{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "WATCH_ONLY", "plan_date": "20260603", "trade_date": "20260604", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "quote_source": "public_http_sina:21/21", "quote_stale_lock": false, "generated_at": "2026-06-04T10:48:43", "signals": [ { "event_id": "20260603:20260604:SZSE.300308:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "NONE", "priority": "P0", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1320.0, "exec_low": 1320.0, "exec_high": 1359.6, "invalid_price": 1191.192, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 1275.0, "theme": "AI光通信链", "decision": "active_plan", "paper_scope": "watch_only", "chase_ceiling": 1530.0, "max_chase_pct": 3.0, "base_exec_high": 1359.6, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 1266.5, "ts": "2026-06-04T10:48:39", "bid1": 1266.37, "ask1": 1266.5, "bid_qty1": 100, "ask_qty1": 1800 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.300394:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.300394:BREAK_PREV_HIGH", "symbol": "SZSE.300394", "name": "天孚通信", "side": "NONE", "priority": "P1", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 525.0, "exec_low": 525.0, "exec_high": 540.75, "invalid_price": 457.204, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 497.38, "theme": "光纤概念", "decision": "active_plan", "paper_scope": "watch_only", "chase_ceiling": 596.86, "max_chase_pct": 3.0, "base_exec_high": 540.75, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 483.69, "ts": "2026-06-04T10:48:39", "bid1": 483.71, "ask1": 483.79, "bid_qty1": 100, "ask_qty1": 200 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688313:VWAP_RECLAIM:NONE", "plan_id": "20260603:SHSE.688313:VWAP_RECLAIM", "symbol": "SHSE.688313", "name": "仕佳光子", "side": "NONE", "priority": "W0", "status": "WATCH_ONLY", "template_key": "VWAP_RECLAIM", "trigger_price": 168.37, "exec_low": 170.86, "exec_high": 170.9, "invalid_price": 162.58, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 173.93, "max_chase_pct": 1.5, "base_exec_high": 170.9, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": null, "quote": { "last": 165.0, "ts": "2026-06-04T10:48:42", "bid1": 164.99, "ask1": 165.03, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603501:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.603501:BREAK_PREV_HIGH", "symbol": "SHSE.603501", "name": "豪威集团", "side": "NONE", "priority": "W1", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": null, "exec_low": null, "exec_high": 104.44, "invalid_price": 100.91, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 104.44, "max_chase_pct": 1.5, "base_exec_high": 104.44, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 97.21, "ts": "2026-06-04T10:48:40", "bid1": 97.2, "ask1": 97.21, "bid_qty1": 4900, "ask_qty1": 12200 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600869:VWAP_RECLAIM:NONE", "plan_id": "20260603:SHSE.600869:VWAP_RECLAIM", "symbol": "SHSE.600869", "name": "远东股份", "side": "NONE", "priority": "W2", "status": "WATCH_ONLY", "template_key": "VWAP_RECLAIM", "trigger_price": 26.82, "exec_low": 27.07, "exec_high": 27.22, "invalid_price": 26.22, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 27.71, "max_chase_pct": 1.5, "base_exec_high": 27.22, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": null, "quote": { "last": 26.55, "ts": "2026-06-04T10:48:41", "bid1": 26.55, "ask1": 26.56, "bid_qty1": 3700, "ask_qty1": 6300 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.601869:VWAP_RECLAIM:NONE", "plan_id": "20260603:SHSE.601869:VWAP_RECLAIM", "symbol": "SHSE.601869", "name": "长飞光纤", "side": "NONE", "priority": "W3", "status": "WATCH_ONLY", "template_key": "VWAP_RECLAIM", "trigger_price": 443.11, "exec_low": 447.35, "exec_high": 449.76, "invalid_price": 433.2, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 458.34, "max_chase_pct": 1.5, "base_exec_high": 449.76, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": null, "quote": { "last": 466.0, "ts": "2026-06-04T10:48:39", "bid1": 465.78, "ask1": 466.0, "bid_qty1": 600, "ask_qty1": 1400 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.002056:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.002056:BREAK_PREV_HIGH", "symbol": "SZSE.002056", "name": "横店东磁", "side": "NONE", "priority": "W4", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 28.23, "exec_low": 28.23, "exec_high": 28.65, "invalid_price": 25.934, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 27.5, "theme": "小金属概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 30.25, "max_chase_pct": 1.5, "base_exec_high": 28.65, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 26.98, "ts": "2026-06-04T10:48:42", "bid1": 26.97, "ask1": 26.98, "bid_qty1": 3700, "ask_qty1": 24400 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.000657:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.000657:BREAK_PREV_HIGH", "symbol": "SZSE.000657", "name": "中钨高新", "side": "NONE", "priority": "W5", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 73.16, "exec_low": 73.16, "exec_high": 74.26, "invalid_price": 