Weekly Research / 周度研究

不是花哨报表,而是把每周样本压缩成可执行结论:哪些 YES 值得继续做,哪些 NO 真正帮我们避险,哪些人工干预在制造噪音。

Week / 周区间
2026-04-06 ~ 2026-04-10
Research Scope / 研究口径
Effective Week Unified / 全研究区块统一周口径

Effective Week / 当前研究周: 2026-04-06 ~ 2026-04-10

Reset / 重置

Trading System Cockpit / 交易系统驾驶舱

先看统一总诊断,再看 system health、proposal gate、leakage 和主次研究,避免被零散 panel 带偏。

Master Diagnosis / 周级总诊断

给本周只保留一个主诊断,先决定修系统、查执行还是复核策略,不让复盘被零散 panel 带偏。

Diagnosis / 诊断
INSUFFICIENT SAMPLE / 样本不足
Reason / 原因
Weekly sample size is still too small to support a hard system, execution, or strategy conclusion. / 当前周样本量仍然太少,还不足以对系统、执行或策略下硬结论。
Action Priority / 优先动作
Keep collecting clean samples before changing rules or promoting a new version. / 先继续积累干净样本,再考虑改规则或推进新版本。

Sample Scope / 样本口径

Weekly Research 统一先走 audit filter,再按模块准入分流。这里显示当前研究主链的样本来源范围。

Module / 模块
weekly_research
Total Records / 原始记录
12
Eligible Records / 模块可用
12
Clean Research
3
Usable Warning
9
Performance Only
0
Exclude
0

Profitability Research Lite / 轻量收益研究

只看 4 个核心维度,并强制显示样本数。样本不足时只允许观察,不允许把它当成过滤规则,避免小样本把系统带偏。

Goal / 目标
12-15R
Current Week Total R / 本周总R
0.15R
Filled Trades / 本周成交
1
Qualified / 可参考
0
Watch / 观察中
0
Insufficient / 样本不足
5
Dimension / 维度Bucket / 桶Samples / 样本Filled / 成交Win Rate / 胜率Avg RTotal RConfidence / 置信Guidance / 提示
Trigger Quality / 触发质量A21100.00%0.15R0.15RinsufficientObserve only / 仅观察,当前样本 2 条。
Regime / 市场状态Bullish21100.00%0.15R0.15RinsufficientObserve only / 仅观察,当前样本 2 条。
Setup Version / 形态版本Unknown / 待补充21100.00%0.15R0.15RinsufficientObserve only / 仅观察,当前样本 2 条。
Outcome Tag / 结果标签No Trigger / 未触发10insufficientObserve only / 仅观察,当前样本 1 条。
Outcome Tag / 结果标签Time Exit / 时间出场11100.00%0.15R0.15RinsufficientObserve only / 仅观察,当前样本 1 条。

Goal Tracking / 盈利目标跟踪

不做复杂预测,只看本周、最近 4 周,以及当前离 `12-15R/月` 目标还有多远。每次优化后先回到这里,确认它是否真的把系统往盈利目标推进。

Goal Range / 目标区间
12-15R/月
Current Week / 本周
0.15R
Recent 4 Weeks / 最近4周
0.88R
Avg Weekly R / 周均R
0.22R
Projected Month / 本周折算月度
0.60R
Gap To 12R / 距12R
11.12R
Gap To 15R / 距15R
14.12R
Tracked Weeks / 跟踪周数
4
Status / 状态
BELOW TARGET / 低于目标
Below target / 当前仍低于 12R 月目标。
Week / 周Type / 类型Decision Days / 决策日YES Days / YES天数Filled / 成交Win Rate / 胜率Total R / 总R
2026-04-06 ~ 2026-04-10Current Week / 本周411100.00%0.15R
2026-03-30 ~ 2026-04-03History / 历史422100.00%0.39R
2026-03-23 ~ 2026-03-27History / 历史43333.33%-0.21R
2026-03-16 ~ 2026-03-20History / 历史521100.00%0.55R

