{ "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:22/22", "quote_stale_lock": false, "generated_at": "2026-06-04T14:41:04", "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": "2026-06-04T14:41:04", "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": 1270.1956, "price_vs_vwap_pct": 0.4578, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.7457, "prev_amount_yi": 2.7984, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6238, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 1276.74, "high": 1276.74, "low": 1276.28, "close": 1276.28, "amount_yi": 0.4928 }, { "time": "14:40", "open": 1276.0, "high": 1276.0, "low": 1275.29, "close": 1275.29, "amount_yi": 0.883 }, { "time": "14:41", "open": 1276.01, "high": 1276.01, "low": 1276.01, "close": 1276.01, "amount_yi": 0.3699 } ] }, "quote": { "last": 1276.01, "ts": "2026-06-04T14:41:00", "bid1": 1276.01, "ask1": 1276.11, "bid_qty1": 100, "ask_qty1": 400 }, "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": "2026-06-04T14:41:04", "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": 483.4022, "price_vs_vwap_pct": -0.6355, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1813, "prev_amount_yi": 1.2952, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9121, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 481.01, "high": 481.01, "low": 480.89, "close": 480.89, "amount_yi": 0.4435 }, { "time": "14:40", "open": 480.5, "high": 480.5, "low": 480.14, "close": 480.14, "amount_yi": 0.5097 }, { "time": "14:41", "open": 480.33, "high": 480.33, "low": 480.33, "close": 480.33, "amount_yi": 0.2281 } ] }, "quote": { "last": 480.33, "ts": "2026-06-04T14:41:00", "bid1": 480.21, "ask1": 480.24, "bid_qty1": 100, "ask_qty1": 2400 }, "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": "2026-06-04T14:41:04", "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": 166.0132, "price_vs_vwap_pct": -0.4537, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.476, "prev_amount_yi": 0.4663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0208, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:37", "open": 165.34, "high": 165.34, "low": 165.24, "close": 165.24, "amount_yi": 0.1447 }, { "time": "14:38", "open": 165.29, "high": 165.4, "low": 165.29, "close": 165.4, "amount_yi": 0.0619 }, { "time": "14:39", "open": 165.4, "high": 165.4, "low": 165.36, "close": 165.36, "amount_yi": 0.0652 }, { "time": "14:40", "open": 165.31, "high": 165.31, "low": 165.1, "close": 165.1, "amount_yi": 0.1625 }, { "time": "14:41", "open": 165.26, "high": 165.26, "low": 165.26, "close": 165.26, "amount_yi": 0.0417 } ] }, "quote": { "last": 165.26, "ts": "2026-06-04T14:41:03", "bid1": 165.24, "ask1": 165.26, "bid_qty1": 500, "ask_qty1": 2335 }, "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": "2026-06-04T14:41:04", "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": 98.0422, "price_vs_vwap_pct": 0.8239, "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": 0.3753, "prev_amount_yi": 0.3336, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.125, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 98.72, "high": 98.72, "low": 98.63, "close": 98.63, "amount_yi": 0.0974 }, { "time": "14:38", "open": 98.59, "high": 98.67, "low": 98.59, "close": 98.67, "amount_yi": 0.067 }, { "time": "14:39", "open": 98.69, "high": 98.8, "low": 98.69, "close": 98.8, "amount_yi": 0.0654 }, { "time": "14:40", "open": 98.81, "high": 98.81, "low": 98.76, "close": 98.76, "amount_yi": 0.0924 }, { "time": "14:41", "open": 98.85, "high": 98.85, "low": 98.85, "close": 98.85, "amount_yi": 0.0531 } ] }, "quote": { "last": 98.85, "ts": "2026-06-04T14:41:01", "bid1": 98.83, "ask1": 98.86, "bid_qty1": 5200, "ask_qty1": 900 }, "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": "2026-06-04T14:41:04", "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": 