{ "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, "intraday_market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade", "enabled": true, "pool_up_ratio": 0.5882, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.5, "active_up_ratio_min": 0.5, "active_positive": 1, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 2, "sample_total": 17, "active_samples": [ { "symbol": "SZSE.300308", "name": "中际旭创", "paper_scope": "shadow_active", "ret_pct": 0.1176, "last": 1276.5, "prev_close": 1275.0, "vwap": 1270.3394 }, { "symbol": "SZSE.300394", "name": "天孚通信", "paper_scope": "shadow_active", "ret_pct": -3.3355, "last": 480.79, "prev_close": 497.38, "vwap": 483.3257 } ] }, "quote_source": "public_http_sina:22/22", "quote_stale_lock": false, "generated_at": "2026-06-04T14:48:18", "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": "2026-06-04T14:48:18", "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": 1270.3394, "price_vs_vwap_pct": 0.485, "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": 2.093, "prev_amount_yi": 1.7118, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2227, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 1277.28, "high": 1277.28, "low": 1276.97, "close": 1276.97, "amount_yi": 0.9835 }, { "time": "14:47", "open": 1276.52, "high": 1276.6, "low": 1276.52, "close": 1276.6, "amount_yi": 0.692 }, { "time": "14:48", "open": 1276.5, "high": 1276.5, "low": 1276.5, "close": 1276.5, "amount_yi": 0.4175 } ] }, "quote": { "last": 1276.5, "ts": "2026-06-04T14:48:15", "bid1": 1276.66, "ask1": 1276.75, "bid_qty1": 200, "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": "2026-06-04T14:48:18", "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": 483.3257, "price_vs_vwap_pct": -0.5246, "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": 1.8766, "prev_amount_yi": 1.0637, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7642, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 480.8, "high": 480.94, "low": 480.8, "close": 480.94, "amount_yi": 0.7628 }, { "time": "14:47", "open": 480.6, "high": 480.82, "low": 480.6, "close": 480.82, "amount_yi": 0.8951 }, { "time": "14:48", "open": 480.79, "high": 480.79, "low": 480.79, "close": 480.79, "amount_yi": 0.2187 } ] }, "quote": { "last": 480.79, "ts": "2026-06-04T14:48:15", "bid1": 480.79, "ask1": 480.8, "bid_qty1": 500, "ask_qty1": 2700 }, "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": "2026-06-04T14:48:18", "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": 166.0015, "price_vs_vwap_pct": -0.2599, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5268, "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": "14:44", "open": 165.26, "high": 165.28, "low": 165.26, "close": 165.28, "amount_yi": 0.098 }, { "time": "14:45", "open": 165.33, "high": 165.59, "low": 165.33, "close": 165.59, "amount_yi": 0.1369 }, { "time": "14:46", "open": 165.6, "high": 165.62, "low": 165.6, "close": 165.62, "amount_yi": 0.1457 }, { "time": "14:47", "open": 165.43, "high": 165.56, "low": 165.43, "close": 165.56, "amount_yi": 0.1063 }, { "time": "14:48", "open": 165.57, "high": 165.57, "low": 165.57, "close": 165.57, "amount_yi": 0.0399 } ] }, "quote": { "last": 165.57, "ts": "2026-06-04T14:48:15", "bid1": 165.57, "ask1": 165.59, "bid_qty1": 400, "ask_qty1": 300 }, "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": "2026-06-04T14:48:18", "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": 98.0553, "price_vs_vwap_pct": 0.7391, "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": 0.4794, "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": "14:44", "open": 98.83, "high": 98.83, "low": 98.8, "close": 98.8, "amount_yi": 0.1266 }, { "time": "14:45", "open": 98.82, "high": 98.82, "low": 98.81, "close": 98.81, "amount_yi": 0.0695 }, { "time": "14:46", "open": 98.78, "high": 98.78, "low": 98.78, "close": 98.78, "amount_yi": 0.0886 }, { "time": "14:47", "open": 98.76, "high": 98.79, "low": 98.76, "close": 98.79, "amount_yi": 0.1292 }, { "time": "14:48", "open": 98.78, "high": 98.78, "low": 98.78, "close": 98.78, "amount_yi": 0.0655 } ] }, "quote": { "last": 