System Health Score / 系统健康评分

用五个基础健康项判断这周的研究数据能不能信,能不能拿来升级版本。

Health Score / 健康分
100/100
Status / 状态
STRONG / 良好
Summary / 结论
Research inputs are strong enough to trust weekly optimization decisions. / 当前研究输入足够扎实,可以支持周度优化决策。
Version Attribution / 版本归因
20/20
STRONG / 良好
12/12 samples have strategy_version_used. 用于判断研究结果能否可靠归因到具体策略版本。
Primary Selection / 主样本选择
20/20
STRONG / 良好
2/2 YES days have a primary sample. 用于确认有 YES 的交易日是否都锁定了主样本。
Execution Logging / 执行记录完整度
20/20
STRONG / 良好
1/1 filled trades have complete logging. 用于检查成交样本是否补齐 follow_plan、exit_cause、notes 和 max_r。
Shadow Coverage / 影子覆盖度
20/20
STRONG / 良好
2/2 YES-unfilled samples have complete shadow data. 用于检查 YES 未成交样本是否补齐 shadow_max_r。
Research Completeness / 研究完整度
20/20
STRONG / 良好
12/12 valid research samples are complete enough for weekly analysis. 用于确认有效研究样本是否完整到足以支撑周度分析。

Top Fixes / 优先修复项

  • No urgent health issues / 当前无明显健康问题

Promote Gate / 执行升级门槛

不是每周都允许 promote。这里已经并入统一 proposal gate,会同时检查审计、主诊断、证据强度和最小样本。

Eligible / 是否可升级
BLOCK / 阻断
Passed Rules / 通过规则
1/5
Gate Summary / 门槛结论
Proposal gate blocked: fix audit, diagnosis, or evidence conflicts before promoting. / 当前周仍有审计、诊断或证据冲突,先不要推进提案。
Minimum Sample OK
BLOCK / 阻断
Audit Health OK
PASS / 通过
Diagnosis OK
BLOCK / 阻断
Evidence Strength OK
BLOCK / 阻断
Rule / 规则Status / 状态Detail / 说明
Proposal Approved / 提案已批准BLOCK / 阻断Current proposal status: draft. 只有已批准的提案才允许提升为执行候选版本。
Minimum Sample OK / 最小样本通过BLOCK / 阻断Decision days=4, filled trades=1, total samples=12. 样本不足时,不允许基于噪音推进提案。
Audit Health OK / 审计健康通过PASS / 通过System health=100/100, excluded samples=0. 审计层不过线时,先修系统而不是升版本。
Master Diagnosis OK / 周级总诊断通过BLOCK / 阻断Current weekly diagnosis=INSUFFICIENT_SAMPLE. 当周主诊断若仍指向 system first 或样本不足,应先解决主链问题。
Evidence Strength OK / 证据强度通过BLOCK / 阻断Leakage=LEAKAGE, selection=insufficient_sample, filter=insufficient_sample, exit=insufficient_sample. 主次标的、漏损和退出证据仍冲突时,不应推进提案。
Gate Failed Reasons / 阻断原因
Proposal not approved yet / 提案还没通过批准,这周先不要推进执行升级。
Minimum sample not met / 当前周样本太少,证据还不够稳,先继续积累样本。
Master diagnosis blocked / 周级总诊断还不支持推进提案,先处理主诊断指向的问题。
Evidence still too weak / 证据强度还不够,先别因为局部 panel 漂亮就推进版本。

Daily Decision Panel / 每日决策面板

把当前周最关键的决策指标集中放到一屏里:系统状态、触发质量、分数门槛、趋势门槛,以及 Shadow 表现。

SYSTEM STATUS / 系统状态

0.15R
Total R / 总R
0.15R
Avg R / 平均R
POSITIVE / 正收益

TRIGGER QUALITY / 信号质量

A
Samples 3 / Avg R 0.15R
KEEP
B
Samples 0 / Avg R
WATCH
C
Samples 0 / Avg R
WATCH

SCORE FILTER / 分数过滤

7.0+
Avg R 0.15R
3
6.0–6.9
Avg R
5
Suggestion
min_score
6.0

TREND FILTER / 趋势过滤

trend=3
Avg R 0.15R
5
trend=2
Avg R
6
Suggestion
min_trend_count
2

SHADOW PERFORMANCE / 影子表现

Exec YES / Shadow NO
更严格过滤
0
Exec NO / Shadow YES
更宽松放行
0
Assessment
Shadow 是否更优
Balanced / 基本平衡
TODAY DECISION GUIDE

