{
|
"schema_version": "1.0",
|
"run_id": "RUN-ANA-WUJI-V1-STRICT-NOTE-FULL-RERUN-20260614-001",
|
"stage": "STRICT_NOTE_FULL_RERUN_STRICT_BUY_POOL_REBUILT_EXECUTION_PREP_READY",
|
"source_note": "ana-doc/wuji/profile/source_note/笔记精简版.md",
|
"source_runs": {
|
"old_full_run": "RUN-ANA-WUJI-FULL-2023-2026-20260608-001",
|
"old_v1_sell_rolling_run": "RUN-ANA-WUJI-STRICT-SELL-ROLLING-REPAIR-20260609-001"
|
},
|
"data_window": {
|
"pull_daily_start": "2022-10-01",
|
"minute_replay_entry_start": "2023-03-24",
|
"minute_replay_entry_end": "2026-04-20",
|
"calendar_start": "2022-10-01",
|
"calendar_end": "2026-04-20"
|
},
|
"data_sources": {
|
"daily_price_table": "tianxia.a_share_daily_price",
|
"market_breadth_table": "tianxia.ts_market_breadth_daily_cache",
|
"calendar_table": "tianxia.a_share_trading_calendar",
|
"price_adjustment": "source_table_as_is",
|
"limitup_price_source": "high_price / prev_close - 1",
|
"volume_source": "volume",
|
"amount_source": "amount"
|
},
|
"strict_buy_rules": {
|
"prior_limitup_window_trading_days": 30,
|
"prior_limitup_excludes_signal_day": true,
|
"limitup_tolerance_rate": 0.0005,
|
"limitup_rates": {
|
"MAINBOARD_DEFAULT": 0.1,
|
"STAR_688_SH": 0.2,
|
"CHINEXT_300_301_SZ": 0.2,
|
"BEIJING_BJ": 0.3
|
},
|
"volume_ratio_prev5_min": 2.0,
|
"volume_history_required_trading_days": 5,
|
"pullback_from_latest_prior_limitup_close_pct_max": -3.0,
|
"upper_shadow_pct_proxy_min": 3.0,
|
"upper_shadow_range_ratio_proxy_min": 0.4,
|
"prev_high_window_trading_days": 60,
|
"prev_high_min_history_trading_days": 20,
|
"prev_high_ref_policy": "FIRST_PREVIOUS_HIGH_IN_60D_WINDOW",
|
"prev_high_volume_filter": "if signal high touches previous 60-day high, signal volume must exceed reference high-day volume",
|
"market_gate_policy": "SIGNAL_DAY_UP_3000",
|
"market_gate_up_count_min": 3000,
|
"selection_top_n_per_entry_date": 5,
|
"sort_policy": "upper_shadow_pct desc -> volume_ratio desc -> amount desc -> symbol asc"
|
},
|
"manual_review_boundary": {
|
"bottom_support_strength": "SUPPORT_REVIEW_REQUIRED",
|
"buy_point_confirmation": "MANUAL_OR_AI_MANUAL_REVIEW_REQUIRED",
|
"strict_sell_trend_rolling_actions": "EXTERNAL_MANUAL_DECISION_SOURCE_REQUIRED"
|
},
|
"citation_boundary": [
|
"This package rebuilds the strict BUY candidate pool only; it is not a completed V1 performance rerun.",
|
"Do not cite success rate, return, win rate, drawdown, or strategy effectiveness from this package.",
|
"Old V1 readouts remain down-read as based on the upstream wide/proxy BUY pool until strict replay passes review."
|
],
|
"generated_at": "2026-06-14T03:26:58+08:00"
|
}
|