26.5988, "price_vs_vwap_pct": -0.2963, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4074, "prev_amount_yi": 0.3896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0457, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:37", "open": 26.43, "high": 26.43, "low": 26.43, "close": 26.43, "amount_yi": 0.072 }, { "time": "14:38", "open": 26.42, "high": 26.49, "low": 26.42, "close": 26.49, "amount_yi": 0.1355 }, { "time": "14:39", "open": 26.49, "high": 26.51, "low": 26.49, "close": 26.51, "amount_yi": 0.0651 }, { "time": "14:40", "open": 26.51, "high": 26.54, "low": 26.51, "close": 26.54, "amount_yi": 0.0791 }, { "time": "14:41", "open": 26.52, "high": 26.52, "low": 26.52, "close": 26.52, "amount_yi": 0.0557 } ] }, "quote": { "last": 26.52, "ts": "2026-06-04T14:41:02", "bid1": 26.51, "ask1": 26.52, "bid_qty1": 9900, "ask_qty1": 2600 }, "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": "2026-06-04T14:41:04", "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": 459.9129, "price_vs_vwap_pct": -1.2639, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9458, "prev_amount_yi": 0.6991, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3529, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:37", "open": 454.46, "high": 454.46, "low": 453.5, "close": 453.5, "amount_yi": 0.1966 }, { "time": "14:38", "open": 452.86, "high": 453.64, "low": 452.86, "close": 453.64, "amount_yi": 0.3348 }, { "time": "14:39", "open": 454.2, "high": 454.2, "low": 454.02, "close": 454.02, "amount_yi": 0.1389 }, { "time": "14:40", "open": 453.75, "high": 453.88, "low": 453.75, "close": 453.88, "amount_yi": 0.1343 }, { "time": "14:41", "open": 454.1, "high": 454.1, "low": 454.1, "close": 454.1, "amount_yi": 0.1412 } ] }, "quote": { "last": 454.1, "ts": "2026-06-04T14:41:03", "bid1": 454.1, "ask1": 454.11, "bid_qty1": 1600, "ask_qty1": 200 }, "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": "2026-06-04T14:41:04", "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": 28.0852, "price_vs_vwap_pct": 4.4678, "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": 0.6064, "prev_amount_yi": 0.5394, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1242, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 29.09, "high": 29.09, "low": 29.02, "close": 29.02, "amount_yi": 0.0672 }, { "time": "14:38", "open": 29.08, "high": 29.16, "low": 29.08, "close": 29.16, "amount_yi": 0.1722 }, { "time": "14:39", "open": 29.25, "high": 29.32, "low": 29.25, "close": 29.32, "amount_yi": 0.1453 }, { "time": "14:40", "open": 29.37, "high": 29.42, "low": 29.37, "close": 29.42, "amount_yi": 0.1598 }, { "time": "14:41", "open": 29.34, "high": 29.34, "low": 29.34, "close": 29.34, "amount_yi": 0.0619 } ] }, "quote": { "last": 29.34, "ts": "2026-06-04T14:41:03", "bid1": 29.33, "ask1": 29.34, "bid_qty1": 4300, "ask_qty1": 200 }, "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": "FILLED", "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": "2026-06-04T14:41:04", "sim_reason": "already_filled_position_tracking", "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": 72.6159, "price_vs_vwap_pct": 2.3192, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 74.3, "ts": "2026-06-04T14:41:03", "bid1": 74.29, "ask1": 74.3, "bid_qty1": 500, "ask_qty1": 16300 }, "previous_state": "FILLED", "next_state": "FILLED", "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": "2026-06-04T14:41:04", "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": 13.8665, "price_vs_vwap_pct": 0.3137, "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": 0.2345, "prev_amount_yi": 0.154, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5227, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 14.06, "high": 