{ "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": "2026-06-03T14:43:58", "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": "2026-06-03T14:43:58", "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": 227.4394, "price_vs_vwap_pct": -1.3056, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.8798, "prev_amount_yi": 1.965, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9566, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 223.87, "high": 224.04, "low": 223.87, "close": 224.04, "amount_yi": 0.3748 }, { "time": "14:42", "open": 224.19, "high": 224.23, "low": 224.19, "close": 224.23, "amount_yi": 0.9401 }, { "time": "14:43", "open": 224.35, "high": 224.47, "low": 224.35, "close": 224.47, "amount_yi": 0.5649 } ] }, "quote": { "last": 224.47, "ts": "2026-06-03T14:43:57", "bid1": 224.46, "ask1": 224.47, "bid_qty1": 100, "ask_qty1": 800 }, "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": "2026-06-03T14:43:58", "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": 503.4681, "price_vs_vwap_pct": -1.5231, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 495.8, "ts": "2026-06-03T14:43:54", "bid1": 495.8, "ask1": 496.38, "bid_qty1": 6600, "ask_qty1": 700 }, "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": "2026-06-03T14:43:58", "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": 119.8836, "price_vs_vwap_pct": -1.9132, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2809, "prev_amount_yi": 0.1721, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6322, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:41", "open": 116.47, "high": 116.47, "low": 116.47, "close": 116.47, "amount_yi": 0.066 }, { "time": "14:42", "open": 116.79, "high": 117.46, "low": 116.79, "close": 117.46, "amount_yi": 0.1165 }, { "time": "14:43", "open": 117.59, "high": 117.59, "low": 117.59, "close": 117.59, "amount_yi": 0.0984 } ] }, "quote": { "last": 117.59, "ts": "2026-06-03T14:43:56", "bid1": 117.59, "ask1": 117.63, "bid_qty1": 1000, "ask_qty1": 500 }, "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": "2026-06-03T14:43:58", "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": 5.4056, "price_vs_vwap_pct": -0.1036, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.102, "prev_amount_yi": 0.1593, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6403, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 5.34, "high": 5.35, "low": 5.34, "close": 5.35, "amount_yi": 0.0149 }, { "time": "14:40", "open": 5.36, "high": 5.36, "low": 5.35, "close": 5.35, "amount_yi": 0.0183 }, { "time": "14:41", "open": 5.36, "high": 5.37, "low": 5.36, "close": 5.37, "amount_yi": 0.0151 }, { "time": "14:42", "open": 5.37, "high": 5.38, "low": 5.37, "close": 5.38, "amount_yi": 0.0212 }, { "time": "14:43", "open": 5.4, "high": 5.4, "low": 5.4, "close": 5.4, "amount_yi": 0.0325 } ] }, "quote": { "last": 5.4, "ts": "2026-06-03T14:43:57", "bid1": 5.4, "ask1": 5.41, "bid_qty1": 14700, "ask_qty1": 223900 }, "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": "2026-06-03T14:43:58", "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": 45.2532, "price_vs_vwap_pct": -1.0236, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.0639, "prev_amount_yi": 4.9825, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8156, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 44.64, "high": 44.85, "low": 44.64, "close": 44.85, "amount_yi": 0.8317 }, { "time": "14:40", "open": 44.8, "high": 44.8, "low": 44.78, "close": 44.78, "amount_yi": 0.7571 }, { "time": "14:41", "open": 44.95, "high": 44.95, "low": 44.91, "close": 44.91, "amount_yi": 0.8399 }, { "time": "14:42", "open": 44.98, "high": 44.98, "low": 44.92, "close": 44.92, "amount_yi": 1.0233 }, { "time": "14:43", "open": 44.9, "high": 44.9, "low": 44.79, "close": 44.79, "amount_yi": 0.6119 } ] }, "quote": { "last": 44.79, "ts": "2026-06-03T14:43:56", "bid1": 44.78, "ask1": 