ORB Quant System / ORB量化交易系统
Execution • Research • Optimization
执行 · 研究 · 优化
先看今日异常，再看今日样本，再看 YES but No Trigger 与周质量。数据库是真实主系统，Excel 是导出层与保险层。
Trading HUD / 交易时钟
ET / 美东美东时间 2026-04-08 周三 04:05:15
盘前等待
NYSE / Nasdaq 尚未开盘
距离开盘 05:24:44
This Week Calendar / 本周日历（美东）
周日
04/05
休市
周一
04/06
开盘
周二
04/07
开盘
周三
04/08
开盘
周四
04/09
开盘
周五
04/10
开盘
周六
04/11
休市
Trade Days / 交易日数
21
Clean / 干净样本
21
Warnings / 警告
0
Invalid / 无效样本
0
Open Issues / 待处理问题
0
Data Completion Alerts / 数据补全提醒
V1.1 增加筛选和补录工作流：先筛选问题，再直接跳到手工补录页，补完后继续下一条。
Critical Missing Items / 严重缺失项
0
Filled Logging Gaps / 成交补录缺口
0
Shadow EOD Pending / 收盘影子摘要待补
0
Version Attribution Gaps / 版本归因缺口
0
Visible Rows / 当前显示
0/0
Alert Scope / 提醒范围
CURRENT
| Date / 日期 | Symbol / 标的 | Issue Type / 问题类型 | Missing Fields / 缺失字段 | Severity / 严重级别 | Quick Action / 快速处理 |
|---|---|---|---|---|---|
| No pending completion items / 暂无待补数项 | |||||
Date / Week Selector
先选模式，再应用；日期和周不会同时生效
Quick Actions / 快捷操作
Week Quality / 本周质量
2026-04-06 ~ 2026-04-10
YES but No Trigger / 本周
0
Recent Primary 10 Ratio / 最近10个主样本占比
20.00%
Current Focus / 当前重点
样本干净，可继续积累
Open Issues 0 / Invalid 0 / Warning 0
Week Outcome / 周度结果
0.15R
Win Rate 100.00% / Live Trades 1
YES→No Trigger Rate / YES后未成交占比
0.00%
YES 1 / No Trigger 0
Latest Day Quality / 最新交易日质量
Clean / 干净
Sample 3 / Invalid 0 / Warning 0 / Total R —
Today Samples / 今日样本
2026-04-07
Samples / 样本数
3
YES / 决策通过
0
Filled / 成交
0
| Symbol / 标的 | Pool Role / 标的池角色 | DB Day Leader / 数据库当日主记录 | Selection Status / 当日选择状态 | Scope Note / 角色说明 | Decision / 决策 | Filled / 成交 | Realized R / 实现R | Outcome / 结果 | Status / 状态 | Action / 操作 |
|---|---|---|---|---|---|---|---|---|---|---|
| HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | |
| ASTS | SECONDARY_RESEARCH | N | none | — | NO | — | — | — | clean | |
| CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean |
Exceptions / 异常面板
2026-04-07
| Date / 日期 | Symbol / 标的 | Severity / 严重级别 | Rule / 规则 | Message / 说明 |
|---|---|---|---|---|
| No open issues / 当前无待处理问题 | ||||
Weekly Snapshot / 周度快照
Weeks / 周数
5
Latest Total R / 最近总R
0.15R
Latest Win Rate / 最近胜率
100.00%
Sample Quality / 样本质量
Clean / 干净
| Week / 周区间 | Decision / 决策日 | YES / YES天数 | Live / 实盘 | Total R / 总R | Win Rate / 胜率 | Quality / 质量状态 |
|---|---|---|---|---|---|---|
| 2026-04-06 2026-04-10 | 2 | 1 | 1 | 0.15R | 100.00% | Invalid 0 Warn 0 |
| 2026-03-30 2026-04-03 | 4 | 2 | 2 | 0.39R | 100.00% | Invalid 0 Warn 0 |
| 2026-03-23 2026-03-27 | 4 | 3 | 3 | -0.21R | 33.33% | Invalid 0 Warn 0 |
| 2026-03-16 2026-03-20 | 5 | 2 | 1 | 0.55R | 100.00% | Invalid 0 Warn 0 |
| 2026-03-09 2026-03-13 | 5 | 3 | 2 | -1.66R | 0.00% | Invalid 0 Warn 0 |
Weekly Lessons / 本周教训
NO Shadow Summary / NO样本影子汇总
Scope / 范围: 2026-04-06 to 2026-04-10
Samples / 样本数
4
Avg 09:31 Dist to LMT / 平均09:31距LMT
—
Avg Shadow Max R / 平均影子最高R
1.85R
Within 120m Rate / 120m内占比
50.00%
Reason Breakdown / 原因分布
| Reason / 原因 | Count / 数量 |
|---|---|
| SupplyOverhead=Yes / 上方供给 | 0 |
| QuickPass=N / 快筛未过 | 2 |
| Structure Risk / 结构风险 | 1 |
| RelVol=N / RelVol未过 | 0 |
| EMA5&VWAP=N / EMA5与VWAP均未过 | 1 |
| Quality<3.0 / 质量低于阈值 | 0 |
YES No Trigger Summary / YES未成交研究汇总
Scope / 范围: 2026-04-06 to 2026-04-10
Samples / 样本数
0
Avg 09:31 Dist to LMT / 平均09:31距LMT
—
Avg Shadow Max R / 平均影子最高R
—
Within 120m Rate / 120m内占比
—
YES but No Trigger / YES未成交影子样本
| Date / 日期 | Symbol / 标的 | Decision Time / 决策时间 | Shadow Max R | Shadow Max R Time | Within 120m / 120m内 |
|---|---|---|---|---|---|
| 2026-04-01 | ASTS | 2026-04-01 09:31:00 | 2.17R | 12:11:00 | N |
| 2026-03-17 | HOOD | 09:31:00 | 1.40R | 15:10:00 | N |
| 2026-03-09 | HOOD | 09:31:00 | 2.20R | 15:38:00 | N |
NO Shadow Samples / NO样本影子明细
| Date / 日期 | Symbol / 标的 | Role / 角色 | Decision Time / 决策时间 | Shadow Max R | Shadow Max R Time | Within 120m / 120m内 | Shadow Stop Hit / 影子止损命中 | Shadow Stop Time / 影子止损时间 | Path Status / 路径状态 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-04-07 | ASTS | SECONDARY_RESEARCH | 2026-04-07 09:31:00 | 1.25R | 09:30:00 | Y | Y | 09:57:00 | max_r_before_sl / 先到最高R后止损 |
| 2026-04-07 | CIFR | CANDIDATE_RESEARCH | 2026-04-07 09:31:00 | 2.33R | 15:59:00 | N | Y | 10:00:00 | sl_then_recover / 止损后恢复扩展 |
