{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260603", "trade_date": "20260604", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "quote_source": "public_http_sina:21/21", "quote_stale_lock": false, "generated_at": "2026-06-04T14:25:13", "signals": [ { "event_id": "20260603:20260604:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "P0", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 1275.0, "theme": "AI光通信链", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 1530.0, "max_chase_pct": 3.0, "base_exec_high": 1359.6, "dynamic_exec_high": null, "intraday_vwap": 1269.8935, "price_vs_vwap_pct": 0.3738, "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": 1.8462, "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": "14:24", "open": 1272.0, "high": 1274.52, "low": 1272.0, "close": 1274.52, "amount_yi": 1.5416 }, { "time": "14:25", "open": 1274.64, "high": 1274.64, "low": 1274.64, "close": 1274.64, "amount_yi": 0.3046 } ] }, "quote": { "last": 1274.64, "ts": "2026-06-04T14:25:09", "bid1": 1274.64, "ask1": 1274.99, "bid_qty1": 400, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.300394:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.300394:BREAK_PREV_HIGH", "symbol": "SZSE.300394", "name": "天孚通信", "side": "BUY", "priority": "P1", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 497.38, "theme": "光纤概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 596.86, "max_chase_pct": 3.0, "base_exec_high": 540.75, "dynamic_exec_high": null, "intraday_vwap": 483.5119, "price_vs_vwap_pct": -0.6022, "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": 0.8185, "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": "14:24", "open": 480.12, "high": 480.47, "low": 480.12, "close": 480.47, "amount_yi": 0.5428 }, { "time": "14:25", "open": 480.6, "high": 480.6, "low": 480.6, "close": 480.6, "amount_yi": 0.2757 } ] }, "quote": { "last": 480.6, "ts": "2026-06-04T14:25:09", "bid1": 480.6, "ask1": 480.61, "bid_qty1": 200, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688313:VWAP_RECLAIM:BUY", "plan_id": "20260603:SHSE.688313:VWAP_RECLAIM", "symbol": "SHSE.688313", "name": "仕佳光子", "side": "BUY", "priority": "W0", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 173.93, "max_chase_pct": 1.5, "base_exec_high": 170.9, "dynamic_exec_high": null, "intraday_vwap": 166.0317, "price_vs_vwap_pct": -0.6154, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.1741, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 164.85, "high": 164.85, "low": 164.84, "close": 164.84, "amount_yi": 0.1207 }, { "time": "14:25", "open": 165.01, "high": 165.01, "low": 165.01, "close": 165.01, "amount_yi": 0.0534 } ] }, "quote": { "last": 165.01, "ts": "2026-06-04T14:25:12", "bid1": 165.03, "ask1": 165.13, "bid_qty1": 310, "ask_qty1": 610 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603501:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.603501:BREAK_PREV_HIGH", "symbol": "SHSE.603501", "name": "豪威集团", "side": "BUY", "priority": "W1", "status": "CANCELLED", "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": "2026-06-04T14:25:13", "sim_reason": "invalid_price_broken", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.44, "max_chase_pct": 1.5, "base_exec_high": 104.44, "dynamic_exec_high": null, "intraday_vwap": 98.0161, "price_vs_vwap_pct": 0.5651, "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": 0.1848, "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": "14:24", "open": 98.58, "high": 98.63, "low": 98.58, "close": 98.63, "amount_yi": 0.1566 }, { "time": "14:25", "open": 98.57, "high": 98.57, "low": 98.57, "close": 98.57, "amount_yi": 0.0282 } ] }, "quote": { "last": 98.57, "ts": "2026-06-04T14:25:10", "bid1": 98.56, "ask1": 98.57, "bid_qty1": 200, "ask_qty1": 20100 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600869:VWAP_RECLAIM:BUY", "plan_id": "20260603:SHSE.600869:VWAP_RECLAIM", "symbol": "SHSE.600869", "name": "远东股份", "side": "BUY", "priority": "W2", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.71, "max_chase_pct": 1.5, "base_exec_high": 27.22, "dynamic_exec_high": null, "intraday_vwap": 26.6041, "price_vs_vwap_pct": -0.692, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.1119, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 26.4, "high": 26.43, "low": 26.4, "close": 26.43, "amount_yi": 0.0776 }, { "time": "14:25", "open": 26.42, "high": 26.42, "low": 26.42, "close": 26.42, "amount_yi": 0.0343 } ] }, "quote": { "last": 26.42, "ts": "2026-06-04T14:25:11", "bid1": 26.42, "ask1": 26.43, "bid_qty1": 200, "ask_qty1": 59400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.601869:VWAP_RECLAIM:BUY", "plan_id": "20260603:SHSE.601869:VWAP_RECLAIM", "symbol": "SHSE.601869", "name": "长飞光纤", "side": "BUY", "priority": "W3", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "prev_close": null, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 