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      "notes": [
        "YTM 为 MVP 零息近似，不代表交易所或专业固收定价口径。",
        "AkShare 日线若缺失成交额，数据层会使用 close*volume 近似。",
        "免费强赎接口主要提供当前/可见快照，不等同于完整历史公告序列；历史回测可能低估强赎风险。"
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      "warnings": [
        "本次策略运行复用已采集的本地规范化市场数据快照，未重复请求上游接口。"
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          "detail": "期末持仓是否与当前排名可形成的目标组合相符。",
          "required": 20,
          "status": "valid"
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          "detail": "最新有效排名是否足以生成 TOP 组合。",
          "required": 20,
          "status": "valid"
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      "label": "降级",
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      {
        "action": "BUY",
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    "mode": "initial",
    "summary": {
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  "risk": {
    "disclaimer": "仅供策略研究与投资决策辅助，不构成投资建议。",
    "live_trading_enabled": false,
    "qmt_enabled": false,
    "warnings": [
      "历史回测结果不代表未来收益，实际成交可能受停牌、涨跌停和流动性影响。",
      "手续费、滑点、税费及数据质量偏差可能使实际结果低于模拟结果。",
      "V1.0 仅用于研究与策略报告，QMT 实盘下单功能保持禁用。",
      "本报告不构成任何投资建议。",
      "AkShare 历史结果仅为探索性（exploratory）：接口和历史元数据可能不完整；强赎数据主要是当前/可见快照，不是完整历史公告序列。",
      "回测以信号后下一交易日开盘价模拟成交，未模拟涨跌停、暂停交易和大额冲击成本。",
      "调仓建议数量按信号日收盘价和期末模拟资产估算，仅供研究展示，不会触发委托。",
      "用户真实账户按未建仓处理；站点的持仓、资金、收益和调仓仅属于 10 万元本地模拟账户。",
      "本次结果质量为 降级；AkShare 历史结果明确标记为探索性：强赎与历史元数据并非完整时点快照。",
      "本次策略运行复用已采集的本地规范化市场数据快照，未重复请求上游接口。"
    ]
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