44.79, "bid_qty1": 12200, "ask_qty1": 14500 }, "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": "2026-06-03T14:43:58", "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": 25.4284, "price_vs_vwap_pct": -2.196, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.614, "prev_amount_yi": 1.4686, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4181, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 24.5, "high": 24.64, "low": 24.5, "close": 24.64, "amount_yi": 0.0892 }, { "time": "14:40", "open": 24.75, "high": 24.89, "low": 24.75, "close": 24.89, "amount_yi": 0.1275 }, { "time": "14:41", "open": 25.0, "high": 25.05, "low": 25.0, "close": 25.05, "amount_yi": 0.1652 }, { "time": "14:42", "open": 24.95, "high": 24.95, "low": 24.8, "close": 24.8, "amount_yi": 0.1274 }, { "time": "14:43", "open": 24.75, "high": 24.87, "low": 24.75, "close": 24.87, "amount_yi": 0.1047 } ] }, "quote": { "last": 24.87, "ts": "2026-06-03T14:43:57", "bid1": 24.86, "ask1": 24.87, "bid_qty1": 18300, "ask_qty1": 8567 }, "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": "2026-06-03T14:43:58", "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": 133.9045, "price_vs_vwap_pct": 0.034, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7174, "prev_amount_yi": 1.6227, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0584, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 132.88, "high": 133.13, "low": 132.88, "close": 133.13, "amount_yi": 0.3942 }, { "time": "14:40", "open": 133.21, "high": 133.36, "low": 133.21, "close": 133.36, "amount_yi": 0.3708 }, { "time": "14:41", "open": 133.42, "high": 133.44, "low": 133.42, "close": 133.44, "amount_yi": 0.3342 }, { "time": "14:42", "open": 133.9, "high": 134.0, "low": 133.9, "close": 134.0, "amount_yi": 0.3818 }, { "time": "14:43", "open": 134.16, "high": 134.16, "low": 133.95, "close": 133.95, "amount_yi": 0.2364 } ] }, "quote": { "last": 133.95, "ts": "2026-06-03T14:43:54", "bid1": 133.93, "ask1": 133.95, "bid_qty1": 15700, "ask_qty1": 900 }, "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": "2026-06-03T14:43:58", "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": 790.0665, "price_vs_vwap_pct": -1.0425, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.5547, "prev_amount_yi": 14.5819, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5867, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 775.55, "high": 775.55, "low": 775.0, "close": 775.0, "amount_yi": 1.7317 }, { "time": "14:40", "open": 775.0, "high": 776.5, "low": 775.0, "close": 776.5, "amount_yi": 1.8989 }, { "time": "14:41", "open": 778.0, "high": 778.59, "low": 778.0, "close": 778.59, "amount_yi": 1.9245 }, { "time": "14:42", "open": 779.66, "high": 780.63, "low": 779.66, "close": 780.63, "amount_yi": 1.6234 }, { "time": "14:43", "open": 781.99, "high": 781.99, "low": 781.83, "close": 781.83, "amount_yi": 1.3762 } ] }, "quote": { "last": 781.83, "ts": "2026-06-03T14:43:54", "bid1": 781.5, "ask1": 781.83, "bid_qty1": 100, "ask_qty1": 1100 }, "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": "2026-06-03T14:43:58", "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": 20.099, "price_vs_vwap_pct": -2.9802, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6921, "prev_amount_yi": 1.2553, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5513, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 19.24, "high": 19.29, "low": 19.24, "close": 19.29, "amount_yi": 0.1008 }, { "time": "14:40", "open": 19.37, "high": 19.57, "low": 19.37, "close": 19.57, "amount_yi": 0.1023 }, { "time": "14:41", "open": 19.6, "high": 19.6, "low": 19.46, "close": 19.46, "amount_yi": 0.2482 }, { "time": "14:42", "open": 19.5, "high": 19.63, "low": 19.5, "close": 19.63, "amount_yi": 0.0896 }, { "time": "14:43", "open": 19.53, "high": 19.53, "low": 19.5, "close": 19.5, "amount_yi": 0.1512 } ] }, "quote": { "last": 19.5, "ts": "2026-06-03T14:43:57", "bid1": 