{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260602", "trade_date": "20260603", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "quote_source": "public_http_sina:23/23", "quote_stale_lock": false, "generated_at": "2026-06-03T14:20:05", "signals": [ { "event_id": "20260602:20260603:SZSE.002281:VWAP_RECLAIM:BUY", "plan_id": "20260602:SZSE.002281:VWAP_RECLAIM", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 210.1, "exec_low": 212.92, "exec_high": 216.4, "invalid_price": 203.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "prev_close": null, "theme": null, "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 221.56, "max_chase_pct": 3.0, "base_exec_high": 216.4, "dynamic_exec_high": null, "intraday_vwap": 228.2002, "price_vs_vwap_pct": -1.3103, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 2, "min_samples": 2, "amount_yi": 1.1548, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:19", "open": 224.92, "high": 224.92, "low": 224.66, "close": 224.66, "amount_yi": 0.8681 }, { "time": "14:20", "open": 225.21, "high": 225.21, "low": 225.21, "close": 225.21, "amount_yi": 0.2867 } ] }, "quote": { "last": 225.21, "ts": "2026-06-03T14:20:03", "bid1": 224.96, "ask1": 225.21, "bid_qty1": 700, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300394:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300394:BREAK_PREV_HIGH", "symbol": "SZSE.300394", "name": "天孚通信", "side": "BUY", "priority": "P1", "status": "FILLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 463.01, "exec_low": 463.01, "exec_high": 476.9, "invalid_price": 443.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 457.0, "theme": "光纤概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 548.4, "max_chase_pct": 3.0, "base_exec_high": 476.9, "dynamic_exec_high": null, "intraday_vwap": 504.9221, "price_vs_vwap_pct": -1.6561, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 496.56, "ts": "2026-06-03T14:20:03", "bid1": 496.53, "ask1": 496.61, "bid_qty1": 600, "ask_qty1": 500 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 123.44, "exec_low": 123.44, "exec_high": 127.14, "invalid_price": 110.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 122.0, "theme": "柔性屏(折叠屏)", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 134.2, "max_chase_pct": 3.0, "base_exec_high": 127.14, "dynamic_exec_high": null, "intraday_vwap": 120.0563, "price_vs_vwap_pct": -3.2454, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 2, "min_samples": 2, "amount_yi": 0.3647, "prev_amount_yi": 0, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 115.36, "high": 115.4, "low": 115.36, "close": 115.4, "amount_yi": 0.3434 }, { "time": "14:20", "open": 116.16, "high": 116.16, "low": 116.16, "close": 116.16, "amount_yi": 0.0213 } ] }, "quote": { "last": 116.16, "ts": "2026-06-03T14:20:02", "bid1": 116.14, "ask1": 116.16, "bid_qty1": 100, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.000720:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.000720:BREAK_PREV_HIGH", "symbol": "SZSE.000720", "name": "新能泰山", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": null, "exec_low": null, "exec_high": 5.6, "invalid_price": 5.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.6, "max_chase_pct": 1.5, "base_exec_high": 5.6, "dynamic_exec_high": null, "intraday_vwap": 5.4093, "price_vs_vwap_pct": 0.0129, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0285, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 5.41, "high": 5.42, "low": 5.41, "close": 5.42, "amount_yi": 0.0154 }, { "time": "14:20", "open": 5.41, "high": 5.41, "low": 5.41, "close": 5.41, "amount_yi": 0.0131 } ] }, "quote": { "last": 5.41, "ts": "2026-06-03T14:20:03", "bid1": 5.41, "ask1": 5.42, "bid_qty1": 123900, "ask_qty1": 497600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.600522:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.600522:BREAK_PREV_HIGH", "symbol": "SHSE.600522", "name": "中天科技", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": null, "exec_low": null, "exec_high": 44.39, "invalid_price": 42.