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"20260602:20260603:SZSE.002475:BREAK_PREV_HIGH:BUY", "exec_high": 75.95, "exec_low": 74.83, "invalid_price": 72.478, "max_chase_pct": 1.5, "name": "立讯精密", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SZSE.002475:BREAK_PREV_HIGH", "price": 75.5, "qty": 100, "quote_ask1": 75.5, "quote_ask_qty1": 8900, "quote_bid1": 75.49, "quote_bid_qty1": 5200, "quote_last": 75.49, "quote_ts": "2026-06-03T13:51:45", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "slippage_bps": 89.54, "status": "FILLED", "symbol": "SZSE.002475", "template_key": "BREAK_PREV_HIGH", "theme": "AI算力基础设施", "trade_date": "20260603", "trigger_price": 74.83, "ts": "2026-06-03T13:51:47", "id": 9, "base_exec_high": 75.95, "intraday_vwap": 76.4145, "price_vs_vwap_pct": -1.8511 }, { "amount": 50524.0, "base_exec_high": 476.9, "chase_ceiling": 548.4, "decision": "active_plan", "dynamic_exec_high": 509.24, "event_id": "20260602:20260603:SZSE.300394:BREAK_PREV_HIGH:BUY", "exec_high": 509.24, "exec_low": 505.19, "intraday_vwap": 505.1939, "invalid_price": 443.45, "max_chase_pct": 3.0, "name": "天孚通信", "paper_scope": "active", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SZSE.300394:BREAK_PREV_HIGH", "price": 505.24, "price_vs_vwap_pct": 0.0071, "qty": 100, "quote_ask1": 505.24, "quote_ask_qty1": 100, "quote_bid1": 505.2, "quote_bid_qty1": 100, "quote_last": 505.23, "quote_ts": "2026-06-03T13:56:48", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "intraday_vwap_anchor_reclaim", "slippage_bps": 912.08, "status": "FILLED", "symbol": "SZSE.300394", "template_key": "BREAK_PREV_HIGH", "theme": "光纤概念", "trade_date": "20260603", "trigger_price": 463.01, "ts": "2026-06-03T13:56:51", "id": 10 } ], "orders_this_tick": [], "summary": { "active_contracts": 23, "active_plan_contracts": 3, "watch_candidate_contracts": 20, "watch_only_contracts": 0, "actionable": 2, "filled_orders": 2, "filled_watch_orders": 1, "rejected_orders": 0, "unfilled_orders": 8 } }