19.51, "ask1": 19.52, "bid_qty1": 1100, "ask_qty1": 9600 }, "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": "2026-06-03T14:43:58", "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": 1369.6627, "price_vs_vwap_pct": 1.1191, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8515, "prev_amount_yi": 2.4991, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7409, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 1372.39, "high": 1378.0, "low": 1372.39, "close": 1378.0, "amount_yi": 0.3464 }, { "time": "14:40", "open": 1380.0, "high": 1381.0, "low": 1380.0, "close": 1381.0, "amount_yi": 0.4501 }, { "time": "14:41", "open": 1381.0, "high": 1382.78, "low": 1381.0, "close": 1382.78, "amount_yi": 0.3691 }, { "time": "14:42", "open": 1383.47, "high": 1385.58, "low": 1383.47, "close": 1385.58, "amount_yi": 0.3859 }, { "time": "14:43", "open": 1387.65, "high": 1387.65, "low": 1384.99, "close": 1384.99, "amount_yi": 0.3 } ] }, "quote": { "last": 1384.99, "ts": "2026-06-03T14:43:55", "bid1": 1384.99, "ask1": 1385.47, "bid_qty1": 434, "ask_qty1": 46 }, "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": "2026-06-03T14:43:58", "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": 43.2612, "price_vs_vwap_pct": -0.1877, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.628, "prev_amount_yi": 0.822, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.764, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 43.37, "high": 43.37, "low": 43.28, "close": 43.28, "amount_yi": 0.1875 }, { "time": "14:40", "open": 43.21, "high": 43.23, "low": 43.21, "close": 43.23, "amount_yi": 0.1326 }, { "time": "14:41", "open": 43.34, "high": 43.38, "low": 43.34, "close": 43.38, "amount_yi": 0.0797 }, { "time": "14:42", "open": 43.43, "high": 43.43, "low": 43.31, "close": 43.31, "amount_yi": 0.1326 }, { "time": "14:43", "open": 43.3, "high": 43.3, "low": 43.18, "close": 43.18, "amount_yi": 0.0956 } ] }, "quote": { "last": 43.18, "ts": "2026-06-03T14:43:55", "bid1": 43.13, "ask1": 43.18, "bid_qty1": 2200, "ask_qty1": 20000 }, "previous_state": "OBSERVE", "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": "2026-06-03T14:43:58", "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": 62.982, "price_vs_vwap_pct": 1.5052, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5293, "prev_amount_yi": 0.6541, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8092, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 63.41, "high": 63.6, "low": 63.41, "close": 63.6, "amount_yi": 0.1387 }, { "time": "14:40", "open": 63.76, "high": 63.8, "low": 63.76, "close": 63.8, "amount_yi": 0.1224 }, { "time": "14:41", "open": 63.75, "high": 63.75, "low": 63.69, "close": 63.69, "amount_yi": 0.0864 }, { "time": "14:42", "open": 63.81, "high": 63.88, "low": 63.81, "close": 63.88, "amount_yi": 0.1078 }, { "time": "14:43", "open": 63.91, "high": 63.93, "low": 63.91, "close": 63.93, "amount_yi": 0.074 } ] }, "quote": { "last": 63.93, "ts": "2026-06-03T14:43:56", "bid1": 63.93, "ask1": 63.94, "bid_qty1": 1700, "ask_qty1": 500 }, "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": "2026-06-03T14:43:58", "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": 42.7216, "price_vs_vwap_pct": -0.4017, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5909, "prev_amount_yi": 0.7544, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7833, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 42.35, "high": 42.35, "low": 42.32, "close": 42.32, "amount_yi": 0.1111 }, { "time": "14:40", "open": 42.32, "high": 42.4, "low": 42.32, "close": 42.4, "amount_yi": 0.1103 }, { "time": "14:41", "open": 42.41, "high": 42.41, "low": 42.36, "close": 42.36, "amount_yi": 0.163 }, { "time": "14:42", "open": 42.43, "high": 42.51, "low": 42.43, "close": 42.51, "amount_yi": 0.0947 }, { "time": "14:43", "open": 42.68, "high": 42.68, "low": 42.55, "close": 