| 2026-04-07 | HOOD | PRIMARY_EXECUTION | 2026-04-07 09:31:00 | 0.88R | 15:59:00 | N | Y | 10:06:00 | sl_then_recover / 止损后恢复扩展 |
| 2026-04-06 | ASTS | SECONDARY_RESEARCH | 2026-04-06 09:31:00 | 2.96R | 09:52:00 | Y | — | — | unknown / 路径未知 |
Recent Trade Days / 最近交易日
| Date / 日期 | Symbol / 标的 | Pool Role / 标的池角色 | DB Day Leader / 数据库当日主记录 | Selection Status / 当日选择状态 | Scope Note / 角色说明 | Decision / 决策 | Filled / 成交 | Realized R / 实现R | Outcome / 结果标签 | Status / 状态 | Last Event / 最后事件 | Action / 操作 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-07 | HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-07 | ASTS | SECONDARY_RESEARCH | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-07 | CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-06 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | 0.15R | EXT-延续 | clean | SHADOW_EOD | |
| 2026-04-06 | ASTS | SECONDARY_RESEARCH | N | not_selected | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-06 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | YES | — | — | No Trigger | clean | SHADOW_EOD | |
| 2026-04-02 | HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-02 | ASTS | SECONDARY_RESEARCH | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-02 | CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-01 | HOOD | PRIMARY_EXECUTION | N | not_selected | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-01 | ASTS | SECONDARY_RESEARCH | Y | primary | — | YES | — | — | No Trigger | clean | SHADOW_EOD | |
| 2026-04-01 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-03-31 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | 0.11R | EXT-延续 | clean | EXIT | |
| 2026-03-31 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | NO | N | — | No Trigger | clean | SNAP | |
| 2026-03-30 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | 0.28R | EXT-延续 | clean | EXIT | |
| 2026-03-30 | CIFR | CANDIDATE_RESEARCH | N | — | research-only / 仅研究 | NO | N | — | No Trigger | clean | DECISION_NO | |
| 2026-03-27 | HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | SNAP | |
| 2026-03-27 | CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean | DECISION_NO | |
| 2026-03-26 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | -0.25R | OTHER / Other | clean | EXIT | |
| 2026-03-26 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | NO | — | — | — | clean | DECISION_NO | |
| 2026-03-25 | HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | DECISION_NO | |
| 2026-03-25 | CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean | DECISION_NO | |
| 2026-03-24 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | -1.00R | BF-反杀 | clean | DECISION_YES | |
| 2026-03-24 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | NO | — | — | — | clean | SNAP | |
| 2026-03-23 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | 1.04R | OTHER / Other | clean | EXIT | |
| 2026-03-23 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | YES | N | — | No Trigger | clean | CANCEL | |
| 2026-03-20 | HOOD | PRIMARY_EXECUTION | N | not_selected | — | NO | — | — | No Trigger | clean | CANCEL | |
| 2026-03-20 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | NO | — | — | No Trigger | clean | CANCEL | |
| 2026-03-19 | HOOD | PRIMARY_EXECUTION | Y | primary | — | NO | N | — | — | clean | HISTORICAL_IMPORT | |
| 2026-03-18 | HOOD | PRIMARY_EXECUTION | Y | primary | — | NO | N | — | — | clean | HISTORICAL_IMPORT | |
| 2026-03-17 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | N | — | No Trigger | clean | HISTORICAL_IMPORT | |
| 2026-03-16 | CIFR | CANDIDATE_RESEARCH | Y | primary | research-only / 仅研究 | YES | Y | 0.55R | — | clean | HISTORICAL_IMPORT | |
| 2026-03-13 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | -1.01R | — | clean | HISTORICAL_IMPORT | |
| 2026-03-12 | HOOD | PRIMARY_EXECUTION | Y | primary | — | NO | N | — | — | clean | HISTORICAL_IMPORT | |
| 2026-03-11 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | Y | -0.66R | — | clean | HISTORICAL_IMPORT | |
| 2026-03-10 | HOOD | PRIMARY_EXECUTION | Y | primary | — | NO | N | — | Other | clean | HISTORICAL_IMPORT | |
| 2026-03-09 | HOOD | PRIMARY_EXECUTION | Y | primary | — | YES | N | — | Other / 其他 | clean | HISTORICAL_IMPORT |