{
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"schema_version": "1.0",
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"run_id": "RUN-ANA-WUJI-BASELINE-PILOT-20260607-001",
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"created_at": "2026-06-07T23:37:00+08:00",
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"role_instance_id": "case_analysis.analyst",
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"case_matter_id": "ANA-WUJI-BASELINE-2023-2026",
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"design_id": "DESIGN-WUJI-BASELINE-FLOW-20260607",
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"design_audit_id": "AUDIT-ANA-WUJI-BASELINE-FLOW-20260607-001",
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"stage": "STRUCTURE_PILOT_EXIT_REVIEW_RESOLVED_SELF_CHECK_DONE",
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"status": "exit_review_held_lots_resolved_self_check_pass_return_stat_held_execution_review_submission_ready",
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"conclusion_boundary": "Structure pilot exit-review-resolved package only. No complete baseline return, success rate, win rate, drawdown, or strategy effectiveness conclusion.",
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"baseline": {
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"baseline_id": "WUJI_BASELINE_NOTE_SIMPLIFIED_20260607",
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"source_note": "ana-doc/wuji/profile/source_note/笔记精简版.md",
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"feedback_doc": "ana-doc/wuji/baseline反馈.md",
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"analysis_plan": "ana-doc/wuji/无忌笔记案例分析方案.md",
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"execution_flow": "ana-doc/wuji/无忌交易系统案例执行流程.md",
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"excluded_policy": "See baseline_excluded_rule_table.csv"
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},
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"requested_date_range": {
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"start": "2023-01-01",
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"end": "2026-12-31"
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},
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"known_actual_breadth_date_range_from_prior_experiment": {
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"start": "2023-01-04",
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"end": "2026-04-24",
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"evidence": "exp-data/result/RUN-EXP-WUJI-BREADTH-3000-20260607-001/summary.json"
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},
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"sample_plan": {
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"sample_size_min": 5,
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"sample_size_max": 10,
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"case_unit": "one_entry_trade_date_independent_case_account",
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"selection_goal": "Cover positive, negative, boundary, no-trade, and manual-review cases before any full return statistic.",
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"selection_policy": "Generate complete candidate pool first, then choose representative entry_trade_date cases with recorded reasons. Do not hand-pick a single stock as a substitute for system execution."
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},
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"data_sources": {
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"daily_price_source": {
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"system": "MYSQL_TIANXIA_LOCAL",
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"schema": "tianxia",
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"table": "a_share_daily_price",
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"evidence": "exp-data/result/RUN-EXP-WUJI-BREADTH-3000-20260607-001/daily_classification.csv",
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"direct_check_evidence": "source_db_direct_check.json",
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"actual_coverage_start": "2023-01-03",
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"actual_coverage_end": "2026-05-26"
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},
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"market_breadth_source": {
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"system": "MYSQL_TIANXIA_LOCAL",
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"schema": "tianxia",
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"table": "ts_market_breadth_daily_cache",
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"cache_run_id": "ts_market_breadth_cache_20260529",
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"benchmark_type": "VS_PREV_CLOSE",
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"evidence": "exp-data/result/RUN-EXP-WUJI-BREADTH-3000-20260607-001/summary.json",
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"scope_type": "ALL_A_SHARE",
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"scope_value": "ALL",
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"direct_check_evidence": "source_db_direct_check.json",
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"actual_coverage_start": "2023-01-04",
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"actual_coverage_end": "2026-04-24"
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},
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"minute_price_source": {
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"system": "MYSQL_TIANXIA_LOCAL",
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"schema": "tianxia",
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"table": "a_share_minute_price",
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"evidence": "source_db_direct_check.json",
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"confirmation_status": "DIRECT_DB_PASS_WITH_MINUTE_BOUNDARY",
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"required_before_case_execution": true,
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"actual_coverage_start": "2023-03-24",
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"actual_coverage_end": "2026-04-20",
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"case_selection_constraint": "Only select minute-dependent replay cases within 2023-03-24 to 2026-04-20."
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}
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},
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"market_gate": {
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"main_gate_id": "MKT_GATE_PREV_DAY_UP_3000",
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"definition": "previous_trade_day.up_count >= 3000",
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"reason": "Point-in-time safe at entry date open. It avoids using entry-day future intraday breadth for new opening decisions.",
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"gate_closed_status": "NO_TRADE_MARKET_GATE_CLOSED",
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"intraday_gate": "not_in_main_baseline",
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"intraday_gate_policy": "If tested later, run as a separate variant after design re-review."
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},
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"candidate_rules": {
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"candidate_signal_date": "previous_trade_day(entry_trade_date)",
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"daily_fields_visible_until": "candidate_signal_date close",
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"recent_limit_up_window_trading_days": 30,
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"volume_ratio_definition": "signal_day_volume / average_volume_of_previous_5_trading_days_before_signal_day",
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"volume_ratio_threshold": 1.7,
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"upper_shadow_top_n": 50,
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"candidate_rank_sort_keys": [
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"upper_shadow_pct desc",
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"volume_ratio desc",
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"amount desc"
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],
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"long_flat_window_trading_days": 60,
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"previous_high_volume_rule": "If long upper shadow touches previous high, signal day volume must be greater than previous-high reference volume unless manual exception is recorded.",
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"previous_high_volume_reference_policy": "FIRST_PREVIOUS_HIGH_IN_60D_WINDOW",
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"previous_high_volume_reference_policy_note": "For this audited pilot run, prev60_high_volume uses the first occurrence of the maximum high in the prior 60 trading days. Candidate ledgers retain amount, prev60_high_ref_date, and prev60_high_ref_policy as audit evidence."