42.55, "amount_yi": 0.1118 } ] }, "quote": { "last": 42.55, "ts": "2026-06-03T14:43:54", "bid1": 42.53, "ask1": 42.54, "bid_qty1": 100, "ask_qty1": 1500 }, "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": "2026-06-03T14:43:58", "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": 186.3199, "price_vs_vwap_pct": -1.1431, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7444, "prev_amount_yi": 1.067, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6977, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 180.8, "high": 182.12, "low": 180.8, "close": 182.12, "amount_yi": 0.1641 }, { "time": "14:40", "open": 182.29, "high": 182.59, "low": 182.29, "close": 182.59, "amount_yi": 0.138 }, { "time": "14:41", "open": 183.87, "high": 184.0, "low": 183.87, "close": 184.0, "amount_yi": 0.1926 }, { "time": "14:42", "open": 184.3, "high": 184.3, "low": 184.0, "close": 184.0, "amount_yi": 0.1431 }, { "time": "14:43", "open": 184.12, "high": 184.19, "low": 184.12, "close": 184.19, "amount_yi": 0.1066 } ] }, "quote": { "last": 184.19, "ts": "2026-06-03T14:43:55", "bid1": 184.1, "ask1": 184.31, "bid_qty1": 691, "ask_qty1": 310 }, "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": "2026-06-03T14:43:58", "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": 76.14, "price_vs_vwap_pct": -2.1408, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 74.51, "ts": "2026-06-03T14:43:57", "bid1": 74.56, "ask1": 74.57, "bid_qty1": 700, "ask_qty1": 200 }, "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": "2026-06-03T14:43:58", "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": 1270.8582, "price_vs_vwap_pct": -0.3138, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.8311, "prev_amount_yi": 18.1813, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5957, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 1262.84, "high": 1264.0, "low": 1262.84, "close": 1264.0, "amount_yi": 2.4722 }, { "time": "14:40", "open": 1262.94, "high": 1264.02, "low": 1262.94, "close": 1264.02, "amount_yi": 2.9904 }, { "time": "14:41", "open": 1266.88, "high": 1267.04, "low": 1266.88, "close": 1267.04, "amount_yi": 2.1534 }, { "time": "14:42", "open": 1265.01, "high": 1266.42, "low": 1265.01, "close": 1266.42, "amount_yi": 1.5111 }, { "time": "14:43", "open": 1269.11, "high": 1269.11, "low": 1266.87, "close": 1266.87, "amount_yi": 1.704 } ] }, "quote": { "last": 1266.87, "ts": "2026-06-03T14:43:54", "bid1": 1266.1, "ask1": 1266.99, "bid_qty1": 100, "ask_qty1": 700 }, "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": "2026-06-03T14:43:58", "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": 30.1283, "price_vs_vwap_pct": 2.3954, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.341, "prev_amount_yi": 0.5163, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6605, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 30.64, "high": 30.64, "low": 30.64, "close": 30.64, "amount_yi": 0.0664 }, { "time": "14:40", "open": 30.85, "high": 30.99, "low": 30.85, "close": 30.99, "amount_yi": 0.0769 }, { "time": "14:41", "open": 30.91, "high": 30.91, "low": 30.88, "close": 30.88, "amount_yi": 0.0623 }, { "time": "14:42", "open": 30.87, "high": 30.87, "low": 30.87, "close": 30.87, "amount_yi": 0.0329 }, { "time": "14:43", "open": 30.91, "high": 30.91, "low": 30.85, "close": 30.85, "amount_yi": 0.1025 } ] }, "quote": { "last": 30.85, "ts": "2026-06-03T14:43:56", "bid1": 30.84, "ask1": 30.85, "bid_qty1": 1700, "ask_qty1": 2100 }, "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": "OBSERVE", "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": "2026-06-03T14:43:58", "sim_reason": "waiting_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": 68.3232, "price_vs_vwap_pct": -3.7955, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4201, "prev_amount_yi": 0.5451, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7707, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 