RESEARCH ONLY / PREVIEW ONLY / READ ONLY

Phase 2.33 组合研究预览

解释固定目标权重、现金缓冲、风险约束和再平衡差额；不自动生成或执行交易。

PASS

RUNS1 FIXED

TARGETS5 / 5

CASH BUFFER50.00%

ACCESS MODEGET-ONLY

目标证券5FIXED RESEARCH UNIVERSE

目标权重合计50.00%EXCLUDES CASH BUFFER

约束通过9 / 9FAIL-CLOSED VALIDATION

再平衡预览5NO ORDER CREATION

TARGET ALLOCATION

5 个目标权重与现金缓冲

PREVIEW ONLY

000518.SZ · 四环生物研究排序分数由20日动量、60日动量和20日历史波动率按固定公式计算；该记录仅为组合约束验证。10.00%

000739.SZ · 普洛药业研究排序分数由20日动量、60日动量和20日历史波动率按固定公式计算；该记录仅为组合约束验证。10.00%

000566.SZ · 海南海药研究排序分数由20日动量、60日动量和20日历史波动率按固定公式计算；该记录仅为组合约束验证。10.00%

000676.SZ · 智度股份研究排序分数由20日动量、60日动量和20日历史波动率按固定公式计算；该记录仅为组合约束验证。10.00%

000333.SZ · 美的集团研究排序分数由20日动量、60日动量和20日历史波动率按固定公式计算；该记录仅为组合约束验证。10.00%

CASH · 现金缓冲LIQUIDITY / RISK BUFFER50.00%

HARD CONSTRAINTS

组合约束校验

PASS

SINGLE_WEIGHT · CONSTRAINTResearch-only portfolio constraint passedPASS

TOTAL_WEIGHT · CONSTRAINTResearch-only portfolio constraint passedPASS

MIN_CASH · CONSTRAINTResearch-only portfolio constraint passedPASS

MAX_HOLDINGS · CONSTRAINTResearch-only portfolio constraint passedPASS

MIN_LIQUIDITY · CONSTRAINTResearch-only portfolio constraint passedPASS

A_SHARE_LOT · CONSTRAINTResearch-only portfolio constraint passedPASS

ADJUSTED_PRICE_ONLY · CONSTRAINTResearch-only portfolio constraint passedPASS

VERSION_BINDINGS · CONSTRAINTResearch-only portfolio constraint passedPASS

NO_EXECUTION · CONSTRAINTResearch-only portfolio constraint passedPASS

任何硬约束失败都必须保留拒绝原因，不得静默放宽。

REBALANCE DELTAS

再平衡预览

NO EXECUTION

000518.SZ · 四环生物0 → 25700 · delta 25700 · estimated 99973PREVIEW ONLY

000739.SZ · 普洛药业0 → 5000 · delta 5000 · estimated 98250PREVIEW ONLY

000566.SZ · 海南海药0 → 19600 · delta 19600 · estimated 99960PREVIEW ONLY

000676.SZ · 智度股份0 → 14600 · delta 14600 · estimated 99864PREVIEW ONLY

000333.SZ · 美的集团0 → 1200 · delta 1200 · estimated 99252PREVIEW ONLY

FIXED RESEARCH RUNS

组合运行记录

NOT RUNNABLE

PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1RESEARCH_ONLY · VERSIONEDPASS

APPEND-ONLY AUDIT

组合审计

7 LOGS

查看固定审计证据

[
  {
    "audit_id": "93c4ba03-f92d-5d8f-a6dd-5bc0f391589c",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 1,
    "event_type": "PRECHECK",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "6658aab015c77b529418689cec036e6fa3e67c145b3f689993046e253b83befe",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "932f978f-62db-5436-af90-9c95021108f8",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 2,
    "event_type": "VERSION_BINDINGS",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "f2a33b5351502e6671f022ec2dd3e71d351a46a288caf529abb505664dc840ef",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "94af81ff-be0d-58a6-8b9e-746a425147ae",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 3,
    "event_type": "ELIGIBILITY",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "7ae6290c0ffaf56ef7788f693bcb97211c78f10b90ed7c2f235d365676e965aa",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "2b47c8bc-c941-5ff7-8c57-f33d39d3d163",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 4,
    "event_type": "RANKING",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "ce06209a45f25d0f90137771d877ef7cc50dbd2d642ea33bde5b2c209d40d5b8",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "4a365b6d-def9-50ba-af8b-01a2399a2f86",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 5,
    "event_type": "CONSTRAINTS",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "40b9348dd187dfb77bd6f0b0464495466954c53c9a027332dba0d90a14563cfd",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "e05e3525-e0a7-56a2-a0a7-a21127c7890e",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 6,
    "event_type": "CONSERVATION",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "cecb6f0b3269b8bccbeb7c455eab97cc0abbf91001310ec7100373154feae079",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  },
  {
    "audit_id": "a389447d-8a34-5915-ac71-941a21630d06",
    "run_code": "PHASE_2_33_RESEARCH_PORTFOLIO_PREVIEW_V1",
    "sequence_no": 7,
    "event_type": "COMPLETED",
    "status": "PASS",
    "details": {
      "research_only": true,
      "non_actionable": true,
      "orders_created": 0,
      "upstream_state_mutated": false
    },
    "evidence_fingerprint": "d9c2230d200b59c732ebb786283221699e286aa18690eacb0c765ed4357ab1bc",
    "created_at": "2026-07-18T17:05:18.234359+00:00"
  }
]

PORTFOLIO SAFETY GATES

研究与执行边界

EXECUTION CLOSED

研究 / 预览RESEARCH / PREVIEWRESEARCH_ONLY / PREVIEW_ONLY

策略 / 模拟交易STRATEGY / PAPERCLOSED / CLOSED

券商 / 实盘BROKER / LIVECLOSED / CLOSED

投资建议属性COMPLIANCE CONTRACTinvestment_advice=false

本页没有买入、卖出、调仓、运行、生成、批准、下单按钮或表单；组合输出不可执行，不构成投资建议。