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 44.39, "max_chase_pct": 1.5, "base_exec_high": 44.39, "dynamic_exec_high": null, "intraday_vwap": 45.3302, "price_vs_vwap_pct": -0.1328, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.8287, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 45.25, "high": 45.25, "low": 45.23, "close": 45.23, "amount_yi": 0.6037 }, { "time": "14:20", "open": 45.27, "high": 45.27, "low": 45.27, "close": 45.27, "amount_yi": 0.225 } ] }, "quote": { "last": 45.27, "ts": "2026-06-03T14:20:02", "bid1": 45.25, "ask1": 45.27, "bid_qty1": 700, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.002491:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.002491:BREAK_PREV_HIGH", "symbol": "SZSE.002491", "name": "通鼎互联", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.2, "exec_low": 25.2, "exec_high": 25.58, "invalid_price": 23.316, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 25.09, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.6, "max_chase_pct": 1.5, "base_exec_high": 25.58, "dynamic_exec_high": null, "intraday_vwap": 25.4911, "price_vs_vwap_pct": -2.9465, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.282, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 24.88, "high": 24.88, "low": 24.82, "close": 24.82, "amount_yi": 0.1587 }, { "time": "14:20", "open": 24.74, "high": 24.74, "low": 24.74, "close": 24.74, "amount_yi": 0.1233 } ] }, "quote": { "last": 24.74, "ts": "2026-06-03T14:20:03", "bid1": 24.74, "ask1": 24.75, "bid_qty1": 1600, "ask_qty1": 3900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300408:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300408:BREAK_PREV_HIGH", "symbol": "SZSE.300408", "name": "三环集团", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 138.18, "exec_low": 138.18, "exec_high": 140.25, "invalid_price": 128.794, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 134.46, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 161.35, "max_chase_pct": 1.5, "base_exec_high": 140.25, "dynamic_exec_high": null, "intraday_vwap": 133.9505, "price_vs_vwap_pct": 0.343, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.54, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 134.44, "high": 134.44, "low": 134.41, "close": 134.41, "amount_yi": 0.3987 }, { "time": "14:20", "open": 134.41, "high": 134.41, "low": 134.41, "close": 134.41, "amount_yi": 0.1413 } ] }, "quote": { "last": 134.41, "ts": "2026-06-03T14:20:03", "bid1": 134.41, "ask1": 134.48, "bid_qty1": 300, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W4", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 752.0, "exec_low": 752.0, "exec_high": 763.28, "invalid_price": 709.322, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 747.0, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 896.4, "max_chase_pct": 1.5, "base_exec_high": 763.28, "dynamic_exec_high": null, "intraday_vwap": 792.9122, "price_vs_vwap_pct": -1.3762, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 2.4852, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 782.22, "high": 782.22, "low": 781.06, "close": 781.06, "amount_yi": 1.3978 }, { "time": "14:20", "open": 782.0, "high": 782.0, "low": 782.0, "close": 782.0, "amount_yi": 1.0874 } ] }, "quote": { "last": 782.0, "ts": "2026-06-03T14:20:03", "bid1": 781.6, "ask1": 782.0, "bid_qty1": 500, "ask_qty1": 7000 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 20.76, "exec_low": 20.76, "exec_high": 21.07, "invalid_price": 18.302, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 20.76, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.84, "max_chase_pct": 1.5, "base_exec_high": 21.07, "dynamic_exec_high": null, "intraday_vwap": 20.1659, "price_vs_vwap_pct": -2.8062, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.184, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 19.7, "high": 19.7, "low": 19.64, "close": 19.64, "amount_yi": 0.1128 }, { "time": "14:20", "open": 19.6, "high": 19.6, "low": 19.6, "close": 19.6, "amount_yi": 0.0712 } ] }, "quote": { "last": 19.6, "ts": "2026-06-03T14:20:03", "bid1": 19.6, "ask1": 19.61, "bid_qty1": 302773, "ask_qty1": 139500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.688498:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.688498:BREAK_PREV_HIGH", "symbol": "SHSE.688498", "name": "源杰科技", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1235.0, "exec_low": 1235.0, "exec_high": 1253.52, "invalid_price": 1135.864, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 1206.91, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 1448.29, "max_chase_pct": 1.5, "base_exec_high": 1253.52, "dynamic_exec_high": null, "intraday_vwap": 1369.0914, "price_vs_vwap_pct": 1.1649, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2399, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 