65.59, "high": 65.59, "low": 65.57, "close": 65.57, "amount_yi": 0.0698 }, { "time": "14:40", "open": 65.66, "high": 65.66, "low": 65.63, "close": 65.63, "amount_yi": 0.0808 }, { "time": "14:41", "open": 65.68, "high": 65.73, "low": 65.68, "close": 65.73, "amount_yi": 0.0865 }, { "time": "14:42", "open": 65.7, "high": 65.71, "low": 65.7, "close": 65.71, "amount_yi": 0.1038 }, { "time": "14:43", "open": 65.83, "high": 65.83, "low": 65.73, "close": 65.73, "amount_yi": 0.0792 } ] }, "quote": { "last": 65.73, "ts": "2026-06-03T14:43:57", "bid1": 65.63, "ask1": 65.73, "bid_qty1": 3500, "ask_qty1": 1200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "ACTIONABLE", "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": "2026-06-03T14:43:58", "sim_reason": "trigger_touched", "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": 247.0246, "price_vs_vwap_pct": -1.9612, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0336, "prev_amount_yi": 0.9091, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1369, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 240.58, "high": 240.87, "low": 240.58, "close": 240.87, "amount_yi": 0.1475 }, { "time": "14:40", "open": 240.8, "high": 240.8, "low": 240.63, "close": 240.63, "amount_yi": 0.1917 }, { "time": "14:41", "open": 240.71, "high": 240.77, "low": 240.71, "close": 240.77, "amount_yi": 0.2006 }, { "time": "14:42", "open": 241.36, "high": 241.64, "low": 241.36, "close": 241.64, "amount_yi": 0.2218 }, { "time": "14:43", "open": 242.25, "high": 242.25, "low": 242.18, "close": 242.18, "amount_yi": 0.272 } ] }, "quote": { "last": 242.18, "ts": "2026-06-03T14:43:54", "bid1": 242.0, "ask1": 242.18, "bid_qty1": 1100, "ask_qty1": 100 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "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": "2026-06-03T14:43:58", "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": 246.6088, "price_vs_vwap_pct": -5.5508, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5408, "prev_amount_yi": 1.1121, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4863, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 229.8, "high": 230.02, "low": 229.8, "close": 230.02, "amount_yi": 0.1254 }, { "time": "14:40", "open": 231.0, "high": 231.31, "low": 231.0, "close": 231.31, "amount_yi": 0.1146 }, { "time": "14:41", "open": 231.99, "high": 232.32, "low": 231.99, "close": 232.32, "amount_yi": 0.1302 }, { "time": "14:42", "open": 232.6, "high": 232.6, "low": 232.57, "close": 232.57, "amount_yi": 0.0702 }, { "time": "14:43", "open": 232.88, "high": 232.92, "low": 232.88, "close": 232.92, "amount_yi": 0.1004 } ] }, "quote": { "last": 232.92, "ts": "2026-06-03T14:43:54", "bid1": 232.91, "ask1": 232.92, "bid_qty1": 2000, "ask_qty1": 3000 }, "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": "2026-06-03T14:43:58", "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": 172.5985, "price_vs_vwap_pct": -2.2471, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8942, "prev_amount_yi": 1.4412, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6205, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 167.98, "high": 168.45, "low": 167.98, "close": 168.45, "amount_yi": 0.2521 }, { "time": "14:40", "open": 168.3, "high": 168.3, "low": 168.3, "close": 168.3, "amount_yi": 0.2193 }, { "time": "14:41", "open": 168.39, "high": 168.39, "low": 168.25, "close": 168.25, "amount_yi": 0.1651 }, { "time": "14:42", "open": 168.5, "high": 168.63, "low": 168.5, "close": 168.63, "amount_yi": 0.0977 }, { "time": "14:43", "open": 168.82, "high": 168.82, "low": 168.72, "close": 168.72, "amount_yi": 0.16 } ] }, "quote": { "last": 168.72, "ts": "2026-06-03T14:43:54", "bid1": 168.72, "ask1": 168.78, "bid_qty1": 1400, "ask_qty1": 100 }, "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": "2026-06-03T14:43:58", "sim_reason": "minute_energy_amount_too_low", "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": 