458.34, "max_chase_pct": 1.5, "base_exec_high": 449.76, "dynamic_exec_high": null, "intraday_vwap": 460.1292, "price_vs_vwap_pct": -1.3299, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.2928, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 453.04, "high": 453.7, "low": 453.04, "close": 453.7, "amount_yi": 0.2225 }, { "time": "14:25", "open": 454.01, "high": 454.01, "low": 454.01, "close": 454.01, "amount_yi": 0.0703 } ] }, "quote": { "last": 454.01, "ts": "2026-06-04T14:25:12", "bid1": 454.01, "ask1": 454.07, "bid_qty1": 100, "ask_qty1": 500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.002056:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.002056:BREAK_PREV_HIGH", "symbol": "SZSE.002056", "name": "横店东磁", "side": "BUY", "priority": "W4", "status": "TOUCHED", "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": "2026-06-04T14:25:13", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 27.5, "theme": "小金属概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 30.25, "max_chase_pct": 1.5, "base_exec_high": 28.65, "dynamic_exec_high": null, "intraday_vwap": 28.0247, "price_vs_vwap_pct": 4.4079, "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": 0.1748, "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": "14:24", "open": 29.25, "high": 29.26, "low": 29.25, "close": 29.26, "amount_yi": 0.1419 }, { "time": "14:25", "open": 29.26, "high": 29.26, "low": 29.26, "close": 29.26, "amount_yi": 0.0329 } ] }, "quote": { "last": 29.26, "ts": "2026-06-04T14:25:12", "bid1": 29.26, "ask1": 29.27, "bid_qty1": 2000, "ask_qty1": 3900 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.000657:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.000657:BREAK_PREV_HIGH", "symbol": "SZSE.000657", "name": "中钨高新", "side": "BUY", "priority": "W5", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "minute_energy_warmup_2/3", "qty": 100, "prev_close": 71.71, "theme": "小金属概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.88, "max_chase_pct": 1.5, "base_exec_high": 74.26, "dynamic_exec_high": null, "intraday_vwap": 72.535, "price_vs_vwap_pct": 1.6061, "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": 0.6992, "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": "14:24", "open": 73.79, "high": 73.84, "low": 73.79, "close": 73.84, "amount_yi": 0.2578 }, { "time": "14:25", "open": 73.7, "high": 73.7, "low": 73.7, "close": 73.7, "amount_yi": 0.4414 } ] }, "quote": { "last": 73.7, "ts": "2026-06-04T14:25:12", "bid1": 73.69, "ask1": 73.7, "bid_qty1": 1800, "ask_qty1": 397600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.601101:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.601101:BREAK_PREV_HIGH", "symbol": "SHSE.601101", "name": "昊华能源", "side": "BUY", "priority": "W6", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 14.01, "theme": "稀缺资源", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.41, "max_chase_pct": 1.5, "base_exec_high": 14.87, "dynamic_exec_high": null, "intraday_vwap": 13.8595, "price_vs_vwap_pct": 0.653, "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": 0.1159, "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": "14:24", "open": 13.91, "high": 13.94, "low": 13.91, "close": 13.94, "amount_yi": 0.0419 }, { "time": "14:25", "open": 13.95, "high": 13.95, "low": 13.95, "close": 13.95, "amount_yi": 0.074 } ] }, "quote": { "last": 13.95, "ts": "2026-06-04T14:25:10", "bid1": 13.93, "ask1": 13.95, "bid_qty1": 1900, "ask_qty1": 60200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688595:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.688595:BREAK_PREV_HIGH", "symbol": "SHSE.688595", "name": "芯海科技", "side": "BUY", "priority": "W7", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 39.47, "theme": "传感器", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 47.36, "max_chase_pct": 1.5, "base_exec_high": 41.6, "dynamic_exec_high": null, "intraday_vwap": 38.8073, "price_vs_vwap_pct": -2.0545, "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": 0.0398, "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": "14:24", "open": 37.98, "high": 38.01, "low": 37.98, "close": 38.01, "amount_yi": 0.0353 }, { "time": "14:25", "open": 38.01, "high": 38.01, "low": 38.01, "close": 38.01, "amount_yi": 0.0045 } ] }, "quote": { "last": 38.01, "ts": "2026-06-04T14:25:12", "bid1": 38.01, "ask1": 38.02, "bid_qty1": 2872, "ask_qty1": 9290 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603011:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.603011:BREAK_PREV_HIGH", "symbol": "SHSE.603011", "name": "合锻智能", "side": "BUY", "priority": "W8", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 