1385.28, "high": 1385.88, "low": 1385.28, "close": 1385.88, "amount_yi": 0.1588 }, { "time": "14:20", "open": 1385.04, "high": 1385.04, "low": 1385.04, "close": 1385.04, "amount_yi": 0.0811 } ] }, "quote": { "last": 1385.04, "ts": "2026-06-03T14:20:04", "bid1": 1385.05, "ask1": 1389.75, "bid_qty1": 200, "ask_qty1": 103 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.603618:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W7", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.28, "exec_low": 42.28, "exec_high": 42.91, "invalid_price": 39.604, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 42.24, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 46.46, "max_chase_pct": 1.5, "base_exec_high": 42.91, "dynamic_exec_high": null, "intraday_vwap": 43.271, "price_vs_vwap_pct": 0.8759, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2483, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 43.61, "high": 43.69, "low": 43.61, "close": 43.69, "amount_yi": 0.2098 }, { "time": "14:20", "open": 43.65, "high": 43.65, "low": 43.65, "close": 43.65, "amount_yi": 0.0385 } ] }, "quote": { "last": 43.65, "ts": "2026-06-03T14:20:04", "bid1": 43.66, "ask1": 43.69, "bid_qty1": 100, "ask_qty1": 1500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 58.61, "exec_low": 58.61, "exec_high": 59.49, "invalid_price": 50.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 58.61, "theme": "通信技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 64.47, "max_chase_pct": 1.5, "base_exec_high": 59.49, "dynamic_exec_high": null, "intraday_vwap": 62.9767, "price_vs_vwap_pct": 1.212, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 63.68, "high": 63.78, "low": 63.68, "close": 63.78, "amount_yi": 0.0541 }, { "time": "14:20", "open": 63.74, "high": 63.74, "low": 63.74, "close": 63.74, "amount_yi": 0.021 } ] }, "quote": { "last": 63.74, "ts": "2026-06-03T14:20:05", "bid1": 63.73, "ask1": 63.74, "bid_qty1": 800, "ask_qty1": 3200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300975:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300975:BREAK_PREV_HIGH", "symbol": "SZSE.300975", "name": "商络电子", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 44.91, "exec_low": 44.91, "exec_high": 45.58, "invalid_price": 37.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 43.41, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.09, "max_chase_pct": 1.5, "base_exec_high": 45.58, "dynamic_exec_high": null, "intraday_vwap": 42.7621, "price_vs_vwap_pct": -0.6831, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.112, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 42.46, "high": 42.5, "low": 42.46, "close": 42.5, "amount_yi": 0.0997 }, { "time": "14:20", "open": 42.47, "high": 42.47, "low": 42.47, "close": 42.47, "amount_yi": 0.0123 } ] }, "quote": { "last": 42.47, "ts": "2026-06-03T14:20:03", "bid1": 42.47, "ask1": 42.48, "bid_qty1": 700, "ask_qty1": 600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.688146:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.688146:BREAK_PREV_HIGH", "symbol": "SHSE.688146", "name": "中船特气", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 196.58, "exec_low": 196.58, "exec_high": 199.53, "invalid_price": 173.262, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 192.0, "theme": "固态电池", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 230.4, "max_chase_pct": 1.5, "base_exec_high": 199.53, "dynamic_exec_high": null, "intraday_vwap": 186.5621, "price_vs_vwap_pct": -1.4269, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.1433, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 183.75, "high": 183.75, "low": 183.57, "close": 183.57, "amount_yi": 0.0948 }, { "time": "14:20", "open": 183.9, "high": 183.9, "low": 183.9, "close": 183.9, "amount_yi": 0.0485 } ] }, "quote": { "last": 183.9, "ts": "2026-06-03T14:20:03", "bid1": 183.83, "ask1": 183.9, "bid_qty1": 129, "ask_qty1": 204 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "W11", "status": "FILLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.83, "exec_low": 74.83, "exec_high": 75.95, "invalid_price": 72.478, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 74.0, "theme": "AI算力基础设施", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 81.4, "max_chase_pct": 1.5, "base_exec_high": 75.95, "dynamic_exec_high": null, "intraday_vwap": 