14.07, "low": 14.06, "close": 14.07, "amount_yi": 0.0573 }, { "time": "14:38", "open": 14.04, "high": 14.05, "low": 14.04, "close": 14.05, "amount_yi": 0.0224 }, { "time": "14:39", "open": 14.0, "high": 14.0, "low": 13.99, "close": 13.99, "amount_yi": 0.0528 }, { "time": "14:40", "open": 13.98, "high": 13.98, "low": 13.95, "close": 13.95, "amount_yi": 0.0656 }, { "time": "14:41", "open": 13.91, "high": 13.91, "low": 13.91, "close": 13.91, "amount_yi": 0.0364 } ] }, "quote": { "last": 13.91, "ts": "2026-06-04T14:41:01", "bid1": 13.91, "ask1": 13.92, "bid_qty1": 6400, "ask_qty1": 75200 }, "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": "2026-06-04T14:41:04", "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": 38.7744, "price_vs_vwap_pct": -1.5846, "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": 0.0447, "prev_amount_yi": 0.0532, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8402, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 38.1, "high": 38.1, "low": 38.05, "close": 38.05, "amount_yi": 0.0082 }, { "time": "14:38", "open": 38.07, "high": 38.11, "low": 38.07, "close": 38.11, "amount_yi": 0.0131 }, { "time": "14:39", "open": 38.15, "high": 38.15, "low": 38.13, "close": 38.13, "amount_yi": 0.0101 }, { "time": "14:40", "open": 38.12, "high": 38.12, "low": 38.11, "close": 38.11, "amount_yi": 0.0069 }, { "time": "14:41", "open": 38.16, "high": 38.16, "low": 38.16, "close": 38.16, "amount_yi": 0.0064 } ] }, "quote": { "last": 38.16, "ts": "2026-06-04T14:41:03", "bid1": 38.16, "ask1": 38.17, "bid_qty1": 3552, "ask_qty1": 400 }, "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": "TOUCHED", "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": "2026-06-04T14:41:04", "sim_reason": "trigger_touched_but_above_exec_high", "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": 31.25, "price_vs_vwap_pct": 5.664, "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": 1.2897, "prev_amount_yi": 1.2661, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0186, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 32.39, "high": 32.48, "low": 32.39, "close": 32.48, "amount_yi": 0.1738 }, { "time": "14:38", "open": 32.47, "high": 32.47, "low": 32.4, "close": 32.4, "amount_yi": 0.099 }, { "time": "14:39", "open": 32.64, "high": 32.91, "low": 32.64, "close": 32.91, "amount_yi": 0.4558 }, { "time": "14:40", "open": 32.99, "high": 33.0, "low": 32.99, "close": 33.0, "amount_yi": 0.3761 }, { "time": "14:41", "open": 33.02, "high": 33.02, "low": 33.02, "close": 33.02, "amount_yi": 0.185 } ] }, "quote": { "last": 33.02, "ts": "2026-06-04T14:41:03", "bid1": 33.02, "ask1": 33.03, "bid_qty1": 300, "ask_qty1": 1500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-04T14:41:04", "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": 91.3678, "price_vs_vwap_pct": 0.9655, "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": 0.5484, "prev_amount_yi": 0.3016, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8183, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 92.18, "high": 92.18, "low": 92.04, "close": 92.04, "amount_yi": 0.0835 }, { "time": "14:38", "open": 92.0, "high": 92.0, "low": 91.96, "close": 91.96, "amount_yi": 0.1838 }, { "time": "14:39", "open": 91.94, "high": 91.98, "low": 91.94, "close": 91.98, "amount_yi": 0.067 }, { "time": "14:40", "open": 91.94, "high": 92.05, "low": 91.94, "close": 92.05, "amount_yi": 0.1552 }, { "time": "14:41", "open": 92.25, "high": 92.25, "low": 92.25, "close": 92.25, "amount_yi": 0.0589 } ] }, "quote": { "last": 92.25, "ts": "2026-06-04T14:41:00", "bid1": 92.25, "ask1": 92.3, "bid_qty1": 2100, "ask_qty1": 400 }, "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": "2026-06-04T14:41:04", "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": 