30.91, "theme": "可控核聚变", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.0, "max_chase_pct": 1.5, "base_exec_high": 32.37, "dynamic_exec_high": null, "intraday_vwap": 31.0941, "price_vs_vwap_pct": 1.3054, "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": 0.0961, "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": "14:24", "open": 31.41, "high": 31.45, "low": 31.41, "close": 31.45, "amount_yi": 0.0609 }, { "time": "14:25", "open": 31.5, "high": 31.5, "low": 31.5, "close": 31.5, "amount_yi": 0.0352 } ] }, "quote": { "last": 31.5, "ts": "2026-06-04T14:25:12", "bid1": 31.49, "ask1": 31.5, "bid_qty1": 100, "ask_qty1": 37000 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.002859:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.002859:BREAK_PREV_HIGH", "symbol": "SZSE.002859", "name": "洁美科技", "side": "BUY", "priority": "W9", "status": "TOUCHED", "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": "2026-06-04T14:25:13", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 86.72, "theme": "可控核聚变", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 95.39, "max_chase_pct": 1.5, "base_exec_high": 89.18, "dynamic_exec_high": null, "intraday_vwap": 91.3046, "price_vs_vwap_pct": 1.0354, "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": 0.1246, "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": "14:24", "open": 92.12, "high": 92.19, "low": 92.12, "close": 92.19, "amount_yi": 0.0843 }, { "time": "14:25", "open": 92.25, "high": 92.25, "low": 92.25, "close": 92.25, "amount_yi": 0.0403 } ] }, "quote": { "last": 92.25, "ts": "2026-06-04T14:25:12", "bid1": 92.25, "ask1": 92.26, "bid_qty1": 1500, "ask_qty1": 2500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688498:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.688498:BREAK_PREV_HIGH", "symbol": "SHSE.688498", "name": "源杰科技", "side": "BUY", "priority": "W10", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 1405.0, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1686.0, "max_chase_pct": 1.5, "base_exec_high": 1459.34, "dynamic_exec_high": null, "intraday_vwap": 1375.5179, "price_vs_vwap_pct": -0.7639, "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": 0.3706, "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": "14:24", "open": 1365.14, "high": 1365.14, "low": 1365.01, "close": 1365.01, "amount_yi": 0.3022 }, { "time": "14:25", "open": 1365.01, "high": 1365.01, "low": 1365.01, "close": 1365.01, "amount_yi": 0.0684 } ] }, "quote": { "last": 1365.01, "ts": "2026-06-04T14:25:09", "bid1": 1364.87, "ask1": 1365.01, "bid_qty1": 239, "ask_qty1": 286 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W11", "status": "NEAR_TRIGGER", "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": "2026-06-04T14:25:13", "sim_reason": "near_trigger", "qty": 100, "prev_close": 63.93, "theme": "核能核电", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 70.32, "max_chase_pct": 1.5, "base_exec_high": 65.44, "dynamic_exec_high": null, "intraday_vwap": 63.4935, "price_vs_vwap_pct": 1.2387, "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": 0.1109, "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": "14:24", "open": 64.08, "high": 64.3, "low": 64.08, "close": 64.3, "amount_yi": 0.0689 }, { "time": "14:25", "open": 64.28, "high": 64.28, "low": 64.28, "close": 64.28, "amount_yi": 0.042 } ] }, "quote": { "last": 64.28, "ts": "2026-06-04T14:25:10", "bid1": 64.21, "ask1": 64.28, "bid_qty1": 200, "ask_qty1": 800 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600792:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.600792:BREAK_PREV_HIGH", "symbol": "SHSE.600792", "name": "云煤能源", "side": "BUY", "priority": "W12", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 4.51, "theme": "稀缺资源", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.96, "max_chase_pct": 1.5, "base_exec_high": 4.7, "dynamic_exec_high": null, "intraday_vwap": 4.5845, "price_vs_vwap_pct": -0.9707, "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": 0.0097, "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": "14:24", "open": 4.53, "high": 4.53, "low": 4.53, "close": 4.53, "amount_yi": 0.0088 }, { "time": "14:25", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0009 } ] }, "quote": { "last": 4.54, "ts": "2026-06-04T14:25:10", "bid1": 4.53, "ask1": 4.54, "bid_qty1": 50600, "ask_qty1": 99500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.603618:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W13", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 43.75, "theme": "抽水蓄能", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 48.13, "max_chase_pct": 1.5, "base_exec_high": 45.88, "dynamic_exec_high": null, "intraday_vwap": 