76.3246, "price_vs_vwap_pct": -2.6395, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 74.31, "ts": "2026-06-03T14:20:03", "bid1": 74.3, "ask1": 74.31, "bid_qty1": 10500, "ask_qty1": 22500 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W12", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1205.58, "exec_low": 1205.58, "exec_high": 1223.66, "invalid_price": 1158.466, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 1191.81, "theme": "无人驾驶", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 1430.17, "max_chase_pct": 1.5, "base_exec_high": 1223.66, "dynamic_exec_high": null, "intraday_vwap": 1273.218, "price_vs_vwap_pct": -0.4915, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 2.4202, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 1267.01, "high": 1267.01, "low": 1266.69, "close": 1266.69, "amount_yi": 1.66 }, { "time": "14:20", "open": 1266.96, "high": 1266.96, "low": 1266.96, "close": 1266.96, "amount_yi": 0.7602 } ] }, "quote": { "last": 1266.96, "ts": "2026-06-03T14:20:03", "bid1": 1267.11, "ask1": 1268.8, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.603011:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.603011:BREAK_PREV_HIGH", "symbol": "SHSE.603011", "name": "合锻智能", "side": "BUY", "priority": "W13", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 29.43, "exec_low": 29.43, "exec_high": 29.87, "invalid_price": 24.912, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 28.99, "theme": "可控核聚变", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 31.89, "max_chase_pct": 1.5, "base_exec_high": 29.87, "dynamic_exec_high": null, "intraday_vwap": 30.0901, "price_vs_vwap_pct": 3.4227, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.1082, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 31.18, "high": 31.18, "low": 30.98, "close": 30.98, "amount_yi": 0.0429 }, { "time": "14:20", "open": 31.12, "high": 31.12, "low": 31.12, "close": 31.12, "amount_yi": 0.0653 } ] }, "quote": { "last": 31.12, "ts": "2026-06-03T14:20:05", "bid1": 31.11, "ask1": 31.12, "bid_qty1": 700, "ask_qty1": 38200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.002957:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.002957:BREAK_PREV_HIGH", "symbol": "SZSE.002957", "name": "科瑞技术", "side": "BUY", "priority": "W14", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.69, "exec_low": 66.69, "exec_high": 67.69, "invalid_price": 61.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "near_trigger", "qty": 100, "prev_close": 66.69, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 73.36, "max_chase_pct": 1.5, "base_exec_high": 67.69, "dynamic_exec_high": null, "intraday_vwap": 68.5369, "price_vs_vwap_pct": -3.2492, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0864, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 66.32, "high": 66.32, "low": 66.28, "close": 66.28, "amount_yi": 0.0589 }, { "time": "14:20", "open": 66.31, "high": 66.31, "low": 66.31, "close": 66.31, "amount_yi": 0.0275 } ] }, "quote": { "last": 66.31, "ts": "2026-06-03T14:20:03", "bid1": 66.31, "ask1": 66.33, "bid_qty1": 5800, "ask_qty1": 1500 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300548:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300548:BREAK_PREV_HIGH", "symbol": "SZSE.300548", "name": "长芯博创", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 240.35, "exec_low": 240.35, "exec_high": 243.96, "invalid_price": 234.852, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "minute_energy_warmup_2/3", "qty": 100, "prev_close": 234.6, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 281.52, "max_chase_pct": 1.5, "base_exec_high": 243.96, "dynamic_exec_high": null, "intraday_vwap": 247.6113, "price_vs_vwap_pct": -1.8502, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.1982, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 242.64, "high": 243.04, "low": 242.64, "close": 243.04, "amount_yi": 0.1627 }, { "time": "14:20", "open": 243.03, "high": 243.03, "low": 243.03, "close": 243.03, "amount_yi": 0.0355 } ] }, "quote": { "last": 243.03, "ts": "2026-06-03T14:20:03", "bid1": 243.03, "ask1": 243.04, "bid_qty1": 200, "ask_qty1": 8700 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.301486:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.301486:BREAK_PREV_HIGH", "symbol": "SZSE.301486", "name": "致尚科技", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 254.74, "exec_low": 254.74, "exec_high": 258.56, "invalid_price": 