1374.7982, "price_vs_vwap_pct": -0.6414, "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": 1.0612, "prev_amount_yi": 1.1635, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9121, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 1365.08, "high": 1365.08, "low": 1363.94, "close": 1363.94, "amount_yi": 0.2514 }, { "time": "14:38", "open": 1363.94, "high": 1366.86, "low": 1363.94, "close": 1366.86, "amount_yi": 0.3028 }, { "time": "14:39", "open": 1367.5, "high": 1367.5, "low": 1367.48, "close": 1367.48, "amount_yi": 0.195 }, { "time": "14:40", "open": 1367.36, "high": 1367.36, "low": 1366.02, "close": 1366.02, "amount_yi": 0.2285 }, { "time": "14:41", "open": 1365.98, "high": 1365.98, "low": 1365.98, "close": 1365.98, "amount_yi": 0.0835 } ] }, "quote": { "last": 1365.98, "ts": "2026-06-04T14:41:03", "bid1": 1365.95, "ask1": 1365.98, "bid_qty1": 200, "ask_qty1": 399 }, "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": "OBSERVE", "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": "2026-06-04T14:41:04", "sim_reason": "minute_energy_ratio_too_low", "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": 63.582, "price_vs_vwap_pct": 1.8055, "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": 0.7032, "prev_amount_yi": 0.8967, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7842, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 64.81, "high": 64.81, "low": 64.8, "close": 64.8, "amount_yi": 0.1736 }, { "time": "14:38", "open": 64.79, "high": 65.01, "low": 64.79, "close": 65.01, "amount_yi": 0.1036 }, { "time": "14:39", "open": 64.94, "high": 64.97, "low": 64.94, "close": 64.97, "amount_yi": 0.1393 }, { "time": "14:40", "open": 64.93, "high": 64.93, "low": 64.57, "close": 64.57, "amount_yi": 0.2483 }, { "time": "14:41", "open": 64.73, "high": 64.73, "low": 64.73, "close": 64.73, "amount_yi": 0.0384 } ] }, "quote": { "last": 64.73, "ts": "2026-06-04T14:41:01", "bid1": 64.73, "ask1": 64.74, "bid_qty1": 500, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-04T14:41:04", "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": 4.5832, "price_vs_vwap_pct": -0.7244, "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": 0.0403, "prev_amount_yi": 0.0515, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7825, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 4.57, "high": 4.57, "low": 4.57, "close": 4.57, "amount_yi": 0.0034 }, { "time": "14:38", "open": 4.56, "high": 4.57, "low": 4.56, "close": 4.57, "amount_yi": 0.0036 }, { "time": "14:39", "open": 4.55, "high": 4.56, "low": 4.55, "close": 4.56, "amount_yi": 0.017 }, { "time": "14:40", "open": 4.55, "high": 4.56, "low": 4.55, "close": 4.56, "amount_yi": 0.0035 }, { "time": "14:41", "open": 4.55, "high": 4.55, "low": 4.55, "close": 4.55, "amount_yi": 0.0128 } ] }, "quote": { "last": 4.55, "ts": "2026-06-04T14:41:01", "bid1": 4.54, "ask1": 4.55, "bid_qty1": 110100, "ask_qty1": 69200 }, "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": "2026-06-04T14:41:04", "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": 43.4437, "price_vs_vwap_pct": 0.5209, "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": 0.347, "prev_amount_yi": 0.4656, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7453, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 43.71, "high": 43.71, "low": 43.51, "close": 43.51, "amount_yi": 0.0792 }, { "time": "14:38", "open": 43.56, "high": 43.59, "low": 43.56, "close": 43.59, "amount_yi": 0.0829 }, { "time": "14:39", "open": 43.66, "high": 43.72, "low": 43.66, "close": 43.72, "amount_yi": 0.095 }, { "time": "14:40", "open": 43.7, "high": 43.7, "low": 43.67, "close": 43.67, "amount_yi": 0.0567 }, { "time": "14:41", "open": 43.67, "high": 43.67, "low": 43.67, "close": 43.67, "amount_yi": 0.0332 } ] }, "quote": { "last": 