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 2026-04-10 周五 14:48:31
交易时段
NYSE / Nasdaq 开盘中
距离收盘 01:11:28
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
24
Clean / 干净样本
23
Warnings / 警告
1
Invalid / 无效样本
0
Open Issues / 待处理问题
2
Data Completion Required / 需要先补全数据
You have 2 critical missing items blocking reliable weekly research.
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
2
Filled Logging Gaps / 成交补录缺口
1
Shadow EOD Pending / 收盘影子摘要待补
1
Version Attribution Gaps / 版本归因缺口
0
Visible Rows / 当前显示
2/2
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 |
|---|---|---|---|---|---|
| 2026-04-10 | ASTS | Filled Logging Gap / 成交补录缺口 | Shadow EOD Pack / 收盘影子包 | CRITICAL / 严重 | |
| 2026-04-10 | CIFR | Shadow EOD Pending / 收盘影子摘要待补 | Shadow EOD Pack / 收盘影子包 | CRITICAL / 严重 |
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
1
Recent Primary 10 Ratio / 最近10个主样本占比
20.00%
Current Focus / 当前重点
先修异常再看收益
Open Issues 2 / Invalid 0 / Warning 1
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
33.33%
YES 3 / No Trigger 1
Latest Day Quality / 最新交易日质量
Needs Fix / 待修正
Sample 3 / Invalid 0 / Warning 1 / Total R -0.32R
Latest Day In Scope / 当前范围最新交易日
2026-04-10
Samples / 样本数
3
YES / 决策通过
2
Filled / 成交
1
| 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 | not_selected | — | NO | — | — | — | clean | |
| ASTS | SECONDARY_RESEARCH | Y | primary | — | YES | Y | -0.32R | OTHER / Other | warning | |
| CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | YES | — | — | — | warning |
Exceptions / 异常面板
2026-04-06
| Date / 日期 | Symbol / 标的 | Severity / 严重级别 | Rule / 规则 | Message / 说明 |
|---|---|---|---|---|
| 2026-04-10 | ASTS | warning | DECISION_MISSING_WITH_EVIDENCE | Decision missing despite decision evidence. |
| 2026-04-10 | CIFR | warning | DECISION_MISSING_WITH_EVIDENCE | Decision missing despite decision evidence. |
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
Needs Fix / 待修正
| 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 | 5 | 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
10
Avg 09:31 Dist to LMT / 平均09:31距LMT
—
Avg Shadow Max R / 平均影子最高R
1.09R
Within 120m Rate / 120m内占比
60.00%
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 | 6 |
| Structure Risk / 结构风险 | 6 |
| 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
1
Avg 09:31 Dist to LMT / 平均09:31距LMT
0.18
Avg Shadow Max R / 平均影子最高R
4.13R
Within 120m Rate / 120m内占比
0.00%
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 |
|---|---|---|---|---|---|
| 2026-04-09 | CIFR | 2026-04-09 09:31:00 | 4.13R | 2026-04-09 12:04:00 | N |
| 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-04-10 | HOOD | PRIMARY_EXECUTION | 2026-04-10 09:31:00 | 0.42R | 2026-04-10 09:32:00 | Y | Y | 2026-04-10 09:49:00 | max_r_before_sl / 先到最高R后止损 |
| 2026-04-09 | ASTS | SECONDARY_RESEARCH | 2026-04-09 09:31:00 | 1.14R | 2026-04-09 09:31:00 | Y | Y | 2026-04-09 10:16:00 | max_r_before_sl / 先到最高R后止损 |
| 2026-04-09 | HOOD | PRIMARY_EXECUTION | 2026-04-09 09:31:00 | 0.52R | 2026-04-09 12:03:00 | N | Y | 2026-04-09 09:34:00 | sl_then_recover / 止损后恢复扩展 |
| 2026-04-08 | ASTS | SECONDARY_RESEARCH | 2026-04-08 09:31:00 | 0.27R | 2026-04-08 09:30:00 | Y | Y | 2026-04-08 09:36:00 | max_r_before_sl / 先到最高R后止损 |
| 2026-04-08 | CIFR | CANDIDATE_RESEARCH | 2026-04-08 09:31:00 | 0.60R | 2026-04-08 14:17:00 | N | Y | 2026-04-08 09:33:00 | sl_then_recover / 止损后恢复扩展 |
| 2026-04-08 | HOOD | PRIMARY_EXECUTION | 2026-04-08 09:31:00 | 0.55R | 2026-04-08 09:30:00 | Y | Y | 2026-04-08 09:45:00 | max_r_before_sl / 先到最高R后止损 |
| 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 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-10 | HOOD | PRIMARY_EXECUTION | N | not_selected | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-10 | ASTS | SECONDARY_RESEARCH | Y | primary | — | YES | Y | -0.32R | OTHER / Other | warning | EXIT | |
| 2026-04-10 | CIFR | CANDIDATE_RESEARCH | N | not_selected | research-only / 仅研究 | YES | — | — | No Trigger | warning | CANCEL_1030 | |
| 2026-04-09 | HOOD | PRIMARY_EXECUTION | N | not_selected | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-09 | ASTS | SECONDARY_RESEARCH | N | not_selected | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-09 | CIFR | CANDIDATE_RESEARCH | Y | primary | research-only / 仅研究 | YES | — | — | No Trigger | clean | SHADOW_EOD | |
| 2026-04-08 | HOOD | PRIMARY_EXECUTION | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-08 | ASTS | SECONDARY_RESEARCH | N | none | — | NO | — | — | — | clean | SHADOW_EOD | |
| 2026-04-08 | CIFR | CANDIDATE_RESEARCH | N | none | research-only / 仅研究 | NO | — | — | — | clean | SHADOW_EOD | |
| 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 |