今日决策指引

  • 禁用B / Disable B: YES
  • 提高分数门槛 / Raise Score: NO (min_score=6.0)
  • 提高趋势门槛 / Raise Trend: NO (min_trend_count=2)
  • 推荐策略版本 / Recommended Version: v1.1

Actual vs Shadow Gap Panel / 实盘与影子差值面板

统一按本周可信样本中 `shadow_max_r > 0` 的记录统计影子机会,并进一步输出 leakage source,帮助判断差距更像发生在 entry、holding、exit 还是 selection。当前行级也会标注 shadow path,避免把先 hit SL 的样本直接当成干净机会。

Actual Total R / 实盘总R
0.15R
Actual Avg R / 实盘平均R
0.15R
Actual Filled / 实盘成交数
1
Shadow Total R / 影子机会总R
18.08R
Shadow Avg R / 影子机会平均R
1.51R
Shadow Opportunities / 影子机会数
12
Gap Total R / 差值总R
17.93R
Gap Avg R / 差值平均R
1.36R
Assessment / 判断
LEAKAGE / 执行漏损
Leakage Ratio / 漏损比例
99.17%
Leakage Source / 漏损来源
SELECTION LEAKAGE / 选标漏损
Leakage Summary / 结论
Leakage is concentrated in symbol selection or NO filtering rather than post-entry handling.

Gap Summary / 差值结论

Missed shadow opportunity is currently larger than realized performance; review trigger, selection, and execution filters.

Date / 日期Symbol / 标的Shadow Max RShadow TimeWithin 120m / 120m内Path Status / 路径状态Recommendation / 建议Score / 分数Notes / 备注
2026-04-09CIFR4.13R2026-04-09 12:04:00NHigh Priority7.0post-close shadow summary
2026-04-09ASTS1.14R2026-04-09 09:31:00YReview6.0post-close shadow summary
2026-04-09HOOD0.52R2026-04-09 12:03:00NReview6.5post-close shadow summary
2026-04-08CIFR0.60R2026-04-08 14:17:00NLow Priority5.5post-close shadow summary
2026-04-08HOOD0.55R2026-04-08 09:30:00YLow Priority5.5post-close shadow summary
2026-04-08ASTS0.27R2026-04-08 09:30:00YLow Priority4.5post-close shadow summary
2026-04-07CIFR2.33R15:59:00NHigh Priority6.5post-close shadow summary
2026-04-07ASTS1.25R09:30:00YLow Priority5.0post-close shadow summary
2026-04-07HOOD0.88R15:59:00NReview6.5post-close shadow summary
2026-04-06ASTS2.96R09:52:00YHigh Priority6.0post-close shadow summary

Exit Rule Evidence / 出场规则证据

本模块只研究退出本身,不自动调规则。重点看 time exit 是否经常压缩右尾,以及不同 exit cause 的平均 gap。

Time Exit Count
1
Time Exit Realized Avg R
0.15R
Time Exit Max Avg R
0.75R
Time Exit Shadow Avg R
0.98R
Time Exit Gap Avg R
0.83R
Time Exit Shadow > 2R Rate
0.00%
Stop Exit Count
0
Target Exit Count
0
Forced Exit Count
0
Assessment / 判断
INSUFFICIENT SAMPLE / 样本不足

Top Signals / 重点观察

  • Time exits are leaving meaningful R on the table.

Primary Selection Audit / 主标的选择审计

这块只研究“同日多 YES 时有没有选错主标的”,不再和主 YES / 次 NO 的过滤问题混在一起。

Multi-YES Days / 多YES交易日
0
Primary YES / 主标的YES
0
Secondary YES / 次标的YES
0
Primary Filled / 主标的成交数
0
Secondary Skipped / 次标的放弃数
0
Primary Avg R / 主标的平均R
Secondary Shadow Avg R / 次标的影子平均R
Secondary Beats Primary / 次标的更强次数
0
Beat Rate / 次标的更强占比
Assessment / 判断
INSUFFICIENT SAMPLE / 样本不足

Audit Summary / 审计结论

No multi-YES trading days in the current research week.

