selection_bucket market_gate_status candidate_count pass_count risk_count substitution_flag
WUJI-PILOT-CASE-01-20240304 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2024-03-04 2024-03-01 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-PILOT-CASE-02-20260225 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2026-02-25 2026-02-24 OPEN_HIGH_VOLUME_RATIO MKT_GATE_OPEN_PREV_DAY_UP_3000 50 39 11 False
WUJI-PILOT-CASE-03-20250212 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2025-02-12 2025-02-11 MARKET_GATE_CLOSED_WITH_CANDIDATES NO_TRADE_MARKET_GATE_CLOSED 50 48 2 False
WUJI-PILOT-CASE-04-20231124 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2023-11-24 2023-11-23 PREV_HIGH_REVIEW_RISK MKT_GATE_OPEN_PREV_DAY_UP_3000 50 30 20 False
WUJI-PILOT-CASE-05-20230403 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2023-04-03 2023-03-31 MINUTE_COVERAGE_START_BOUNDARY MKT_GATE_OPEN_PREV_DAY_UP_3000 50 49 1 False
WUJI-PILOT-CASE-06-20260417 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2026-04-17 2026-04-16 MINUTE_COVERAGE_END_BOUNDARY MKT_GATE_OPEN_PREV_DAY_UP_3000 50 45 5 False
WUJI-PILOT-CASE-07-20230404 ANCHOR_REUSED_FROM_AUDITED_7_CASE_PILOT 2023-04-04 2023-04-03 MID_RANGE_NORMAL_OPEN MKT_GATE_OPEN_PREV_DAY_UP_3000 50 46 4 False
WUJI-EXPAND-CASE-08-20230829 NEW_EXPAND_30_CASE 2023-08-29 2023-08-28 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-09-20231030 NEW_EXPAND_30_CASE 2023-10-30 2023-10-27 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-10-20230831 NEW_EXPAND_30_CASE 2023-08-31 2023-08-30 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-11-20240829 NEW_EXPAND_30_CASE 2024-08-29 2024-08-28 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-12-20240425 NEW_EXPAND_30_CASE 2024-04-25 2024-04-24 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-13-20240313 NEW_EXPAND_30_CASE 2024-03-13 2024-03-12 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-14-20251222 NEW_EXPAND_30_CASE 2025-12-22 2025-12-19 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-15-20250617 NEW_EXPAND_30_CASE 2025-06-17 2025-06-16 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-16-20251208 NEW_EXPAND_30_CASE 2025-12-08 2025-12-05 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-17-20260409 NEW_EXPAND_30_CASE 2026-04-09 2026-04-08 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-18-20260402 NEW_EXPAND_30_CASE 2026-04-02 2026-04-01 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 50 0 False
WUJI-EXPAND-CASE-19-20260309 NEW_EXPAND_30_CASE 2026-03-09 2026-03-06 OPEN_STRONG_CANDIDATE MKT_GATE_OPEN_PREV_DAY_UP_3000 50 49 1 False
WUJI-EXPAND-CASE-20-20230515 NEW_EXPAND_30_CASE 2023-05-15 2023-05-12 MARKET_GATE_CLOSED_WITH_CANDIDATES NO_TRADE_MARKET_GATE_CLOSED 50 49 1 False
WUJI-EXPAND-CASE-21-20240123 NEW_EXPAND_30_CASE 2024-01-23 2024-01-22 MARKET_GATE_CLOSED_WITH_CANDIDATES NO_TRADE_MARKET_GATE_CLOSED 50 50 0 False
WUJI-EXPAND-CASE-22-20250110 NEW_EXPAND_30_CASE 2025-01-10 2025-01-09 MARKET_GATE_CLOSED_WITH_CANDIDATES NO_TRADE_MARKET_GATE_CLOSED 50 50 0 False
WUJI-EXPAND-CASE-23-20231120 NEW_EXPAND_30_CASE 2023-11-20 2023-11-17 PREV_HIGH_REVIEW_RISK MKT_GATE_OPEN_PREV_DAY_UP_3000 50 36 14 False
WUJI-EXPAND-CASE-24-20231222 NEW_EXPAND_30_CASE 2023-12-22 2023-12-21 PREV_HIGH_REVIEW_RISK MKT_GATE_OPEN_PREV_DAY_UP_3000 50 37 13 False
WUJI-EXPAND-CASE-25-20241203 NEW_EXPAND_30_CASE 2024-12-03 2024-12-02 PREV_HIGH_REVIEW_RISK MKT_GATE_OPEN_PREV_DAY_UP_3000 50 37 13 False
WUJI-EXPAND-CASE-26-20230324 NEW_EXPAND_30_CASE 2023-03-24 2023-03-23 MINUTE_COVERAGE_BOUNDARY NO_TRADE_MARKET_GATE_CLOSED 50 47 3 False
WUJI-EXPAND-CASE-27-20260420 NEW_EXPAND_30_CASE 2026-04-20 2026-04-17 MINUTE_COVERAGE_BOUNDARY NO_TRADE_MARKET_GATE_CLOSED 50 46 4 False
WUJI-EXPAND-CASE-28-20230327 NEW_EXPAND_30_CASE 2023-03-27 2023-03-24 MINUTE_COVERAGE_BOUNDARY NO_TRADE_MARKET_GATE_CLOSED 50 46 4 False
WUJI-EXPAND-CASE-29-20241015 NEW_EXPAND_30_CASE 2024-10-15 2024-10-14 LOW_STRICT_OR_NO_TRADE_BOUNDARY MKT_GATE_OPEN_PREV_DAY_UP_3000 26 26 0 False
WUJI-EXPAND-CASE-30-20241101 NEW_EXPAND_30_CASE 2024-11-01 2024-10-31 LOW_STRICT_OR_NO_TRADE_BOUNDARY MKT_GATE_OPEN_PREV_DAY_UP_3000 50 37 13 False

审核关注点

  • 执行审核应检查本配置、候选账本、选样日志、选股图片、买卖裁决图片、订单账本、lot 账本、账户账本、自检和 manifest 是否互相追溯。
  • 替代样本不得静默发生；如执行阶段出现数据缺口，必须写入 expand_sample_selection_log.csv 或问题记录并送审。
  • 所有图片仍按无忌专项流程要求作为人工审核第一入口。