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\"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260702:SHSE.600353:position_invalid_price:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 42.12, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"旭光电子\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260701\", \"plan_id\": \"RISK:20260701:SHSE.600353:position_invalid_price\", \"position_pnl_pct\": 0.5257, \"price\": 40.02, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 400, \"quote_ask1\": 40.16, \"quote_ask_qty1\": 6, \"quote_bid1\": 40.02, \"quote_bid_qty1\": 2, \"quote_high\": 41.24, \"quote_last\": 40.16, \"quote_low\": 38.9, \"quote_open\": 41.0, \"quote_prev_close\": 42.8, \"quote_ts\": \"2026-07-02T09:35:08\", \"raw_avg_cost\": 43.2, \"raw_position_pnl_pct\": 0.5256570713391584, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_invalid_price\", \"risk_threshold\": 42.12, \"sellable_qty\": 400, \"side\": \"SELL\", \"sim_reason\": \"position_add_invalid_t_exit\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600353\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": null, \"trade_date\": \"20260702\", \"trigger_price\": 42.12, \"ts\": \"2026-07-02T09:35:11\"}" } }, { "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY", "ts": "2026-07-02T09:42:05", "symbol": "SZSE.002915", "name": "中欣氟材", "side": "BUY", "status": "FILLED", "order_kind": "OFFICIAL_BUY", "kind_inferred": true, "qty": 2800, "price": 22.62, "amount": 63336.0, "reason": "paper_fill_at_ask1", "realized_pnl_delta": null, "rule_id": null, "sim_reason": "trigger_touched", "trigger_price": 22.56, "raw_status": "FILLED", "raw": { "amount": 63336.0, "base_exec_high": 23.24, "cash_before_order": 451417.0, "chase_ceiling": 23.24, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.2714, "entry_zone_high": 22.9, "entry_zone_low": 22.22, "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 23.24, "exec_low": 22.56, "intraday_vwap": 21.7801, "invalid_price": 21.88, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.4859, "bar_count": 3, "bars": [ { "amount_yi": 0.1541, "close": 22.35, "high": 22.35, "low": 22.35, "open": 22.35, "time": "09:40" }, { "amount_yi": 0.178, "close": 22.63, "high": 22.63, "low": 22.34, "open": 22.34, "time": "09:41" }, { "amount_yi": 0.1538, "close": 22.62, "high": 22.62, "low": 22.62, "open": 22.62, "time": "09:42" } ], "energy_ratio": 1.2264, "min_samples": 2, "passed": true, "prev_amount_yi": 0.3962, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "中欣氟材", "paper_scope": "active", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP", "price": 22.62, "price_vs_vwap_pct": 3.8563, "qty": 2800, "quote_ask1": 22.62, "quote_ask_qty1": 125, "quote_bid1": 22.61, "quote_bid_qty1": 279, "quote_high": 22.72, "quote_last": 22.62, "quote_low": 20.8, "quote_open": 21.03, "quote_prev_close": 22.02, "quote_ts": "2026-07-02T09:42:03", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 26.6, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002915", "target_amount": 64574.7, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "氟化工概念", "trade_date": "20260702", "trigger_price": 22.56, "ts": "2026-07-02T09:42:05", "id": 32, "raw_json": "{\"amount\": 63336.0, \"base_exec_high\": 23.24, \"cash_before_order\": 451417.0, \"chase_ceiling\": 23.24, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.2714, \"entry_zone_high\": 22.9, \"entry_zone_low\": 22.22, \"event_id\": \"20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 23.24, \"exec_low\": 22.56, \"intraday_vwap\": 21.7801, \"invalid_price\": 21.88, \"ma5\": null, \"max_chase_pct\": 3.0, \"minute_energy\": {\"absolute_amount_multiple_min\": 1.6, \"amount_base_hint_yi\": 0.5, \"amount_floor_yi\": 0.15, \"amount_yi\": 0.4859, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.1541, \"close\": 22.35, \"high\": 22.35, \"low\": 22.35, \"open\": 22.35, \"time\": \"09:40\"}, {\"amount_yi\": 0.178, \"close\": 22.63, \"high\": 22.63, \"low\": 22.34, \"open\": 22.34, \"time\": \"09:41\"}, {\"amount_yi\": 0.1538, \"close\": 22.62, \"high\": 