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},
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"entry_rules": {
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"main_variant": "V0A_STRICT_TIME_WINDOW",
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"normal_entry_windows": [
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"09:30:00-10:40:00",
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"14:40:00-15:00:00"
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],
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"rolling_exception_window": "10:40:00-14:40:00",
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"rolling_exception_condition": "Only for existing legal position after trend-up and pullback near MA5 with manual confirmation of stop-fall volume.",
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"v0b_ablation_enabled": true,
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"v0b_policy": "V0B_ALL_DAY_ENTRY_ABLATION is retained only as a side-by-side ablation. It is not the headline baseline and must not be mixed with V0A returns."
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},
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"position_rules": {
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"max_symbols_per_case": 5,
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"symbol_budget_pct": 0.2,
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"tranches_per_symbol": 5,
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"default_tranche_account_pct": 0.04,
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"fifth_tranche_default_enabled": false,
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"fifth_tranche_exception_requires_manual_reason": true
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},
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"exit_and_risk_rules": {
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"observation_window_trading_days_min": 1,
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"observation_window_trading_days_max": 10,
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"t1_guard": "T-day buy cannot be sold on T-day. Same-day sell signal is recorded as T0_SIGNAL_NOT_SELLABLE.",
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"window_end_policy": "WINDOW_END_VALUATION_ONLY is not an original note sell point and cannot be used as a strict baseline exit.",
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"single_symbol_stop_loss_pct": -0.05,
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"market_down_3000_policy": "Risk signal for position reduction, requires current run evidence and manual review.",
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"market_down_4000_policy": "Risk signal for full clear, requires current run evidence and manual review."
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},
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"cost_slippage_and_tradeability": {
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"primary_return_view": "gross_return_without_costs",
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"cost_sensitivity_view": "net_return_rate_model",
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"commission_rate_each_side": 0.00025,
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"stamp_tax_rate_sell_side": "TO_BE_VERIFIED_BEFORE_RETURN_STAT_READY",
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"slippage_model": "0 for STRUCTURE_PILOT_EXIT_REVIEW_RESOLVED_SELF_CHECK_DONE; sensitivity model required before RETURN_STAT_READY.",
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"limit_up_buy_policy": "If signal price is at upper limit and no tradable evidence exists, mark LIMIT_UP_UNTRADEABLE_REVIEW and do not force a buy.",
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"limit_down_sell_policy": "If sell signal is at lower limit and no tradable evidence exists, mark LIMIT_DOWN_UNTRADEABLE_HELD and do not force a sell.",
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"integer_lot_policy": "Percent-account replay in pilot; real share-rounding sensitivity required before RETURN_STAT_READY."
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},
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"chart_standard": {
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"language": "zh-CN",
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"candidate_daily_kline_window_trading_days": 100,
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"entry_exit_intraday_chart": "1m_kline",
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"price_line_chart_as_primary_evidence": false,
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"image_board_first_entry": "case_image_board.md",
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"story_board_role": "text_trace_only",
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"decision_view_rule": "Only data visible at or before decision_time.",
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"audit_view_rule": "May show later data only for retrospective explanation, never for decision.",
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"required_image_manifest_fields": [
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"case_id",
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"symbol",
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"trade_date",
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"event_id",
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"chart_role",
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"decision_time",
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"path",
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"sha256"
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]
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},
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"required_outputs_before_execution_review": [
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"run_config.md",
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"run_config.json",
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"baseline_rule_mapping.csv",
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"baseline_excluded_rule_table.csv",
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"code_validation_report.md",
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"baseline_mapping_check.csv",
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"sample_recalc_check.csv",
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"case_index.csv",
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"candidate_ledger.csv",
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"decision_log.csv",
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"order_ledger.csv",
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"position_lot_ledger.csv",
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"daily_account_ledger.csv",
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"image_manifest.csv",
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"case_image_board.md",
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"case_story_board.md",
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"summary.md",
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"summary.json",
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"manifest.json",
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"self_check.md",
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"self_check.json"
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],
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"review_policy": {
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"execution_review_required": true,
|
"return_stat_ready_requires_execution_review_pass": true,
|
"design_re_review_triggers": [
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"baseline selection change",
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"market gate change",
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"entry or exit rule change",
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"return calculation change",
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"image-first audit entry change",
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"code validation prerequisite change"
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]
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},
|
"slippage_model": "0 for STRUCTURE_PILOT_EXIT_REVIEW_RESOLVED_SELF_CHECK_DONE; sensitivity model required before RETURN_STAT_READY."
|
}
|