67.674, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 71.71, "theme": "小金属概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 78.88, "max_chase_pct": 1.5, "base_exec_high": 74.26, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 74.46, "ts": "2026-06-04T10:48:42", "bid1": 74.46, "ask1": 74.47, "bid_qty1": 8000, "ask_qty1": 900 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.601101:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.601101:BREAK_PREV_HIGH", "symbol": "SHSE.601101", "name": "昊华能源", "side": "NONE", "priority": "W6", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 14.65, "exec_low": 14.65, "exec_high": 14.87, "invalid_price": 12.89, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 14.01, "theme": "稀缺资源", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 15.41, "max_chase_pct": 1.5, "base_exec_high": 14.87, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 13.77, "ts": "2026-06-04T10:48:40", "bid1": 13.75, "ask1": 13.77, "bid_qty1": 10700, "ask_qty1": 26069 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688595:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.688595:BREAK_PREV_HIGH", "symbol": "SHSE.688595", "name": "芯海科技", "side": "NONE", "priority": "W7", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 40.99, "exec_low": 40.99, "exec_high": 41.6, "invalid_price": 35.866, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 39.47, "theme": "传感器", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 47.36, "max_chase_pct": 1.5, "base_exec_high": 41.6, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 38.69, "ts": "2026-06-04T10:48:39", "bid1": 38.67, "ask1": 38.69, "bid_qty1": 259, "ask_qty1": 1400 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603011:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.603011:BREAK_PREV_HIGH", "symbol": "SHSE.603011", "name": "合锻智能", "side": "NONE", "priority": "W8", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.89, "exec_low": 31.89, "exec_high": 32.37, "invalid_price": 26.976, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 30.91, "theme": "可控核聚变", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 34.0, "max_chase_pct": 1.5, "base_exec_high": 32.37, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 30.7, "ts": "2026-06-04T10:48:39", "bid1": 30.7, "ask1": 30.73, "bid_qty1": 2200, "ask_qty1": 5400 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.002859:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.002859:BREAK_PREV_HIGH", "symbol": "SZSE.002859", "name": "洁美科技", "side": "NONE", "priority": "W9", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 87.86, "exec_low": 87.86, "exec_high": 89.18, "invalid_price": 76.238, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 86.72, "theme": "可控核聚变", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 95.39, "max_chase_pct": 1.5, "base_exec_high": 89.18, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 93.33, "ts": "2026-06-04T10:48:39", "bid1": 93.22, "ask1": 93.4, "bid_qty1": 200, "ask_qty1": 200 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688498:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.688498:BREAK_PREV_HIGH", "symbol": "SHSE.688498", "name": "源杰科技", "side": "NONE", "priority": "W10", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1437.77, "exec_low": 1437.77, "exec_high": 1459.34, "invalid_price": 1192.064, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 1405.0, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 1686.0, "max_chase_pct": 1.5, "base_exec_high": 1459.34, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 1369.38, "ts": "2026-06-04T10:48:39", "bid1": 1369.12, "ask1": 1369.39, "bid_qty1": 200, "ask_qty1": 70 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603678:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "NONE", "priority": "W11", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 64.47, "exec_low": 64.47, "exec_high": 65.44, "invalid_price": 54.314, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 63.93, "theme": "核能核电", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 70.32, "max_chase_pct": 1.5, "base_exec_high": 65.44, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 64.12, "ts": "2026-06-04T10:48:40", "bid1": 64.12, "ask1": 64.15, "bid_qty1": 1100, "ask_qty1": 3200 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600792:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.600792:BREAK_PREV_HIGH", "symbol": "SHSE.600792", "name": "云煤能源", "side": "NONE", "priority": "W12", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 4.63, "exec_low": 4.63, "exec_high": 4.7, "invalid_price": 4.23, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 4.51, "theme": "稀缺资源", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 4.96, "max_chase_pct": 1.5, "base_exec_high": 4.7, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 4.58, "ts": "2026-06-04T10:48:40", "bid1": 4.57, "ask1": 4.58, "bid_qty1": 20000, "ask_qty1": 180000 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603618:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "NONE", "priority": "W13", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 