22.62, \"low\": 22.62, \"open\": 22.62, \"time\": \"09:42\"}], \"energy_ratio\": 1.2264, \"min_samples\": 2, \"passed\": true, \"prev_amount_yi\": 0.3962, \"ratio_min\": 1.05, \"reason\": \"minute_energy_confirmed\", \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 3}, \"name\": \"中欣氟材\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260701\", \"plan_id\": \"20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP\", \"price\": 22.62, \"price_vs_vwap_pct\": 3.8563, \"qty\": 2800, \"quote_ask1\": 22.62, \"quote_ask_qty1\": 125, \"quote_bid1\": 22.61, \"quote_bid_qty1\": 279, \"quote_high\": 22.72, \"quote_last\": 22.62, \"quote_low\": 20.8, \"quote_open\": 21.03, \"quote_prev_close\": 22.02, \"quote_ts\": \"2026-07-02T09:42:03\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 26.6, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.002915\", \"target_amount\": 64574.7, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"氟化工概念\", \"trade_date\": \"20260702\", \"trigger_price\": 22.56, \"ts\": \"2026-07-02T09:42:05\"}" } }, { "event_id": "20260702:SHSE.600584:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "ts": "2026-07-02T10:19:02", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": false, "qty": 300, "price": 98.07, "amount": 29420.999999999996, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "realized_pnl_delta": 4459.666666666663, "rule_id": "loss_side_invalidation_day_drop_v1", "sim_reason": "loss_side_invalidation_day_drop_v1", "trigger_price": 98.07, "raw_status": "FILLED", "raw": { "event_id": "20260702:SHSE.600584:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 300, "quantity": 300, "price": 98.07, "amount": 29420.999999999996, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 98.07, "day_return_pct": -8.0364, "unrealized_profit_pct": 17.8663, "quantity_before": 900, "sellable_qty_before": 900, "avg_cost": 83.20444444444445, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 4459.666666666663, "cost_basis": 24961.333333333336, "realized_pnl_source": "order_raw_cost", "ts": "2026-07-02T10:19:02", "sim_reason": "loss_side_invalidation_day_drop_v1", "id": 33, "plan_date": "20260701", "raw_json": "{\"event_id\": \"20260702:SHSE.600584:loss_side_invalidation_day_drop_v1:loss_step1@-8pct\", \"rule_id\": \"loss_side_invalidation_day_drop_v1\", \"tier\": \"loss_step1@-8pct\", \"symbol\": \"SHSE.600584\", \"name\": \"长电科技\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"INVALIDATION_SELL\", \"qty\": 300, \"quantity\": 300, \"price\": 98.07, \"amount\": 29421.0, \"reason\": \"亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。\", \"trigger_price\": 98.07, \"day_return_pct\": -8.0364, \"unrealized_profit_pct\": 17.8663, \"quantity_before\": 900, \"sellable_qty_before\": 900, \"avg_cost\": 83.20444444444445, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 4459.67, \"cost_basis\": 24961.33, \"realized_pnl_source\": \"position_avg_cost_fallback\"}", "trade_date": "20260702" } }, { "event_id": "RISK:20260702:SZSE.300236:position_invalid_price:SELL", "ts": "2026-07-02T11:30:18", "symbol": "SZSE.300236", "name": "上海新阳", "side": "SELL", "status": "REJECTED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 0, "price": null, "amount": 0.0, "reason": "sell_not_allowed_in_LUNCH", "realized_pnl_delta": 1378.0, "rule_id": null, "sim_reason": "position_add_invalid_t_exit", "trigger_price": 126.4, "raw_status": "REJECTED", "raw": { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702:SZSE.300236:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 126.4, "max_chase_pct": null, "minute_energy": null, "name": "上海新阳", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260701", "plan_id": "RISK:20260701:SZSE.300236:position_invalid_price", "position_pnl_pct": 10.2395, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 121.98, "quote_ask_qty1": 1, "quote_bid1": 121.78, "quote_bid_qty1": 16, "quote_high": 123.78, "quote_last": 121.98, "quote_low": 113.35, "quote_open": 119.0, "quote_prev_close": 126.02, "quote_ts": "2026-07-02T11:30:00", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 