258.084, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "invalid_price_broken", "qty": 100, "prev_close": 243.56, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 292.27, "max_chase_pct": 1.5, "base_exec_high": 258.56, "dynamic_exec_high": null, "intraday_vwap": 248.8063, "price_vs_vwap_pct": -6.0313, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2063, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 232.7, "high": 232.7, "low": 232.62, "close": 232.62, "amount_yi": 0.0938 }, { "time": "14:20", "open": 233.8, "high": 233.8, "low": 233.8, "close": 233.8, "amount_yi": 0.1125 } ] }, "quote": { "last": 233.8, "ts": "2026-06-03T14:20:03", "bid1": 233.73, "ask1": 233.8, "bid_qty1": 300, "ask_qty1": 500 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SZSE.300570:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SZSE.300570:BREAK_PREV_HIGH", "symbol": "SZSE.300570", "name": "太辰光", "side": "BUY", "priority": "W17", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 163.95, "exec_low": 163.95, "exec_high": 166.41, "invalid_price": 161.276, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 160.85, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 193.02, "max_chase_pct": 1.5, "base_exec_high": 166.41, "dynamic_exec_high": null, "intraday_vwap": 173.1006, "price_vs_vwap_pct": -2.184, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2522, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 169.35, "high": 169.35, "low": 169.35, "close": 169.35, "amount_yi": 0.2061 }, { "time": "14:20", "open": 169.32, "high": 169.32, "low": 169.32, "close": 169.32, "amount_yi": 0.0461 } ] }, "quote": { "last": 169.32, "ts": "2026-06-03T14:20:03", "bid1": 169.31, "ask1": 169.32, "bid_qty1": 5500, "ask_qty1": 1100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.600360:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.600360:BREAK_PREV_HIGH", "symbol": "SHSE.600360", "name": "华微电子", "side": "BUY", "priority": "W18", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.77, "exec_low": 12.77, "exec_high": 12.96, "invalid_price": 11.964, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "minute_energy_warmup_2/3", "qty": 100, "prev_close": 12.77, "theme": "半导体材料设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.05, "max_chase_pct": 1.5, "base_exec_high": 12.96, "dynamic_exec_high": null, "intraday_vwap": 12.956, "price_vs_vwap_pct": -1.2041, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0592, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 12.79, "high": 12.79, "low": 12.79, "close": 12.79, "amount_yi": 0.0478 }, { "time": "14:20", "open": 12.8, "high": 12.8, "low": 12.8, "close": 12.8, "amount_yi": 0.0114 } ] }, "quote": { "last": 12.8, "ts": "2026-06-03T14:20:04", "bid1": 12.79, "ask1": 12.8, "bid_qty1": 29100, "ask_qty1": 12500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260602:20260603:SHSE.600367:BREAK_PREV_HIGH:BUY", "plan_id": "20260602:SHSE.600367:BREAK_PREV_HIGH", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "W19", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.84, "exec_low": 38.84, "exec_high": 39.42, "invalid_price": 33.934, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-03T14:20:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 38.84, "theme": "小金属概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 42.72, "max_chase_pct": 1.5, "base_exec_high": 39.42, "dynamic_exec_high": null, "intraday_vwap": 42.4663, "price_vs_vwap_pct": 0.5974, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0013, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0011 }, { "time": "14:20", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0002 } ] }, "quote": { "last": 42.72, "ts": "2026-06-03T14:20:03", "bid1": 42.72, "ask1": 0.0, "bid_qty1": 6825004, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 941926.0, "market_value": 57087.0, "total_value": 999013.0, "unrealized_pnl": -987.0000000000005, "total_pnl": -987.0, "total_pnl_pct": -0.09869999999999601 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 0, "avg_cost": 505.24, "last_price": 496.56, "market_value": 49656.0, "unrealized_pnl": -868.0000000000007, "unrealized_pnl_pct": -1.7179954081228743, "updated_at": "2026-06-03T14:20:05", "position_pct_of_total": 4.970505889312752 }, { "symbol": "SZSE.002475", "name": "立讯精密", "quantity": 100, "sellable_qty": 0, "avg_cost": 75.5, "last_price": 74.31, "market_value": 