{ "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。" }