Date / 日期Primary / 主标的Primary Filled / 主标的成交Primary Realized R / 主标的实盘RPrimary Shadow R / 主标的影子RSecondary / 次标的Secondary Shadow R / 次标的影子RStatus / 状态Delta vs Primary / 相对主标的差值Recommendation / 建议
No multi-YES selection rows / 暂无主标的选择审计样本

Secondary Filter Audit / 次标的过滤审计

专门研究 Primary=YES、Secondary=NO 的场景。次标的 NO 只作为 shadow 研究样本,不进入真实绩效统计,用来判断 NO 过滤是否过严、是否长期错杀次标的机会。当前次标的以 ASTS 为主,优先做 shadow tracking,条件合适再考虑入场。

Secondary NO Count / 次标的NO数
1
With Shadow / 有影子表现
1
Shadow Avg R / 影子平均R
2.96R
Shadow Max R / 影子最高R
2.96R
Within 120m Rate / 120m内占比
100.00%
Comparable Count / 可比较样本
1
Beats Primary Count / 强于主标的次数
1
Beats Primary Rate / 强于主标的占比
100.00%
Ambiguous Shadow / 模糊影子样本
0
Assessment / 判断
INSUFFICIENT SAMPLE / 样本不足
Date / 日期Primary Symbol / 主标的Primary Decision / 主决策Primary Actual R / 主实盘RSecondary Symbol / 次标的Secondary Decision / 次决策Secondary Shadow Max R / 次影子最高RSecondary Shadow Time / 次影子时间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Secondary Reason / 次因Comparison Result / 比较结果Notes / 备注
2026-04-06HOODYES0.15RASTSNO2.96R09:52:00Yunknown / 路径未知secondary_strongerpost-close shadow summary

Candidate Symbol Research / 候选标的研究

CIFR 当前只进入候选观察链,不进入主执行池。这里专门观察候选研究标的是否持续出现 shadow 机会,以及它是否经常强于同日主执行标的的真实结果。

口径说明:这里只统计当前 candidate_research 池样本;不会混入 HOOD 或 ASTS,也不等于“标的周表现”页面里的全标的周汇总。

Candidate Symbol / 候选标的
CIFR
Sample Count / 样本数
4
YES Count / 研究YES数
2
Shadow Opportunity Count / 影子机会数
4
Avg Shadow Max R / 平均影子最高R
2.38R
Within 120m Rate / 120m内占比
0.00%
Comparable Count / 可比较样本
1
Beats Primary Count / 强于主标的次数
1
Beats Primary Rate / 强于主标的占比
100.00%
Candidate YES Only / 候选独立YES机会
1
Promotion Watch Status / 升级观察状态
REVIEW / 值得重点复核
Date / 日期Candidate Symbol / 候选标的Decision / 决策Shadow Max R / 影子最高RShadow Time / 影子时间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Primary Symbol / 主标的Primary Actual R / 主实盘RCandidate YES Only / 候选独立YESComparison Result / 比较结果Secondary Reason / 次因
2026-04-09CIFRYES4.13R2026-04-09 12:04:00NNclean_opportunity / 干净机会Yinconclusive
2026-04-08CIFRNO0.60R2026-04-08 14:17:00NY2026-04-08 09:33:00sl_then_recover / 止损后恢复扩展NinconclusiveB 长影线乱刷
2026-04-07CIFRNO2.33R15:59:00NY10:00:00sl_then_recover / 止损后恢复扩展Ninconclusive
2026-04-06CIFRYES2.47R15:16:00Nunknown / 路径未知HOOD0.15RNcandidate_stronger

Execution Reconciliation / 执行对账

基于当前 Pine 理论决策与已有手工补录真实成交,快速识别 MATCH、MISS、SECONDARY_SKIPPED、MANUAL_ONLY、DRIFT 与 NO_TRADE。