7431.0, "unrealized_pnl": -118.99999999999977, "unrealized_pnl_pct": -1.576158940397343, "updated_at": "2026-06-03T14:20:05", "position_pct_of_total": 0.743834164320184 } ], "paper_orders": [ { "amount": 0.0, "event_id": "20260602:20260603:SZSE.300394:BREAK_PREV_HIGH:BUY", "name": "天孚通信", "participation_rate": null, "plan_date": "20260602", "price": null, "qty": 0, "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.300394", "trade_date": "20260603", "trigger_price": 463.01, "ts": "2026-06-03T09:30:06", "id": 1, "template_key": "BREAK_PREV_HIGH", "decision": "active_plan", "paper_scope": "active", "theme": "光纤概念", "exec_low": 463.01, "exec_high": 476.9, "invalid_price": 443.45, "chase_ceiling": 548.4, "max_chase_pct": 3.0, "base_exec_high": 476.9, "intraday_vwap": 504.9221, "price_vs_vwap_pct": -1.6561, "energy_floor_hint_yi": 1.0, "quote_last": 496.56, "quote_bid1": 496.53, "quote_ask1": 496.61, "quote_bid_qty1": 600, "quote_ask_qty1": 500, "quote_ts": "2026-06-03T14:20:03" }, { "amount": 0.0, "event_id": "20260602:20260603:SHSE.603773:BREAK_PREV_HIGH:BUY", "name": "沃格光电", "participation_rate": null, "plan_date": "20260602", "price": null, "qty": 0, "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.603773", "trade_date": "20260603", "trigger_price": 123.44, "ts": "2026-06-03T09:31:37", "id": 2, "template_key": "BREAK_PREV_HIGH", "decision": "active_plan", "paper_scope": "active", "theme": "柔性屏(折叠屏)", "exec_low": 123.44, "exec_high": 127.14, "invalid_price": 110.11, "chase_ceiling": 134.2, "max_chase_pct": 3.0, "base_exec_high": 127.14, "intraday_vwap": 120.0563, "price_vs_vwap_pct": -3.2454, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 2, "min_samples": 2, "amount_yi": 0.3647, "prev_amount_yi": 0, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 115.36, "high": 115.4, "low": 115.36, "close": 115.4, "amount_yi": 0.3434 }, { "time": "14:20", "open": 116.16, "high": 116.16, "low": 116.16, "close": 116.16, "amount_yi": 0.0213 } ] }, "quote_last": 116.16, "quote_bid1": 116.14, "quote_ask1": 116.16, "quote_bid_qty1": 100, "quote_ask_qty1": 400, "quote_ts": "2026-06-03T14:20:02" }, { "amount": 0.0, "decision": "conditional_plan", "event_id": "20260602:20260603:SZSE.300502:BREAK_PREV_HIGH:BUY", "exec_high": 754.26, "exec_low": 752.0, "invalid_price": 709.322, "name": "新易盛", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SZSE.300502:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 806.55, "quote_ask_qty1": 700, "quote_bid1": 806.51, "quote_bid_qty1": 100, "quote_last": 806.5, "quote_ts": "2026-06-03T10:44:15", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.300502", "template_key": "BREAK_PREV_HIGH", "theme": "AI光通信链", "trade_date": "20260603", "trigger_price": 752.0, "ts": "2026-06-03T10:44:17", "id": 3, "chase_ceiling": 896.4, "max_chase_pct": 1.5, "base_exec_high": 763.28, "intraday_vwap": 792.9122, "price_vs_vwap_pct": -1.3762, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 2.4852, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 782.22, "high": 782.22, "low": 781.06, "close": 781.06, "amount_yi": 1.3978 }, { "time": "14:20", "open": 782.0, "high": 782.0, "low": 782.0, "close": 782.0, "amount_yi": 1.0874 } ] } }, { "amount": 0.0, "decision": "conditional_plan", "event_id": "20260602:20260603:SHSE.688498:BREAK_PREV_HIGH:BUY", "exec_high": 1238.7, "exec_low": 1235.0, "invalid_price": 1135.864, "name": "源杰科技", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SHSE.688498:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 1417.0, "quote_ask_qty1": 129, "quote_bid1": 1415.02, "quote_bid_qty1": 324, "quote_last": 1417.0, "quote_ts": "2026-06-03T10:44:16", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.688498", "template_key": "BREAK_PREV_HIGH", "theme": "光纤概念", "trade_date": "20260603", "trigger_price": 1235.0, "ts": "2026-06-03T10:44:17", "id": 4, "chase_ceiling": 1448.29, "max_chase_pct": 1.5, "base_exec_high": 1253.52, "intraday_vwap": 1369.0914, "price_vs_vwap_pct": 1.1649, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2399, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 1385.28, "high": 1385.88, "low": 1385.28, "close": 1385.88, "amount_yi": 0.1588 }, { "time": "14:20", "open": 1385.04, "high": 1385.04, "low": 1385.04, "close": 1385.04, "amount_yi": 0.0811 } ] } }, { "amount": 0.0, "decision": "conditional_plan", "event_id": "20260602:20260603:SHSE.603618:BREAK_PREV_HIGH:BUY", "exec_high": 