98.78, "ts": "2026-06-04T14:48:16", "bid1": 98.76, "ask1": 98.79, "bid_qty1": 300, "ask_qty1": 1650 }, "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": "2026-06-04T14:48:18", "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": 26.596, "price_vs_vwap_pct": -0.4738, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4691, "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": "14:44", "open": 26.44, "high": 26.44, "low": 26.43, "close": 26.43, "amount_yi": 0.0669 }, { "time": "14:45", "open": 26.48, "high": 26.51, "low": 26.48, "close": 26.51, "amount_yi": 0.0657 }, { "time": "14:46", "open": 26.48, "high": 26.49, "low": 26.48, "close": 26.49, "amount_yi": 0.1 }, { "time": "14:47", "open": 26.47, "high": 26.47, "low": 26.47, "close": 26.47, "amount_yi": 0.1379 }, { "time": "14:48", "open": 26.47, "high": 26.47, "low": 26.47, "close": 26.47, "amount_yi": 0.0986 } ] }, "quote": { "last": 26.47, "ts": "2026-06-04T14:48:17", "bid1": 26.47, "ask1": 26.49, "bid_qty1": 4600, "ask_qty1": 49700 }, "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": "2026-06-04T14:48:18", "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": 459.7985, "price_vs_vwap_pct": -1.0849, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1725, "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": "14:44", "open": 453.7, "high": 453.7, "low": 453.7, "close": 453.7, "amount_yi": 0.1529 }, { "time": "14:45", "open": 455.0, "high": 455.54, "low": 455.0, "close": 455.54, "amount_yi": 0.3419 }, { "time": "14:46", "open": 455.01, "high": 455.01, "low": 455.0, "close": 455.0, "amount_yi": 0.4075 }, { "time": "14:47", "open": 454.56, "high": 454.82, "low": 454.56, "close": 454.82, "amount_yi": 0.186 }, { "time": "14:48", "open": 454.81, "high": 454.81, "low": 454.81, "close": 454.81, "amount_yi": 0.0842 } ] }, "quote": { "last": 454.81, "ts": "2026-06-04T14:48:15", "bid1": 454.8, "ask1": 454.82, "bid_qty1": 300, "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": "2026-06-04T14:48:18", "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": 28.1111, "price_vs_vwap_pct": 4.3004, "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": 0.5855, "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": "14:44", "open": 29.27, "high": 29.3, "low": 29.27, "close": 29.3, "amount_yi": 0.1317 }, { "time": "14:45", "open": 29.25, "high": 29.36, "low": 29.25, "close": 29.36, "amount_yi": 0.0855 }, { "time": "14:46", "open": 29.3, "high": 29.3, "low": 29.28, "close": 29.28, "amount_yi": 0.0825 }, { "time": "14:47", "open": 29.3, "high": 29.31, "low": 29.3, "close": 29.31, "amount_yi": 0.1346 }, { "time": "14:48", "open": 29.32, "high": 29.32, "low": 29.32, "close": 29.32, "amount_yi": 0.1512 } ] }, "quote": { "last": 29.32, "ts": "2026-06-04T14:48:15", "bid1": 29.32, "ask1": 29.34, "bid_qty1": 700, "ask_qty1": 3600 }, "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": "2026-06-04T14:48:18", "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": 72.6406, "price_vs_vwap_pct": 2.1467, "energy_floor_hint_yi": 1.0, "minute_energy": null, "quote": { "last": 74.2, "ts": "2026-06-04T14:48:15", "bid1": 74.19, "ask1": 74.2, "bid_qty1": 300, "ask_qty1": 9900 }, "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": "2026-06-04T14:48:18", "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": 13.8672, "price_vs_vwap_pct": 0.6692, "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": 0.174, "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": "14:44", "open": 13.88, "high": 13.96, "low": 13.88, "close": 13.96, "amount_yi": 0.0259 }, { "time": "14:45", "open": 13.9, "high": 13.92, "low": 13.9, "close": 13.92, "amount_yi": 0.0387 }, { "time": "14:46", "open": 13.92, "high": 13.95, "low": 13.92, "close": 13.95, "amount_yi": 0.0329 }, { "time": "14:47", "open": 13.96, "high": 13.96, "low": 13.95, "close": 13.95, "amount_yi": 0.0522 }, { "time": "14:48", "open": 13.96, "high": 13.96, "low": 13.96, "close": 13.96, "amount_yi": 0.0243 } ] }, "quote": { "last": 13.96, "ts": "2026-06-04T14:48:16", "bid1": 13.95, "ask1": 13.96, "bid_qty1": 1700, "ask_qty1": 3200 }, "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": "2026-06-04T14:48:18", "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": 38.7595, "price_vs_vwap_pct": -1.2629, "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": 0.0772, "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": "14:44", "open": 38.17, "high": 38.24, "low": 38.17, "close": 38.24, "amount_yi": 0.0113 }, { "time": "14:45", "open": 38.33, "high": 38.34, "low": 38.33, "close": 38.34, "amount_yi": 0.0161 }, { "time": "14:46", "open": 38.25, "high": 38.26, "low": 38.25, "close": 38.26, "amount_yi": 0.0314 }, { "time": "14:47", "open": 38.28, "high": 38.28, "low": 38.28, "close": 38.28, "amount_yi": 0.0159 }, { "time": "14:48", "open": 38.27, "high": 38.27, "low": 38.27, "close": 38.27, "amount_yi": 0.0025 } ] }, "quote": { "last": 38.27, "ts": "2026-06-04T14:48:15", "bid1": 38.27, "ask1": 38.29, "bid_qty1": 945, "ask_qty1": 919 }, "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": "2026-06-04T14:48:18", "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": 31.3043, "price_vs_vwap_pct": 4.171, "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": 0.6288, "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": "14:44", "open": 32.57, "high": 32.57, "low": 32.54, "close": 32.54, "amount_yi": 0.1252 }, { "time": "14:45", "open": 32.63, "high": 32.63, "low": 32.57, "close": 32.57, "amount_yi": 0.1162 }, { "time": "14:46", "open": 32.68, "high": 32.7, "low": 32.68, "close": 32.7, "amount_yi": 0.1981 }, { "time": "14:47", "open": 32.53, "high": 32.6, "low": 32.53, "close": 32.6, "amount_yi": 0.154 }, { "time": "14:48", "open": 32.61, "high": 32.61, "low": 32.61, "close": 32.61, "amount_yi": 0.0353 } ] }, "quote": { "last": 32.61, "ts": "2026-06-04T14:48:15", "bid1": 32.61, "ask1": 32.62, "bid_qty1": 300, "ask_qty1": 3800 }, "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": "2026-06-04T14:48:18", "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": 91.4018, "price_vs_vwap_pct": 2.0439, "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": 0.4339, "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": "14:44", "open": 92.5, "high": 92.55, "low": 92.5, "close": 92.55, "amount_yi": 0.0578 }, { "time": "14:45", "open": 92.73, "high": 92.75, "low": 92.73, "close": 92.75, "amount_yi": 0.0945 }, { "time": "14:46", "open": 92.52, "high": 92.79, "low": 92.52, "close": 92.79, "amount_yi": 0.1024 }, { "time": "14:47", "open": 92.99, "high": 93.06, "low": 92.99, "close": 93.06, "amount_yi": 0.1332 }, { "time": "14:48", "open": 93.27, "high": 93.27, "low": 93.27, "close": 93.27, "amount_yi": 0.046 } ] }, "quote": { "last": 93.27, "ts": "2026-06-04T14:48:15", "bid1": 93.27, "ask1": 93.39, "bid_qty1": 400, "ask_qty1": 100 }, "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": "2026-06-04T14:48:18", "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": 1374.5929, "price_vs_vwap_pct": -0.3239, "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": 1.3801, "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": "14:44", "open": 1367.88, "high": 1367.88, "low": 1367.15, "close": 1367.15, "amount_yi": 0.1744 }, { "time": "14:45", "open": 1368.59, "high": 1369.99, "low": 1368.59, "close": 1369.99, "amount_yi": 0.3523 }, { "time": "14:46", "open": 1368.59, "high": 1369.97, "low": 1368.59, "close": 1369.97, "amount_yi": 0.4558 }, { "time": "14:47", "open": 1368.73, "high": 1375.0, "low": 1368.73, "close": 1375.0, "amount_yi": 0.1639 }, { "time": "14:48", "open": 1370.14, "high": 1370.14, "low": 1370.14, "close": 1370.14, "amount_yi": 0.2337 } ] }, "quote": { "last": 1370.14, "ts": "2026-06-04T14:48:15", "bid1": 1370.88, "ask1": 1372.73, "bid_qty1": 358, "ask_qty1": 408 }, "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": "ACTIONABLE", "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": "2026-06-04T14:48:18", "sim_reason": "trigger_touched", "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": 63.6119, "price_vs_vwap_pct": 1.742, "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": 0.56, "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": "14:44", "open": 