角色说明:SECONDARY_SKIPPED 现在只用于 secondary_research;candidate_research 不再归到这类跳过执行状态里。

Pine YES Count
3
Actual Filled Count
1
MATCH
1
MISS
2
MANUAL_ONLY
0
SECONDARY_SKIPPED
0
DRIFT
0
Actual Avg R
0.15R
Follow Plan Rate
100.00%
Trade DateSymbolRolePine DecisionActual FilledReconciliation StatusRealized RFollow PlanExit CauseStrategy Version Used
2026-04-09HOODprimary_executionNONNO_TRADEv1.1
2026-04-09CIFRcandidate_researchYESNMISSv1.1
2026-04-09ASTSsecondary_researchNONNO_TRADEv1.1
2026-04-08HOODprimary_executionNONNO_TRADEv1.1
2026-04-08CIFRcandidate_researchNONNO_TRADEv1.1
2026-04-08ASTSsecondary_researchNONNO_TRADEv1.1
2026-04-07HOODprimary_executionNONNO_TRADEv1.1
2026-04-07CIFRcandidate_researchNONNO_TRADEv1.1
2026-04-07ASTSsecondary_researchNONNO_TRADEv1.1
2026-04-06HOODprimary_executionYESYMATCH0.15RYTime Exit / 时间出场v1.1
2026-04-06CIFRcandidate_researchYESNMISSv1.1
2026-04-06ASTSsecondary_researchNONNO_TRADEv1.1

Weekly Research Summary / 周度研究总览

Decision Days / 决策日
4
YES Days / YES天数
1
NO Days / NO天数
3
Filled Trades / 成交数
1
No Trigger / 未触发
0
Win Rate / 胜率
100.00%
Total R / 总R
0.15R
Avg R / 平均R
0.15R
Max Win / 最大盈利R
0.15R
Max Loss / 最大亏损R
Invalid / 无效样本
0
Warning / 警告样本
0
Partial / 部分样本
0

Methodology / 研究口径

本页不再只做 usable / excluded 二分,而是按 sample layer 分成 clean_research、usable_with_warning、performance_only、exclude。

绩效统计只使用允许进入 performance_metrics 的样本;研究矩阵与分层研究只使用允许进入 weekly_research 的样本。

partial 与 backfill 样本不会被静默剔除,它们会在来源结构中保留出来,便于后续单独研究。

Sample Layer Summary / 样本层级摘要

Total Samples / 总样本
12
Clean Research / 干净研究样本
3
Usable With Warning / 警告可用
9
Performance Only / 仅绩效
0
Exclude / 排除
0
Performance Metrics Scope / 绩效纳入
4
Weekly Research Scope / 周研究纳入
12

Module Coverage / 模块准入

Module / 模块Count / 数量
weekly_research12
performance_metrics4
decision_quality12
trigger_quality12
strategy_comparison12
shadow_analysis12
selection_analysis12
proposal_gate12
exit_rule_analysis12

Excluded Reasons / 排除原因

ReasonCount
No excluded reasons / 当前没有被审计排除的样本

Performance Only Reasons / 仅绩效原因

ReasonCount
No performance-only reasons / 当前没有仅绩效样本原因

Warning Reasons / Warning 原因

ReasonCount
No warning reasons / 当前没有 warning 样本原因

Sample Source / 样本来源

Source / 来源Count / 数量Share / 占比
live12100.00%
backfill00.00%
partial00.00%
manual_override00.00%

Lessons / 教训总结

v1 先保留为研究占位区。建议每周看完下面几个研究区块后,再回写到 Weekly Lessons。

Decision Quality Matrix / 决策质量矩阵

Decision / 决策Trigger Quality / 质量等级Samples / 样本数Filled / 成交数Win Rate / 胜率Avg R / 平均RTotal R / 总R
YESA31100.00%0.15R0.15R
YESB00
YESC00
YES-00
NOA00
NOB50
NOC40
NO-00