43.67, "ts": "2026-06-04T14:41:01", "bid1": 43.66, "ask1": 43.67, "bid_qty1": 11700, "ask_qty1": 6400 }, "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": "2026-06-04T14:41:04", "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": 21.7806, "price_vs_vwap_pct": 1.4205, "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": 0.0299, "prev_amount_yi": 0.018, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6611, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0094 }, { "time": "14:38", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0034 }, { "time": "14:39", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0051 }, { "time": "14:40", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0043 }, { "time": "14:41", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0077 } ] }, "quote": { "last": 22.09, "ts": "2026-06-04T14:41:03", "bid1": 22.09, "ask1": 0.0, "bid_qty1": 15700131, "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": "2026-06-04T14:41:04", "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": 178.3414, "price_vs_vwap_pct": -0.2419, "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": 0.1804, "prev_amount_yi": 0.1353, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3333, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 179.17, "high": 179.17, "low": 178.6, "close": 178.6, "amount_yi": 0.0386 }, { "time": "14:38", "open": 178.56, "high": 178.56, "low": 178.47, "close": 178.47, "amount_yi": 0.0279 }, { "time": "14:39", "open": 177.97, "high": 177.97, "low": 177.97, "close": 177.97, "amount_yi": 0.0645 }, { "time": "14:40", "open": 177.97, "high": 177.97, "low": 177.96, "close": 177.96, "amount_yi": 0.0433 }, { "time": "14:41", "open": 177.91, "high": 177.91, "low": 177.91, "close": 177.91, "amount_yi": 0.0061 } ] }, "quote": { "last": 177.91, "ts": "2026-06-04T14:41:01", "bid1": 177.91, "ask1": 177.96, "bid_qty1": 100, "ask_qty1": 1685 }, "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": "2026-06-04T14:41:04", "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": 324.1673, "price_vs_vwap_pct": -1.81, "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": 0.9144, "prev_amount_yi": 0.6276, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.457, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 318.83, "high": 318.83, "low": 318.4, "close": 318.4, "amount_yi": 0.1852 }, { "time": "14:38", "open": 318.3, "high": 318.84, "low": 318.3, "close": 318.84, "amount_yi": 0.1534 }, { "time": "14:39", "open": 318.53, "high": 318.54, "low": 318.53, "close": 318.54, "amount_yi": 0.1338 }, { "time": "14:40", "open": 318.7, "high": 318.7, "low": 318.3, "close": 318.3, "amount_yi": 0.2376 }, { "time": "14:41", "open": 318.3, "high": 318.3, "low": 318.3, "close": 318.3, "amount_yi": 0.2044 } ] }, "quote": { "last": 318.3, "ts": "2026-06-04T14:41:00", "bid1": 318.3, "ask1": 318.31, "bid_qty1": 4200, "ask_qty1": 2300 }, "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": "2026-06-04T14:41:04", "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": 383.7531, "price_vs_vwap_pct": 1.5575, "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": 0.763, "prev_amount_yi": 0.5635, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.354, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 390.61, "high": 390.61, "low": 390.3, "close": 390.3, "amount_yi": 0.198 }, { "time": "14:38", "open": 390.61, "high": 390.88, "low": 390.61, "close": 390.88, "amount_yi": 0.0827 }, { "time": "14:39", "open": 391.81, "high": 391.83, "low": 391.81, "close": 391.83, "amount_yi": 0.1679 }, { "time": "14:40", "open": 390.58, "high": 390.58, "low": 389.71, "close": 389.71, "amount_yi": 0.2383 }, { "time": "14:41", "open": 389.73, "high": 389.73, "low": 389.73, "close": 389.73, "amount_yi": 0.0761 } ] }, "quote": { "last": 