43.4342, "price_vs_vwap_pct": 0.5199, "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": 0.1181, "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": "14:24", "open": 43.63, "high": 43.63, "low": 43.62, "close": 43.62, "amount_yi": 0.0793 }, { "time": "14:25", "open": 43.66, "high": 43.66, "low": 43.66, "close": 43.66, "amount_yi": 0.0388 } ] }, "quote": { "last": 43.66, "ts": "2026-06-04T14:25:10", "bid1": 43.61, "ask1": 43.62, "bid_qty1": 1700, "ask_qty1": 1200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.001896:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.001896:BREAK_PREV_HIGH", "symbol": "SZSE.001896", "name": "豫能控股", "side": "BUY", "priority": "W14", "status": "TOUCHED", "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": "2026-06-04T14:25:13", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 20.08, "theme": "抽水蓄能", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 22.09, "max_chase_pct": 1.5, "base_exec_high": 20.38, "dynamic_exec_high": null, "intraday_vwap": 21.78, "price_vs_vwap_pct": 1.4233, "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": 0.0071, "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": "14:24", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0046 }, { "time": "14:25", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0025 } ] }, "quote": { "last": 22.09, "ts": "2026-06-04T14:25:12", "bid1": 22.09, "ask1": 0.0, "bid_qty1": 17466931, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688143:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.688143:BREAK_PREV_HIGH", "symbol": "SHSE.688143", "name": "长盈通", "side": "BUY", "priority": "W15", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 185.79, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 222.95, "max_chase_pct": 1.5, "base_exec_high": 198.46, "dynamic_exec_high": null, "intraday_vwap": 178.3235, "price_vs_vwap_pct": 0.2672, "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": 0.0458, "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": "14:24", "open": 178.99, "high": 178.99, "low": 178.5, "close": 178.5, "amount_yi": 0.0282 }, { "time": "14:25", "open": 178.8, "high": 178.8, "low": 178.8, "close": 178.8, "amount_yi": 0.0176 } ] }, "quote": { "last": 178.8, "ts": "2026-06-04T14:25:10", "bid1": 178.78, "ask1": 178.8, "bid_qty1": 967, "ask_qty1": 384 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SZSE.300620:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SZSE.300620:BREAK_PREV_HIGH", "symbol": "SZSE.300620", "name": "光库科技", "side": "BUY", "priority": "W16", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 337.06, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 404.47, "max_chase_pct": 1.5, "base_exec_high": 356.26, "dynamic_exec_high": null, "intraday_vwap": 324.4245, "price_vs_vwap_pct": -1.7183, "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": 0.3266, "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": "14:24", "open": 318.03, "high": 318.58, "low": 318.03, "close": 318.58, "amount_yi": 0.2721 }, { "time": "14:25", "open": 318.85, "high": 318.85, "low": 318.85, "close": 318.85, "amount_yi": 0.0545 } ] }, "quote": { "last": 318.85, "ts": "2026-06-04T14:25:09", "bid1": 318.78, "ask1": 318.85, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.688048:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.688048:BREAK_PREV_HIGH", "symbol": "SHSE.688048", "name": "长光华芯", "side": "BUY", "priority": "W17", "status": "OBSERVE", "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": "2026-06-04T14:25:13", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 381.01, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 457.21, "max_chase_pct": 1.5, "base_exec_high": 413.67, "dynamic_exec_high": null, "intraday_vwap": 383.4427, "price_vs_vwap_pct": 1.7571, "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": 0.3634, "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": "14:24", "open": 389.68, "high": 389.68, "low": 389.61, "close": 389.61, "amount_yi": 0.3088 }, { "time": "14:25", "open": 390.18, "high": 390.18, "low": 390.18, "close": 390.18, "amount_yi": 0.0546 } ] }, "quote": { "last": 390.18, "ts": "2026-06-04T14:25:11", "bid1": 389.71, "ask1": 389.84, "bid_qty1": 286, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260603:20260604:SHSE.600487:BREAK_PREV_HIGH:BUY", "plan_id": "20260603:SHSE.600487:BREAK_PREV_HIGH", "symbol": "SHSE.600487", "name": "亨通光电", "side": "BUY", "priority": "W18", "status": "TOUCHED", "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": "2026-06-04T14:25:13", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 91.43, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.57, "max_chase_pct": 1.5, "base_exec_high": 