Sample Stratification / 样本分层分析

Trigger Quality / 触发质量

BucketSamplesFilledWin RateAvg RTotal R
A31100.00%0.15R0.15R
B50
C40

Trend Count / 趋势计数

BucketSamplesFilledWin RateAvg RTotal R
110
260
351100.00%0.15R0.15R

Structure OK / 结构通过

BucketSamplesFilledWin RateAvg RTotal R
true71100.00%0.15R0.15R
false50

Score Bands / 评分分层

BucketSamplesFilledWin RateAvg RTotal R
<6.040
6.0–6.950
7.0+31100.00%0.15R0.15R

Outcome Breakdown / 结果分布

Outcome / 结果CountShareAvg RTotal R
No Trigger / 未触发150.00%
Time Exit / 时间出场150.00%0.15R0.15R

Manual Override Study / 人工干预研究

OverrideSamplesFilledWin RateAvg RTotal R
false121100.00%0.15R0.15R
true00

Override Reason / 干预原因分组

ReasonSamplesFilledWin RateAvg RTotal R
No reason-level override rows / 暂无人为原因分组

NO Study / NO 样本研究

NO Samples / NO样本数
9
Primary Reason / 主因Count
RULE_QUALITY9
Secondary Reason / 次因Count
B 长影线乱刷5
-4

YES but No Trigger Study / YES 但未成交研究

Samples / 样本数
2
YES Count / YES样本数
3
Ratio / 占比
66.67%
Focus / 研究重点
YES + Unfilled

Symbols / 标的

SymbolCount
CIFR2

Trigger Quality / 触发质量

BucketCount
A2

Trend Count / 趋势计数

BucketCount
32

Score Bands / 评分分层

BucketCount
7.0+2

Shadow Focus / 影子重点样本

Samples / 样本数
2
Avg Shadow Max R / 平均影子最高R
3.30R
Within 120m Rate / 120m内占比
0.00%
Avg Opportunity Score / 平均机会分
4.0
High Potential / 高潜力数
2
High Priority
2
Watchlist
0
Review
0
Action Queue
2

Top Opportunities / 高分机会

CIFR
4
High Priority / Shadow Max R 4.13R
CIFR
4
High Priority / Shadow Max R 2.47R

Action Queue / 待复盘行动清单

PriorityDate / 日期Symbol / 标的RecommendationScoreShadow Max RReview Action / 复盘动作
P12026-04-09CIFRHigh Priority44.13RReview entry rules and consider promoting to next-week action list
P12026-04-06CIFRHigh Priority42.47RReview entry rules and consider promoting to next-week action list
Date / 日期Symbol / 标的Decision Time / 决策时间Shadow Max ROpportunity ScoreRecommendationTrend MatchMin Score PassShadow Max R TimeWithin 120mNotes / 备注
2026-04-09CIFR2026-04-09 09:31:004.13R4High PriorityYY2026-04-09 12:04:00Npost-close shadow summary
2026-04-06CIFR2026-04-06 09:31:002.47R4High PriorityYY15:16:00Npost-close shadow summary

Alpha Alerts / Alpha 报警研究

当 execution 与 shadow 出现关键分歧时,这里会标记高质量 Alpha Opportunity 与 Alpha Risk,帮助快速识别旧策略漏掉的机会或新策略拦截的风险。

Alpha Opportunity / Alpha 机会

COUNT / 数量
0

Alpha Risk / Alpha 风险

COUNT / 数量
0

Recent Alpha Samples / 最近报警样本

AlertTrade DateSymbolQScoreTrendShadow Block
No alpha alerts yet / 暂无 Alpha 报警样本

Optimization Suggestions / 策略优化建议

基于 Weekly Research 的规则驱动建议,只输出可复核的保留、观察、收紧、过滤建议,不自动修改 Pine 或交易参数。

Trigger Quality A
Trigger QualityKEEPMEDIUM

A级信号当前表现为正,建议继续保留;若样本继续增加,可优先保留。

Samples
3
Avg R
0.15R
Total R
0.15R
Win Rate
100.00%
Trigger Quality B
Trigger QualityWATCHLOW