45.2, "exec_low": 45.2, "exec_high": 45.88, "invalid_price": 41.194, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 43.75, "theme": "抽水蓄能", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 48.13, "max_chase_pct": 1.5, "base_exec_high": 45.88, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 44.45, "ts": "2026-06-04T10:48:40", "bid1": 44.45, "ask1": 44.46, "bid_qty1": 8900, "ask_qty1": 1000 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.001896:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.001896:BREAK_PREV_HIGH", "symbol": "SZSE.001896", "name": "豫能控股", "side": "NONE", "priority": "W14", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 20.08, "exec_low": 20.08, "exec_high": 20.38, "invalid_price": 17.608, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 20.08, "theme": "抽水蓄能", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 22.09, "max_chase_pct": 1.5, "base_exec_high": 20.38, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 21.83, "ts": "2026-06-04T10:48:42", "bid1": 21.82, "ask1": 21.83, "bid_qty1": 115400, "ask_qty1": 2900 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688143:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.688143:BREAK_PREV_HIGH", "symbol": "SHSE.688143", "name": "长盈通", "side": "NONE", "priority": "W15", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 195.53, "exec_low": 195.53, "exec_high": 198.46, "invalid_price": 170.864, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 185.79, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 222.95, "max_chase_pct": 1.5, "base_exec_high": 198.46, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 175.45, "ts": "2026-06-04T10:48:40", "bid1": 175.45, "ask1": 176.0, "bid_qty1": 100, "ask_qty1": 2559 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.300620:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SZSE.300620:BREAK_PREV_HIGH", "symbol": "SZSE.300620", "name": "光库科技", "side": "NONE", "priority": "W16", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 351.0, "exec_low": 351.0, "exec_high": 356.26, "invalid_price": 301.5, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 337.06, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 404.47, "max_chase_pct": 1.5, "base_exec_high": 356.26, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 322.88, "ts": "2026-06-04T10:48:39", "bid1": 322.45, "ask1": 322.88, "bid_qty1": 400, "ask_qty1": 400 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688048:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.688048:BREAK_PREV_HIGH", "symbol": "SHSE.688048", "name": "长光华芯", "side": "NONE", "priority": "W17", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 407.56, "exec_low": 407.56, "exec_high": 413.67, "invalid_price": 373.006, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 381.01, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 457.21, "max_chase_pct": 1.5, "base_exec_high": 413.67, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 383.28, "ts": "2026-06-04T10:48:41", "bid1": 383.1, "ask1": 383.29, "bid_qty1": 40, "ask_qty1": 836 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600487:BREAK_PREV_HIGH:NONE", "plan_id": "20260603:SHSE.600487:BREAK_PREV_HIGH", "symbol": "SHSE.600487", "name": "亨通光电", "side": "NONE", "priority": "W18", "status": "WATCH_ONLY", "template_key": "BREAK_PREV_HIGH", "trigger_price": 91.43, "exec_low": 91.43, "exec_high": 92.8, "invalid_price": 79.542, "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": "2026-06-04T10:48:43", "sim_reason": "guard_or_conditional_watch_only", "qty": 100, "prev_close": 91.43, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "watch_only", "chase_ceiling": 100.57, "max_chase_pct": 1.5, "base_exec_high": 92.8, "dynamic_exec_high": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 98.32, "ts": "2026-06-04T10:48:41", "bid1": 98.31, "ask1": 98.32, "bid_qty1": 15600, "ask_qty1": 5000 }, "previous_state": "WATCH_ONLY", "next_state": "WATCH_ONLY", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 941926.0, "market_value": 55849.0, "total_value": 997775.0, "unrealized_pnl": -2225.0000000000014, "total_pnl": -2225.0, "total_pnl_pct": -0.22250000000000325 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 100, "avg_cost": 505.24, "last_price": 483.69, "market_value": 48369.0, "unrealized_pnl": -2155.000000000001, "unrealized_pnl_pct": -4.265299659567734, "updated_at": "2026-06-04T10:48:43", "position_pct_of_total": 4.847686101576007 }, { "symbol": "SZSE.002475", "name": "立讯精密", "quantity": 100, "sellable_qty": 100, "avg_cost": 75.5, "last_price": 74.8, "market_value": 7480.0, "unrealized_pnl": -70.00000000000028, "unrealized_pnl_pct": -0.9271523178807972, "updated_at": "2026-06-03T14:55:09", "position_pct_of_total": 0.7496680113251986 } ], "paper_orders": [], "orders_this_tick": [], "summary": { "active_contracts": 0, "active_plan_contracts": 0, "watch_candidate_contracts": 0, "watch_only_contracts": 21, "actionable": 0, "filled_orders": 0, "filled_watch_orders": 0, "rejected_orders": 0, "unfilled_orders": 0 } }