{
|
"schema_version": "1.0",
|
"run_id": "RUN-ANA-WUJI-BASELINE-PILOT-20260607-001",
|
"generated_at": "2026-06-08T00:40:00+08:00",
|
"stage": "CANDIDATE_POOL_GENERATED",
|
"date_constraints": {
|
"entry_start": "2023-03-24",
|
"entry_end": "2026-04-20",
|
"reason": "minute replay evidence required for buy/sell decision views"
|
},
|
"input_rows": {
|
"daily_rows": 4206897,
|
"breadth_rows": 795,
|
"entry_dates": 743
|
},
|
"candidate_counts": {
|
"candidate_rows": 37116,
|
"candidate_entry_dates": 743,
|
"strict_candidate_rows": 34251,
|
"review_candidate_rows": 2865,
|
"market_gate_open_entry_dates": 267,
|
"market_gate_closed_entry_dates": 476
|
},
|
"candidate_sort_policy": {
|
"group_key": "signal_trade_date",
|
"sort_keys": [
|
"upper_shadow_pct",
|
"volume_ratio",
|
"amount"
|
],
|
"ascending": [
|
false,
|
false,
|
false
|
],
|
"evidence_field": "amount",
|
"top_n": 50
|
},
|
"previous_high_reference_volume_policy": {
|
"policy_id": "FIRST_PREVIOUS_HIGH_IN_60D_WINDOW",
|
"description": "When the signal day touches the previous 60-trading-day high, prev60_high_volume uses the first occurrence of the maximum high in the prior 60-trading-day window. This run preserves the audited pilot implementation and exposes prev60_high_ref_date / prev60_high_ref_policy for review.",
|
"ledger_fields": [
|
"prev60_high",
|
"prev60_high_volume",
|
"prev60_high_ref_date",
|
"prev60_high_ref_policy"
|
]
|
},
|
"selected_cases": [
|
{
|
"case_id": "WUJI-PILOT-CASE-01-20240304",
|
"entry_trade_date": "2024-03-04",
|
"signal_trade_date": "2024-03-01",
|
"selection_bucket": "OPEN_STRONG_CANDIDATE",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 50,
|
"review_candidate_count": 0,
|
"up_count": 3492,
|
"down_count": 1597,
|
"selection_reason": "覆盖小样本分层：OPEN_STRONG_CANDIDATE"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-02-20260225",
|
"entry_trade_date": "2026-02-25",
|
"signal_trade_date": "2026-02-24",
|
"selection_bucket": "OPEN_HIGH_VOLUME_RATIO",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 39,
|
"review_candidate_count": 11,
|
"up_count": 4006,
|
"down_count": 1391,
|
"selection_reason": "覆盖小样本分层：OPEN_HIGH_VOLUME_RATIO"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-03-20250212",
|
"entry_trade_date": "2025-02-12",
|
"signal_trade_date": "2025-02-11",
|
"selection_bucket": "MARKET_GATE_CLOSED_WITH_CANDIDATES",
|
"case_status": "SELECTED_NO_TRADE_MARKET_GATE_CLOSED",
|
"market_gate_status": "NO_TRADE_MARKET_GATE_CLOSED",
|
"candidate_count": 50,
|
"strict_candidate_count": 48,
|
"review_candidate_count": 2,
|
"up_count": 1823,
|
"down_count": 3399,
|
"selection_reason": "覆盖小样本分层：MARKET_GATE_CLOSED_WITH_CANDIDATES"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-04-20231124",
|
"entry_trade_date": "2023-11-24",
|
"signal_trade_date": "2023-11-23",
|
"selection_bucket": "PREV_HIGH_REVIEW_RISK",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 30,
|
"review_candidate_count": 20,
|
"up_count": 4108,
|
"down_count": 993,
|
"selection_reason": "覆盖小样本分层：PREV_HIGH_REVIEW_RISK"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-05-20230403",
|
"entry_trade_date": "2023-04-03",
|
"signal_trade_date": "2023-03-31",
|
"selection_bucket": "MINUTE_COVERAGE_START_BOUNDARY",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 49,
|
"review_candidate_count": 1,
|
"up_count": 3431,
|
"down_count": 1386,
|
"selection_reason": "覆盖小样本分层：MINUTE_COVERAGE_START_BOUNDARY"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-06-20260417",
|
"entry_trade_date": "2026-04-17",
|
"signal_trade_date": "2026-04-16",
|
"selection_bucket": "MINUTE_COVERAGE_END_BOUNDARY",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 45,
|
"review_candidate_count": 5,
|
"up_count": 4291,
|
"down_count": 1071,
|
"selection_reason": "覆盖小样本分层：MINUTE_COVERAGE_END_BOUNDARY"
|
},
|
{
|
"case_id": "WUJI-PILOT-CASE-07-20230404",
|
"entry_trade_date": "2023-04-04",
|
"signal_trade_date": "2023-04-03",
|
"selection_bucket": "MID_RANGE_NORMAL_OPEN",
|
"case_status": "SELECTED_FOR_PILOT_REPLAY",
|
"market_gate_status": "MKT_GATE_OPEN_PREV_DAY_UP_3000",
|
"candidate_count": 50,
|
"strict_candidate_count": 46,
|
"review_candidate_count": 4,
|
"up_count": 3277,
|
"down_count": 1550,
|
"selection_reason": "覆盖小样本分层：MID_RANGE_NORMAL_OPEN"
|
}
|
],
|
"artifacts": {
|
"candidate_ledger.csv": {
|
"path": "candidate_ledger.csv",
|
"size": 16706152,
|
"sha256": "cbc16024a9bda7cf55f1222c6d370f747010353c3f8e7d3c87b6b3c987828dee"
|
},
|
"candidate_date_summary.csv": {
|
"path": "candidate_date_summary.csv",
|
"size": 129607,
|
"sha256": "f47ea666b40c46addbd380e5466cbfe129a9aeb2cbfd3d9ef423fe76527f8386"
|
},
|
"case_index.csv": {
|
"path": "case_index.csv",
|
"size": 1621,
|
"sha256": "2193ad237aca9c709bc22226c141829e94affe3845efbc6da49663a5c779d1bf"
|
}
|
},
|
"limitations": [
|
"limit-up memory uses high/previous close >= 9.5% as a code proxy for first-pass candidate generation; later image/manual review must confirm semantics.",
|
"flat60_flag uses a 60-day high/low range <= 35% only as a stratification signal, not a hard baseline buy rule.",
|
"candidate_rank uses amount as the final same-day tie-breaker; candidate_ledger.csv now retains amount as sorting evidence.",
|
"prev60_high_volume uses FIRST_PREVIOUS_HIGH_IN_60D_WINDOW and records prev60_high_ref_date for audit.",
|
"candidate pool means observation pool only; it is not a buy list and produces no return conclusion."
|
],
|
"next_step": "Generate candidate daily K-line image package for selected pilot cases."
|
}
|