B级信号样本不足,暂不下结论,继续观察。

Samples
0
Avg R
Total R
Win Rate
Trigger Quality C
Trigger QualityWATCHLOW

C级信号样本不足,暂不下结论,继续观察。

Samples
0
Avg R
Total R
Win Rate
Trend Count = 1
Trend CountWATCHLOW

Trend Count=1 样本不足,继续观察。

Samples
1
Avg R
Total R
Win Rate
Trend Count = 2
Trend CountWATCHHIGH

Trend Count=2 样本不足,继续观察。

Samples
6
Avg R
Total R
Win Rate
Trend Count = 3
Trend CountKEEPHIGH

Trend Count=3 当前表现为正,建议继续保留并优先关注。

Samples
5
Avg R
0.15R
Total R
0.15R
Win Rate
100.00%
Score Band = <6.0
ScoreWATCHHIGH

Score Band=<6.0 样本不足,继续观察。

Samples
4
Avg R
Total R
Win Rate
Score Band = 6.0–6.9
ScoreWATCHHIGH

Score Band=6.0–6.9 样本不足,继续观察。

Samples
5
Avg R
Total R
Win Rate
Score Band = 7.0+
ScoreKEEPMEDIUM

Score Band=7.0+ 当前表现为正,建议继续保留并优先关注。

Samples
3
Avg R
0.15R
Total R
0.15R
Win Rate
100.00%
Structure OK = true
StructureKEEPHIGH

Structure OK=true 当前表现为正,建议继续保留并优先关注。

Samples
7
Avg R
0.15R
Total R
0.15R
Win Rate
100.00%
Structure OK = false
StructureWATCHHIGH

Structure OK=false 样本不足,继续观察。

Samples
5
Avg R
Total R
Win Rate
Manual Override / override=false
Manual OverrideWATCHHIGH

非人工干预组作为基线样本,继续保留作为规则主导参考。

Samples
12
Avg R
0.15R
Total R
0.15R
Win Rate
100.00%
Manual Override / override=true
Manual OverrideWATCHLOW

非人工干预组作为基线样本,继续保留作为规则主导参考。

Samples
0
Avg R
Total R
Win Rate
YES but No Trigger
No TriggerTIGHTENMEDIUM

YES 但未成交占比较高,建议观察触发条件是否过严,尤其关注高质量 setup 是否频繁错过。

Samples
2
Avg R
3.30R
Total R
6.61R
Win Rate
66.67%

Strategy Proposal / 策略建议版本

仅建议,不自动发布到 TradingView。建议先在周会确认,再把下方 Pine Config Block 手动同步到 Pine 顶部配置区。

Proposal ID / 提案ID
proposal_v1_1_2026_04_06
Proposal Version / 提案版本
v1.1
Based On Week / 来源周
2026-04-06
Proposal Status / 当前状态
Draft
Confidence / 置信度
MEDIUM
Allowed Quality / 允许质量
A
Min Score / 最低分数
6.0
Min Trend Count / 最低趋势数
2
Require Structure OK / 需要结构通过
Yes
B Extra Confirm / B额外确认
No
Approved At / 批准时间
Rejected At / 拒绝时间
Archived At / 归档时间

Proposal Status Management / 提案状态管理

当前状态:Draft。本阶段只管理 Proposal 生命周期,不自动切换 execution_version / shadow_version。

Promote Gate: BLOCK / 阻断,已通过 1/5 条规则。

Proposal → Version Mapping / 提案版本映射

V1 只记录系统内 binding,不自动修改 Pine,不自动发布 TradingView。

Current Execution Mapping / 当前执行映射

Execution Version / 版本
v1.1
Proposal ID / 提案ID
proposal_v1_1_2026_03_23
Proposal Status / 提案状态
Approved
Based On Week / 来源周
2026-03-23
Bound At / 绑定时间
2026-03-29 02:18:48

Current Shadow Mapping / 当前影子映射

No active binding / 暂无激活映射

Binding Runtime Audit / 绑定运行审计

比较系统绑定版本,与 Pine webhook 最近真实样本中实际上报的 execution_version / shadow_version 是否一致。

Execution Binding Audit / 执行绑定审计

Execution Bound Version / 绑定版本
v1.1
Runtime Version / 运行版本
v1.1
Audit Result / 审计结果
MATCH
Runtime Trade Date / 最近样本日期
2026-04-09
Runtime Symbol / 最近样本标的
HOOD