42.41, "exec_low": 42.28, "invalid_price": 39.604, "name": "杭电股份", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SHSE.603618:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 42.45, "quote_ask_qty1": 900, "quote_bid1": 42.44, "quote_bid_qty1": 500, "quote_last": 42.45, "quote_ts": "2026-06-03T10:44:16", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.603618", "template_key": "BREAK_PREV_HIGH", "theme": "光纤概念", "trade_date": "20260603", "trigger_price": 42.28, "ts": "2026-06-03T10:44:17", "id": 5, "chase_ceiling": 46.46, "max_chase_pct": 1.5, "base_exec_high": 42.91, "intraday_vwap": 43.271, "price_vs_vwap_pct": 0.8759, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2483, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 43.61, "high": 43.69, "low": 43.61, "close": 43.69, "amount_yi": 0.2098 }, { "time": "14:20", "open": 43.65, "high": 43.65, "low": 43.65, "close": 43.65, "amount_yi": 0.0385 } ] } }, { "amount": 0.0, "decision": "conditional_plan", "event_id": "20260602:20260603:SHSE.603678:BREAK_PREV_HIGH:BUY", "exec_high": 58.79, "exec_low": 58.61, "invalid_price": 50.13, "name": "火炬电子", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SHSE.603678:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 63.85, "quote_ask_qty1": 200, "quote_bid1": 63.84, "quote_bid_qty1": 1200, "quote_last": 63.84, "quote_ts": "2026-06-03T10:44:14", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.603678", "template_key": "BREAK_PREV_HIGH", "theme": "通信技术", "trade_date": "20260603", "trigger_price": 58.61, "ts": "2026-06-03T10:44:17", "id": 6, "chase_ceiling": 64.47, "max_chase_pct": 1.5, "base_exec_high": 59.49, "intraday_vwap": 62.9767, "price_vs_vwap_pct": 1.212, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 63.68, "high": 63.78, "low": 63.68, "close": 63.78, "amount_yi": 0.0541 }, { "time": "14:20", "open": 63.74, "high": 63.74, "low": 63.74, "close": 63.74, "amount_yi": 0.021 } ] } }, { "amount": 0.0, "decision": "conditional_plan", "event_id": "20260602:20260603:SZSE.002475:BREAK_PREV_HIGH:BUY", "exec_high": 75.05, "exec_low": 74.83, "invalid_price": 72.478, "name": "立讯精密", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SZSE.002475:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 76.87, "quote_ask_qty1": 4700, "quote_bid1": 76.8, "quote_bid_qty1": 1500, "quote_last": 76.87, "quote_ts": "2026-06-03T10:44:15", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.002475", "template_key": "BREAK_PREV_HIGH", "theme": "AI算力基础设施", "trade_date": "20260603", "trigger_price": 74.83, "ts": "2026-06-03T10:44:17", "id": 7, "chase_ceiling": 81.4, "max_chase_pct": 1.5, "base_exec_high": 75.95, "intraday_vwap": 76.3246, "price_vs_vwap_pct": -2.6395, "energy_floor_hint_yi": 1.0 }, { "amount": 0.0, "chase_ceiling": 64.47, "decision": "conditional_plan", "event_id": "20260602:20260603:SHSE.603678:BREAK_PREV_HIGH:BUY", "exec_high": 59.49, "exec_low": 58.61, "invalid_price": 50.13, "max_chase_pct": 1.5, "name": "火炬电子", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260602", "plan_id": "20260602:SHSE.603678:BREAK_PREV_HIGH", "price": null, "qty": 0, "quote_ask1": 0.0, "quote_ask_qty1": 0, "quote_bid1": 64.47, "quote_bid_qty1": 29400, "quote_last": 64.47, "quote_ts": "2026-06-03T13:51:47", "reason": "limit_up_locked_no_ask", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.603678", "template_key": "BREAK_PREV_HIGH", "theme": "通信技术", "trade_date": "20260603", "trigger_price": 58.61, "ts": "2026-06-03T13:51:47", "id": 8, "base_exec_high": 59.49, "intraday_vwap": 62.9767, "price_vs_vwap_pct": 1.212, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:19", "open": 63.68, "high": 63.78, "low": 63.68, "close": 63.78, "amount_yi": 0.0541 }, { "time": "14:20", "open": 63.74, "high": 63.74, "low": 63.74, "close": 63.74, "amount_yi": 0.021 } ] } }, { "amount": 7550.0, "chase_ceiling": 81.4, "decision": "conditional_plan", "event_id": "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": 76.3246, "price_vs_vwap_pct": -2.6395, "energy_floor_hint_yi": 1.0 }, { "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, "energy_floor_hint_yi": 1.0 } ], "orders_this_tick": [], "summary": { "active_contracts": 23, "active_plan_contracts": 3, "watch_candidate_contracts": 20, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 2, "filled_watch_orders": 1, "rejected_orders": 0, "unfilled_orders": 8 } }