10.239493899683684, "reason": "sell_not_allowed_in_LUNCH", "risk_rule": "position_invalid_price", "risk_threshold": 126.4, "sellable_qty": 200, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "REJECTED", "symbol": "SZSE.300236", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260702", "trigger_price": 126.4, "ts": "2026-07-02T11:30:18", "cost_basis": 22130.0, "realized_pnl_delta": 1378.0, "id": 34, "realized_pnl_source": "position_avg_cost_fallback", "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260702:SZSE.300236:position_invalid_price:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 126.4, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"上海新阳\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260701\", \"plan_id\": \"RISK:20260701:SZSE.300236:position_invalid_price\", \"position_pnl_pct\": 10.2395, \"price\": null, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 0, \"quote_ask1\": 121.98, \"quote_ask_qty1\": 1, \"quote_bid1\": 121.78, \"quote_bid_qty1\": 16, \"quote_high\": 123.78, \"quote_last\": 121.98, \"quote_low\": 113.35, \"quote_open\": 119.0, \"quote_prev_close\": 126.02, \"quote_ts\": \"2026-07-02T11:30:00\", \"raw_avg_cost\": 129.64, \"raw_position_pnl_pct\": 10.239493899683684, \"reason\": \"sell_not_allowed_in_LUNCH\", \"risk_rule\": \"position_invalid_price\", \"risk_threshold\": 126.4, \"sellable_qty\": 200, \"side\": \"SELL\", \"sim_reason\": \"position_add_invalid_t_exit\", \"slippage_bps\": null, \"status\": \"REJECTED\", \"symbol\": \"SZSE.300236\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": null, \"trade_date\": \"20260702\", \"trigger_price\": 126.4, \"ts\": \"2026-07-02T11:30:18\"}" } }, { "event_id": "RISK:20260702:SHSE.600584:position_invalid_price:SELL", "ts": "2026-07-02T14:05:42", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "UNFILLED", "order_kind": "INVALIDATION_SELL", "kind_inferred": true, "qty": 0, "price": null, "amount": 0.0, "reason": "no_bid", "realized_pnl_delta": 2961.1111111111113, "rule_id": null, "sim_reason": "position_add_invalid_t_exit", "trigger_price": 103.51, "raw_status": "UNFILLED", "raw": { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702:SHSE.600584:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 103.51, "max_chase_pct": null, "minute_energy": null, "name": "长电科技", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260701", "plan_id": "RISK:20260701:SHSE.600584:position_invalid_price", "position_pnl_pct": 15.3544, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 95.98, "quote_ask_qty1": 5599, "quote_bid1": 0.0, "quote_bid_qty1": 0, "quote_high": 101.0, "quote_last": 95.98, "quote_low": 95.98, "quote_open": 99.0, "quote_prev_close": 106.64, "quote_ts": "2026-07-02T14:05:39", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 15.354414828267714, "reason": "no_bid", "risk_rule": "position_invalid_price", "risk_threshold": 103.51, "sellable_qty": 200, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.600584", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260702", "trigger_price": 103.51, "ts": "2026-07-02T14:05:42", "cost_basis": 16640.88888888889, "realized_pnl_delta": 2961.1111111111113, "id": 36, "realized_pnl_source": "position_avg_cost_fallback", "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260702:SHSE.600584:position_invalid_price:SELL\", \"exec_high\": null, \"exec_low\": null, \"intraday_vwap\": null, \"invalid_price\": 103.51, \"max_chase_pct\": null, \"minute_energy\": null, \"name\": \"长电科技\", \"paper_scope\": \"position_risk\", \"participation_rate\": null, \"plan_date\": \"20260701\", \"plan_id\": \"RISK:20260701:SHSE.600584:position_invalid_price\", \"position_pnl_pct\": 15.3544, \"price\": null, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 0, \"quote_ask1\": 95.98, \"quote_ask_qty1\": 5599, \"quote_bid1\": 0.0, \"quote_bid_qty1\": 0, \"quote_high\": 101.0, \"quote_last\": 95.98, \"quote_low\": 95.98, \"quote_open\": 99.0, \"quote_prev_close\": 106.64, \"quote_ts\": 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