12.9438, "price_vs_vwap_pct": -1.1882, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2025, "prev_amount_yi": 0.1593, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2712, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 12.74, "high": 12.75, "low": 12.74, "close": 12.75, "amount_yi": 0.034 }, { "time": "14:40", "open": 12.77, "high": 12.77, "low": 12.76, "close": 12.76, "amount_yi": 0.0438 }, { "time": "14:41", "open": 12.76, "high": 12.76, "low": 12.73, "close": 12.73, "amount_yi": 0.0432 }, { "time": "14:42", "open": 12.76, "high": 12.78, "low": 12.76, "close": 12.78, "amount_yi": 0.0342 }, { "time": "14:43", "open": 12.78, "high": 12.79, "low": 12.78, "close": 12.79, "amount_yi": 0.0473 } ] }, "quote": { "last": 12.79, "ts": "2026-06-03T14:43:55", "bid1": 12.79, "ask1": 12.8, "bid_qty1": 3700, "ask_qty1": 325600 }, "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": "2026-06-03T14:43:58", "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": 42.4926, "price_vs_vwap_pct": 0.5352, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0476, "prev_amount_yi": 0.4482, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.1062, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0123 }, { "time": "14:40", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0138 }, { "time": "14:41", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0088 }, { "time": "14:42", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0054 }, { "time": "14:43", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0073 } ] }, "quote": { "last": 42.72, "ts": "2026-06-03T14:43:57", "bid1": 42.72, "ask1": 0.0, "bid_qty1": 5888704, "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": 57031.0, "total_value": 998957.0, "unrealized_pnl": -1042.9999999999993, "total_pnl": -1043.0, "total_pnl_pct": -0.10430000000000161 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 0, "avg_cost": 505.24, "last_price": 495.8, "market_value": 49580.0, "unrealized_pnl": -943.9999999999998, "unrealized_pnl_pct": -1.8684189692027564, "updated_at": "2026-06-03T14:43:58", "position_pct_of_total": 4.963176593186694 }, { "symbol": "SZSE.002475", "name": "立讯精密", "quantity": 100, "sellable_qty": 0, "avg_cost": 75.5, "last_price": 74.51, "market_value": 7451.000000000001, "unrealized_pnl": -98.99999999999949, "unrealized_pnl_pct": -1.3112582781456883, "updated_at": "2026-06-03T14:43:58", "position_pct_of_total": 0.7458779507025829 } ], "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": 503.4681, "price_vs_vwap_pct": -1.5231, "energy_floor_hint_yi": 1.0, "quote_last": 495.8, "quote_bid1": 495.8, "quote_ask1": 496.38, "quote_bid_qty1": 6600, "quote_ask_qty1": 700, "quote_ts": "2026-06-03T14:43:54" }, { "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": 119.8836, "price_vs_vwap_pct": -1.9132, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2809, "prev_amount_yi": 0.1721, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6322, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:41", "open": 116.47, "high": 116.47, "low": 116.47, "close": 116.47, "amount_yi": 0.066 }, { "time": "14:42", "open": 116.79, "high": 117.46, "low": 116.79, "close": 117.46, "amount_yi": 0.1165 }, { "time": "14:43", "open": 117.59, "high": 117.59, "low": 117.59, "close": 117.59, "amount_yi": 0.0984 } ] }, "quote_last": 117.59, "quote_bid1": 117.59, "quote_ask1": 117.63, "quote_bid_qty1": 1000, "quote_ask_qty1": 500, "quote_ts": "2026-06-03T14:43:56" }, { "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": 790.0665, "price_vs_vwap_pct": -1.0425, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.5547, "prev_amount_yi": 14.5819, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5867, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 775.55, "high": 775.55, "low": 775.0, "close": 775.0, "amount_yi": 1.7317 }, { "time": "14:40", "open": 775.0, "high": 776.5, "low": 775.0, "close": 776.5, "amount_yi": 1.8989 }, { "time": "14:41", "open": 778.0, "high": 778.59, "low": 778.0, "close": 778.59, "amount_yi": 1.9245 }, { "time": "14:42", "open": 779.66, "high": 780.63, "low": 779.66, "close": 780.63, "amount_yi": 1.6234 }, { "time": "14:43", "open": 781.99, "high": 781.99, "low": 781.83, "close": 781.83, "amount_yi": 1.3762 } ] } }, { "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": 1369.6627, "price_vs_vwap_pct": 1.1191, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8515, "prev_amount_yi": 2.4991, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7409, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 1372.39, "high": 1378.0, "low": 1372.39, "close": 1378.0, "amount_yi": 0.3464 }, { "time": "14:40", "open": 1380.0, "high": 1381.0, "low": 1380.0, "close": 1381.0, "amount_yi": 0.4501 }, { "time": "14:41", "open": 1381.0, "high": 1382.78, "low": 1381.0, "close": 1382.78, "amount_yi": 0.3691 }, { "time": "14:42", "open": 1383.47, "high": 1385.58, "low": 1383.47, "close": 1385.58, "amount_yi": 0.3859 }, { "time": "14:43", "open": 1387.65, "high": 1387.65, "low": 1384.99, "close": 1384.99, "amount_yi": 0.3 } ] } }, { "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": 43.2612, "price_vs_vwap_pct": -0.1877, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.628, "prev_amount_yi": 0.822, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.764, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 43.37, "high": 43.37, "low": 43.28, "close": 43.28, "amount_yi": 0.1875 }, { "time": "14:40", "open": 43.21, "high": 43.23, "low": 43.21, "close": 43.23, "amount_yi": 0.1326 }, { "time": "14:41", "open": 43.34, "high": 43.38, "low": 43.34, "close": 43.38, "amount_yi": 0.0797 }, { "time": "14:42", "open": 43.43, "high": 43.43, "low": 43.31, "close": 43.31, "amount_yi": 0.1326 }, { "time": "14:43", "open": 43.3, "high": 43.3, "low": 43.18, "close": 43.18, "amount_yi": 0.0956 } ] } }, { "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": 62.982, "price_vs_vwap_pct": 1.5052, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5293, "prev_amount_yi": 0.6541, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8092, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 63.41, "high": 63.6, "low": 63.41, "close": 63.6, "amount_yi": 0.1387 }, { "time": "14:40", "open": 63.76, "high": 63.8, "low": 63.76, "close": 63.8, "amount_yi": 0.1224 }, { "time": "14:41", "open": 63.75, "high": 63.75, "low": 63.69, "close": 63.69, "amount_yi": 0.0864 }, { "time": "14:42", "open": 63.81, "high": 63.88, "low": 63.81, "close": 63.88, "amount_yi": 0.1078 }, { "time": "14:43", "open": 63.91, "high": 63.93, "low": 63.91, "close": 63.93, "amount_yi": 0.074 } ] } }, { "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": 76.14, "price_vs_vwap_pct": -2.1408, "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": 62.982, "price_vs_vwap_pct": 1.5052, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5293, "prev_amount_yi": 0.6541, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8092, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 63.41, "high": 63.6, "low": 63.41, "close": 63.6, "amount_yi": 0.1387 }, { "time": "14:40", "open": 63.76, "high": 63.8, "low": 63.76, "close": 63.8, "amount_yi": 0.1224 }, { "time": "14:41", "open": 63.75, "high": 63.75, "low": 63.69, "close": 63.69, "amount_yi": 0.0864 }, { "time": "14:42", "open": 63.81, "high": 63.88, "low": 63.81, "close": 63.88, "amount_yi": 0.1078 }, { "time": "14:43", "open": 63.91, "high": 63.93, "low": 63.91, "close": 63.93, "amount_yi": 0.074 } ] } }, { "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": 76.14, "price_vs_vwap_pct": -2.1408, "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": 1, "filled_orders": 2, "filled_watch_orders": 1, "rejected_orders": 0, "unfilled_orders": 8 } }