389.73, "ts": "2026-06-04T14:41:02", "bid1": 389.7, "ask1": 389.73, "bid_qty1": 1849, "ask_qty1": 65 }, "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": "2026-06-04T14:41:04", "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": 96.8893, "price_vs_vwap_pct": 0.7542, "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": 2.7207, "prev_amount_yi": 3.3801, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8049, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "open": 98.02, "high": 98.02, "low": 97.65, "close": 97.65, "amount_yi": 0.518 }, { "time": "14:38", "open": 97.53, "high": 97.65, "low": 97.53, "close": 97.65, "amount_yi": 0.6032 }, { "time": "14:39", "open": 97.78, "high": 97.78, "low": 97.78, "close": 97.78, "amount_yi": 0.5561 }, { "time": "14:40", "open": 97.69, "high": 97.75, "low": 97.69, "close": 97.75, "amount_yi": 0.7827 }, { "time": "14:41", "open": 97.62, "high": 97.62, "low": 97.62, "close": 97.62, "amount_yi": 0.2607 } ] }, "quote": { "last": 97.62, "ts": "2026-06-04T14:41:02", "bid1": 97.62, "ask1": 97.67, "bid_qty1": 900, "ask_qty1": 300 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 934546.0, "market_value": 62935.0, "total_value": 997481.0, "unrealized_pnl": -2519.0000000000027, "total_pnl": -2519.0, "total_pnl_pct": -0.2519000000000049 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 100, "avg_cost": 505.24, "last_price": 480.33, "market_value": 48033.0, "unrealized_pnl": -2491.0000000000027, "unrealized_pnl_pct": -4.930330140131423, "updated_at": "2026-06-04T14:41:04", "position_pct_of_total": 4.815430068342154 }, { "symbol": "SZSE.002475", "name": "立讯精密", "quantity": 100, "sellable_qty": 100, "avg_cost": 75.5, "last_price": 74.72, "market_value": 7472.0, "unrealized_pnl": -78.00000000000011, "unrealized_pnl_pct": -1.0331125827814591, "updated_at": "2026-06-04T14:41:04", "position_pct_of_total": 0.7490869500271182 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 0, "avg_cost": 73.8, "last_price": 74.3, "market_value": 7430.0, "unrealized_pnl": 50.0, "unrealized_pnl_pct": 0.6775067750677488, "updated_at": "2026-06-04T14:41:04", "position_pct_of_total": 0.7448763435093 } ], "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 }, { "amount": 7380.0, "base_exec_high": 74.26, "chase_ceiling": 78.88, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260603:20260604:SZSE.000657:BREAK_PREV_HIGH:BUY", "exec_high": 74.26, "exec_low": 73.16, "intraday_vwap": 72.5442, "invalid_price": 67.674, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 1.2391, "bar_count": 3, "bars": [ { "amount_yi": 0.2578, "close": 73.84, "high": 73.84, "low": 73.79, "open": 73.79, "time": "14:24" }, { "amount_yi": 0.8246, "close": 73.83, "high": 73.83, "low": 73.7, "open": 73.7, "time": "14:25" }, { "amount_yi": 0.1567, "close": 73.8, "high": 73.8, "low": 73.8, "open": 73.8, "time": "14:26" } ], "energy_ratio": null, "min_samples": 3, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "中钨高新", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260603", "plan_id": "20260603:SZSE.000657:BREAK_PREV_HIGH", "price": 73.8, "price_vs_vwap_pct": 1.7311, "qty": 100, "quote_ask1": 73.8, "quote_ask_qty1": 157200, "quote_bid1": 73.78, "quote_bid_qty1": 300, "quote_last": 73.8, "quote_ts": "2026-06-04T14:26:12", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "slippage_bps": 87.48, "status": "FILLED", "symbol": "SZSE.000657", "template_key": "BREAK_PREV_HIGH", "theme": "小金属概念", "trade_date": "20260604", "trigger_price": 73.16, "ts": "2026-06-04T14:26:14", "id": 15 } ], "orders_this_tick": [], "summary": { "active_contracts": 21, "active_plan_contracts": 2, "watch_candidate_contracts": 19, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 1, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 4 } }