92.8, "dynamic_exec_high": null, "intraday_vwap": 96.8311, "price_vs_vwap_pct": 0.8354, "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": 0.9211, "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": "14:24", "open": 97.43, "high": 97.63, "low": 97.43, "close": 97.63, "amount_yi": 0.7283 }, { "time": "14:25", "open": 97.64, "high": 97.64, "low": 97.64, "close": 97.64, "amount_yi": 0.1928 } ] }, "quote": { "last": 97.64, "ts": "2026-06-04T14:25:11", "bid1": 97.63, "ask1": 97.66, "bid_qty1": 100, "ask_qty1": 2500 }, "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": 55540.0, "total_value": 997466.0, "unrealized_pnl": -2533.999999999999, "total_pnl": -2534.0, "total_pnl_pct": -0.2534000000000036 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 100, "avg_cost": 505.24, "last_price": 480.6, "market_value": 48060.0, "unrealized_pnl": -2463.9999999999986, "unrealized_pnl_pct": -4.87689019080041, "updated_at": "2026-06-04T14:25:13", "position_pct_of_total": 4.818209342473829 }, { "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": 0.7499002472264719 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 28.65, "chase_ceiling": 30.25, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260603:20260604:SZSE.002056:BREAK_PREV_HIGH:BUY", "exec_high": 28.65, "exec_low": 28.23, "intraday_vwap": 28.0183, "invalid_price": 25.934, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "横店东磁", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260603", "plan_id": "20260603:SZSE.002056:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 4.6816, "qty": 0, "quote_ask1": 29.38, "quote_ask_qty1": 6800, "quote_bid1": 29.33, "quote_bid_qty1": 5500, "quote_last": 29.33, "quote_ts": "2026-06-04T14:23:39", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.002056", "template_key": "BREAK_PREV_HIGH", "theme": "小金属概念", "trade_date": "20260604", "trigger_price": 28.23, "ts": "2026-06-04T14:23:41", "id": 11 }, { "amount": 0.0, "base_exec_high": 89.18, "chase_ceiling": 95.39, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260603:20260604:SZSE.002859:BREAK_PREV_HIGH:BUY", "exec_high": 89.18, "exec_low": 87.86, "intraday_vwap": 91.3002, "invalid_price": 76.238, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "洁美科技", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260603", "plan_id": "20260603:SZSE.002859:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.0513, "qty": 0, "quote_ask1": 92.26, "quote_ask_qty1": 2261, "quote_bid1": 92.25, "quote_bid_qty1": 800, "quote_last": 92.26, "quote_ts": "2026-06-04T14:23:39", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.002859", "template_key": "BREAK_PREV_HIGH", "theme": "可控核聚变", "trade_date": "20260604", "trigger_price": 87.86, "ts": "2026-06-04T14:23:41", "id": 12 }, { "amount": 0.0, "base_exec_high": 20.38, "chase_ceiling": 22.09, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260603:20260604:SZSE.001896:BREAK_PREV_HIGH:BUY", "exec_high": 20.38, "exec_low": 20.08, "intraday_vwap": 21.78, "invalid_price": 17.608, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "豫能控股", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260603", "plan_id": "20260603:SZSE.001896:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.4233, "qty": 0, "quote_ask1": 0.0, "quote_ask_qty1": 0, "quote_bid1": 22.09, "quote_bid_qty1": 17498331, "quote_last": 22.09, "quote_ts": "2026-06-04T14:23:39", "reason": "limit_up_locked_no_ask", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SZSE.001896", "template_key": "BREAK_PREV_HIGH", "theme": "抽水蓄能", "trade_date": "20260604", "trigger_price": 20.08, "ts": "2026-06-04T14:23:41", "id": 13 }, { "amount": 0.0, "base_exec_high": 92.8, "chase_ceiling": 100.57, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260603:20260604:SHSE.600487:BREAK_PREV_HIGH:BUY", "exec_high": 92.8, "exec_low": 91.43, "intraday_vwap": 96.8283, "invalid_price": 79.542, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "亨通光电", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260603", "plan_id": "20260603:SHSE.600487:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 0.6008, "qty": 0, "quote_ask1": 97.41, "quote_ask_qty1": 4900, "quote_bid1": 97.4, "quote_bid_qty1": 7000, "quote_last": 97.41, "quote_ts": "2026-06-04T14:23:38", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "slippage_bps": null, "status": "UNFILLED", "symbol": "SHSE.600487", "template_key": "BREAK_PREV_HIGH", "theme": "光纤概念", "trade_date": "20260604", "trigger_price": 91.43, "ts": "2026-06-04T14:23:41", "id": 14 } ], "orders_this_tick": [], "summary": { "active_contracts": 21, "active_plan_contracts": 2, "watch_candidate_contracts": 19, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "rejected_orders": 0, "unfilled_orders": 4 } }