64.66, "high": 64.66, "low": 64.65, "close": 64.65, "amount_yi": 0.0931 }, { "time": "14:45", "open": 64.7, "high": 64.85, "low": 64.7, "close": 64.85, "amount_yi": 0.1082 }, { "time": "14:46", "open": 64.79, "high": 64.97, "low": 64.79, "close": 64.97, "amount_yi": 0.1891 }, { "time": "14:47", "open": 64.86, "high": 64.86, "low": 64.74, "close": 64.74, "amount_yi": 0.1308 }, { "time": "14:48", "open": 64.72, "high": 64.72, "low": 64.72, "close": 64.72, "amount_yi": 0.0388 } ] }, "quote": { "last": 64.72, "ts": "2026-06-04T14:48:16", "bid1": 64.73, "ask1": 64.74, "bid_qty1": 1200, "ask_qty1": 3000 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "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": "2026-06-04T14:48:18", "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": 4.5827, "price_vs_vwap_pct": -0.7136, "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": 0.0242, "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": "14:44", "open": 4.55, "high": 4.55, "low": 4.54, "close": 4.54, "amount_yi": 0.0023 }, { "time": "14:45", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0048 }, { "time": "14:46", "open": 4.55, "high": 4.55, "low": 4.54, "close": 4.54, "amount_yi": 0.0071 }, { "time": "14:47", "open": 4.54, "high": 4.55, "low": 4.54, "close": 4.55, "amount_yi": 0.0052 }, { "time": "14:48", "open": 4.55, "high": 4.55, "low": 4.55, "close": 4.55, "amount_yi": 0.0048 } ] }, "quote": { "last": 4.55, "ts": "2026-06-04T14:48:16", "bid1": 4.54, "ask1": 4.55, "bid_qty1": 84600, "ask_qty1": 317100 }, "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": "2026-06-04T14:48:18", "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": 43.4483, "price_vs_vwap_pct": 0.5793, "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": 0.4538, "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": "14:44", "open": 43.61, "high": 43.62, "low": 43.61, "close": 43.62, "amount_yi": 0.0698 }, { "time": "14:45", "open": 43.81, "high": 43.81, "low": 43.78, "close": 43.78, "amount_yi": 0.1643 }, { "time": "14:46", "open": 43.71, "high": 43.75, "low": 43.71, "close": 43.75, "amount_yi": 0.0656 }, { "time": "14:47", "open": 43.74, "high": 43.74, "low": 43.73, "close": 43.73, "amount_yi": 0.1295 }, { "time": "14:48", "open": 43.7, "high": 43.7, "low": 43.7, "close": 43.7, "amount_yi": 0.0246 } ] }, "quote": { "last": 43.7, "ts": "2026-06-04T14:48:16", "bid1": 43.7, "ask1": 43.71, "bid_qty1": 700, "ask_qty1": 5600 }, "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": "2026-06-04T14:48:18", "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": 21.7809, "price_vs_vwap_pct": 1.4191, "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": 0.0344, "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": "14:44", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0037 }, { "time": "14:45", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0042 }, { "time": "14:46", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0058 }, { "time": "14:47", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0058 }, { "time": "14:48", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0149 } ] }, "quote": { "last": 22.09, "ts": "2026-06-04T14:48:15", "bid1": 22.09, "ask1": 0.0, "bid_qty1": 16561861, "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": "2026-06-04T14:48:18", "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": 178.3636, "price_vs_vwap_pct": 0.1718, "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": 0.2577, "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": "14:44", "open": 179.96, "high": 180.0, "low": 179.96, "close": 180.0, "amount_yi": 0.0452 }, { "time": "14:45", "open": 180.0, "high": 180.0, "low": 179.9, "close": 179.9, "amount_yi": 0.0707 }, { "time": "14:46", "open": 179.0, "high": 179.0, "low": 178.97, "close": 178.97, "amount_yi": 0.058 }, { "time": "14:47", "open": 178.72, "high": 178.72, "low": 178.5, "close": 178.5, "amount_yi": 0.065 }, { "time": "14:48", "open": 178.67, "high": 178.67, "low": 178.67, "close": 178.67, "amount_yi": 0.0188 } ] }, "quote": { "last": 