Shadow Binding Audit / 影子绑定审计

Shadow Bound Version / 绑定版本
Runtime Version / 运行版本
shadow-v1.2
Audit Result / 审计结果
NONE
Runtime Trade Date / 最近样本日期
2026-04-09
Runtime Symbol / 最近样本标的
HOOD

Pine Config Block / Pine 配置块

// ==============================
// STRATEGY VERSION CONFIG
// Auto-synced from ORB Quant System
// version: v1.1
// based_on_week: 2026-04-06
// ==============================
string CFG_VERSION = "v1.1"
bool   CFG_ALLOW_A = true
bool   CFG_ALLOW_B = false
bool   CFG_ALLOW_C = false
float  CFG_MIN_SCORE = 6.0
int    CFG_MIN_TREND_COUNT = 2
bool   CFG_REQUIRE_STRUCTURE_OK = true
bool   CFG_B_REQUIRE_EXTRA_CONFIRM = false

Proposal JSON / 策略建议 JSON

{
  "proposal_id": "proposal_v1_1_2026_04_06",
  "proposal_version": "v1.1",
  "version_id": "v1.1",
  "generated_at": "2026-04-10T09:09:09",
  "based_on_week": "2026-04-06",
  "source_summary": "live=12",
  "confidence": "medium",
  "rules": {
    "allow_a": true,
    "allow_b": false,
    "allow_c": false,
    "allowed_trigger_quality": [
      "A"
    ],
    "min_score": 6.0,
    "min_trend_count": 2,
    "require_structure_ok": true,
    "b_requires_extra_confirm": false
  },
  "decision_summary": "Allowed A | score>=6.0 | trend>=2 | structure=required | B=normal",
  "notes": [
    "V1 proposal is advisory only; do not auto-publish to TradingView."
  ],
  "suggestion_count": 14,
  "proposal_status": "draft",
  "approved_at": null,
  "rejected_at": null,
  "archived_at": null,
  "approval_note": "",
  "execution_candidate_active": 0,
  "promoted_to_execution_at": null,
  "runtime_package_path": null,
  "runtime_package_version": null,
  "runtime_publish_status": null
}

Runtime Package / 运行发布包

Promote 后系统会自动生成待发布 Pine runtime package,并把当前 proposal 绑定为 execution candidate;仍需手动发布到 TradingView。

Execution Candidate / 当前候选版本
Execution Candidate Status / 待发布状态
pending_publish
Promoted To Execution At / 提升时间
Runtime Package Version / 运行包版本
Runtime Package Path / 运行发布包路径

Notes / 备注

  • V1 proposal is advisory only; do not auto-publish to TradingView.
Proposal JSON / 导出文件
/srv/orb/main/orb-main/data/strategy_versions/strategy_proposal_v1_1_2026_04_06.json
Pine Config TXT / 配置文件
/srv/orb/main/orb-main/data/strategy_versions/strategy_pine_config_v1_1_2026_04_06.txt
Pine Runtime TXT / 运行发布包

Strategy Match Study / 策略命中研究

用于追踪当前周样本究竟命中了哪个策略版本、是否通过版本规则,以及主要被哪条版本规则拦截。

Strategy Version Used / 使用版本

VersionCount
v1.112

Strategy Match / 命中结果

MatchCount
UNKNOWN12

Strategy Block Reason / 阻断原因分布

ReasonCount
RULE_QUALITY9
PASS3

Shadow Comparison / 影子策略对比

影子策略只做并行评估,不影响真实执行。这里用于比较 execution_version 与 shadow_version 的命中差异。

Shadow Version / 影子版本

VersionCount
shadow-v1.26
shadow-v1.16

Shadow Match / 影子命中

MatchCount
UNKNOWN12

Shadow Block Reason / 影子阻断原因

ReasonCount
RULE_QUALITY9
PASS3

Execution vs Shadow / 执行与影子对照

ExecutionShadowCount
v1.1shadow-v1.26
v1.1shadow-v1.16

Divergence / 命中差异

CaseCount
Execution=YES / Shadow=NO0
Execution=NO / Shadow=YES0
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