178.67, "ts": "2026-06-04T14:48:16", "bid1": 178.67, "ask1": 179.49, "bid_qty1": 339, "ask_qty1": 800 }, "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": "2026-06-04T14:48:18", "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": 323.9661, "price_vs_vwap_pct": -1.6255, "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": 0.8766, "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": "14:44", "open": 318.2, "high": 318.2, "low": 318.2, "close": 318.2, "amount_yi": 0.1811 }, { "time": "14:45", "open": 318.85, "high": 318.85, "low": 318.72, "close": 318.72, "amount_yi": 0.2306 }, { "time": "14:46", "open": 318.7, "high": 318.7, "low": 318.7, "close": 318.7, "amount_yi": 0.2033 }, { "time": "14:47", "open": 318.7, "high": 318.7, "low": 318.61, "close": 318.61, "amount_yi": 0.1848 }, { "time": "14:48", "open": 318.7, "high": 318.7, "low": 318.7, "close": 318.7, "amount_yi": 0.0768 } ] }, "quote": { "last": 318.7, "ts": "2026-06-04T14:48:15", "bid1": 318.69, "ask1": 318.7, "bid_qty1": 400, "ask_qty1": 700 }, "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": "2026-06-04T14:48:18", "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": 383.8593, "price_vs_vwap_pct": 1.4434, "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": 0.5442, "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": "14:44", "open": 390.18, "high": 390.62, "low": 390.18, "close": 390.62, "amount_yi": 0.1836 }, { "time": "14:45", "open": 390.9, "high": 390.9, "low": 390.04, "close": 390.04, "amount_yi": 0.0928 }, { "time": "14:46", "open": 389.99, "high": 390.08, "low": 389.99, "close": 390.08, "amount_yi": 0.0935 }, { "time": "14:47", "open": 389.99, "high": 389.99, "low": 389.4, "close": 389.4, "amount_yi": 0.108 }, { "time": "14:48", "open": 389.4, "high": 389.4, "low": 389.4, "close": 389.4, "amount_yi": 0.0663 } ] }, "quote": { "last": 389.4, "ts": "2026-06-04T14:48:17", "bid1": 389.24, "ask1": 389.4, "bid_qty1": 691, "ask_qty1": 776 }, "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": "2026-06-04T14:48:18", "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": 96.9063, "price_vs_vwap_pct": 0.9635, "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": 3.5358, "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": "14:44", "open": 97.5, "high": 97.5, "low": 97.45, "close": 97.45, "amount_yi": 0.7819 }, { "time": "14:45", "open": 97.71, "high": 98.0, "low": 97.71, "close": 98.0, "amount_yi": 1.0396 }, { "time": "14:46", "open": 97.93, "high": 97.95, "low": 97.93, "close": 97.95, "amount_yi": 0.783 }, { "time": "14:47", "open": 97.93, "high": 97.93, "low": 97.82, "close": 97.82, "amount_yi": 0.636 }, { "time": "14:48", "open": 97.84, "high": 97.84, "low": 97.84, "close": 97.84, "amount_yi": 0.2953 } ] }, "quote": { "last": 97.84, "ts": "2026-06-04T14:48:17", "bid1": 97.83, "ask1": 97.85, "bid_qty1": 2500, "ask_qty1": 3600 }, "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": 62957.0, "total_value": 997503.0, "unrealized_pnl": -2496.9999999999986, "total_pnl": -2497.0, "total_pnl_pct": -0.24969999999999715 }, "paper_positions": [ { "symbol": "SZSE.300394", "name": "天孚通信", "quantity": 100, "sellable_qty": 100, "avg_cost": 505.24, "last_price": 480.79, "market_value": 48079.0, "unrealized_pnl": -2444.999999999999, "unrealized_pnl_pct": -4.839284300530434, "updated_at": "2026-06-04T14:48:18", "position_pct_of_total": 4.819935378640465 }, { "symbol": "SZSE.002475", "name": "立讯精密", "quantity": 100, "sellable_qty": 100, "avg_cost": 75.5, "last_price": 74.58, "market_value": 7458.0, "unrealized_pnl": -92.00000000000017, "unrealized_pnl_pct": -1.218543046357623, "updated_at": "2026-06-04T14:48:18", "position_pct_of_total": 0.7476669243100021 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 0, "avg_cost": 73.8, "last_price": 74.2, "market_value": 7420.0, "unrealized_pnl": 40.00000000000057, "unrealized_pnl_pct": 0.5420054200542035, "updated_at": "2026-06-04T14:48:18", "position_pct_of_total": 0.7438574119576583 } ], "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": 1, "filled_orders": 1, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 4 } }