{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260604", "trade_date": "20260605", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.48, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 25, "active_samples": [] }, "quote_source": "public_http_sina:26/26", "quote_stale_lock": false, "generated_at": "2026-06-05T09:52:32", "signals": [ { "event_id": "20260604:20260605:SHSE.688662:VWAP_RECLAIM:BUY", "plan_id": "20260604:SHSE.688662:VWAP_RECLAIM", "symbol": "SHSE.688662", "name": "富信科技", "side": "BUY", "priority": "W0", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 90.65, "exec_low": 92.05, "exec_high": 92.01, "invalid_price": 87.38, "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": "2026-06-05T09:52:32", "sim_reason": "near_trigger", "qty": 500, "prev_close": 92.82, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 95.6, "max_chase_pct": 1.5, "base_exec_high": 92.01, "dynamic_exec_high": null, "intraday_vwap": 91.3357, "price_vs_vwap_pct": -1.6047, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1512, "prev_amount_yi": 0.2842, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.532, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:48", "open": 90.06, "high": 90.89, "low": 90.06, "close": 90.89, "amount_yi": 0.032 }, { "time": "09:49", "open": 90.77, "high": 90.77, "low": 90.3, "close": 90.3, "amount_yi": 0.026 }, { "time": "09:50", "open": 90.1, "high": 90.1, "low": 90.1, "close": 90.1, "amount_yi": 0.0174 }, { "time": "09:51", "open": 90.0, "high": 90.05, "low": 90.0, "close": 90.05, "amount_yi": 0.0441 }, { "time": "09:52", "open": 90.5, "high": 90.5, "low": 89.87, "close": 89.87, "amount_yi": 0.0317 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 89.87, "ts": "2026-06-05T09:52:30", "bid1": 89.86, "ask1": 89.87, "bid_qty1": 535, "ask_qty1": 36 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.300319:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.300319:BREAK_PREV_HIGH", "symbol": "SZSE.300319", "name": "麦捷科技", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 19.66, "exec_low": 19.66, "exec_high": 19.95, "invalid_price": 16.764, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2400, "prev_close": 19.47, "theme": "通信技术", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.36, "max_chase_pct": 1.5, "base_exec_high": 19.95, "dynamic_exec_high": null, "intraday_vwap": 20.237, "price_vs_vwap_pct": -0.3311, "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": 1.1239, "prev_amount_yi": 2.2321, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5035, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 20.34, "high": 20.34, "low": 20.2, "close": 20.2, "amount_yi": 0.3988 }, { "time": "09:49", "open": 20.11, "high": 20.11, "low": 20.06, "close": 20.06, "amount_yi": 0.1861 }, { "time": "09:50", "open": 20.08, "high": 20.08, "low": 20.08, "close": 20.08, "amount_yi": 0.0551 }, { "time": "09:51", "open": 20.07, "high": 20.1, "low": 20.07, "close": 20.1, "amount_yi": 0.2964 }, { "time": "09:52", "open": 20.22, "high": 20.22, "low": 20.17, "close": 20.17, "amount_yi": 0.1875 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 20.17, "ts": "2026-06-05T09:52:30", "bid1": 20.17, "ask1": 20.18, "bid_qty1": 3900, "ask_qty1": 13900 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.002056:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.002056:BREAK_PREV_HIGH", "symbol": "SZSE.002056", "name": "横店东磁", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 30.24, "exec_low": 30.24, "exec_high": 30.69, "invalid_price": 26.424, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": 29.42, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.36, "max_chase_pct": 1.5, "base_exec_high": 30.69, "dynamic_exec_high": null, "intraday_vwap": 28.3478, "price_vs_vwap_pct": 0.0078, "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": 0.7676, "prev_amount_yi": 1.407, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5456, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 28.52, "high": 28.52, "low": 28.52, "close": 28.52, "amount_yi": 0.1882 }, { "time": "09:49", "open": 28.63, "high": 28.63, "low": 28.58, "close": 28.58, "amount_yi": 0.1959 }, { "time": "09:50", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.1092 }, { "time": "09:51", "open": 28.5, "high": 28.54, "low": 28.5, "close": 28.54, "amount_yi": 0.1281 }, { "time": "09:52", "open": 28.47, "high": 28.47, "low": 28.35, "close": 28.35, "amount_yi": 0.1462 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 28.35, "ts": "2026-06-05T09:52:30", "bid1": 28.35, "ask1": 28.37, "bid_qty1": 6600, "ask_qty1": 9300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603986:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603986:BREAK_PREV_HIGH", "symbol": "SHSE.603986", "name": "兆易创新", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 538.0, "exec_low": 538.0, "exec_high": 546.07, "invalid_price": 486.248, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 529.31, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 582.24, "max_chase_pct": 1.5, "base_exec_high": 546.07, "dynamic_exec_high": null, "intraday_vwap": 507.865, "price_vs_vwap_pct": 0.8359, "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": 9.4546, "prev_amount_yi": 7.9171, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1942, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 509.41, "high": 510.47, "low": 509.41, "close": 510.47, "amount_yi": 1.0512 }, { "time": "09:49", "open": 510.88, "high": 511.4, "low": 510.88, "close": 511.4, "amount_yi": 1.9848 }, { "time": "09:50", "open": 513.79, "high": 513.79, "low": 513.79, "close": 513.79, "amount_yi": 0.8729 }, { "time": "09:51", "open": 513.79, "high": 514.66, "low": 513.79, "close": 514.66, "amount_yi": 2.7983 }, { "time": "09:52", "open": 514.8, "high": 514.8, "low": 512.11, "close": 512.11, "amount_yi": 2.7474 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 512.11, "ts": "2026-06-05T09:52:29", "bid1": 512.11, "ask1": 512.12, "bid_qty1": 7400, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.688079:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.688079:BREAK_PREV_HIGH", "symbol": "SHSE.688079", "name": "美迪凯", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.85, "exec_low": 33.85, "exec_high": 34.36, "invalid_price": 26.34, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": 31.85, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 38.22, "max_chase_pct": 1.5, "base_exec_high": 34.36, "dynamic_exec_high": null, "intraday_vwap": 32.3974, "price_vs_vwap_pct": -1.9057, "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": 0.3587, "prev_amount_yi": 0.6614, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5423, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 31.8, "high": 31.9, "low": 31.8, "close": 31.9, "amount_yi": 0.1295 }, { "time": "09:49", "open": 31.84, "high": 31.84, "low": 31.7, "close": 31.7, "amount_yi": 0.0614 }, { "time": "09:50", "open": 31.73, "high": 31.73, "low": 31.73, "close": 31.73, "amount_yi": 0.0184 }, { "time": "09:51", "open": 31.59, "high": 31.83, "low": 31.59, "close": 31.83, "amount_yi": 0.0504 }, { "time": "09:52", "open": 31.88, "high": 31.88, "low": 31.78, "close": 31.78, "amount_yi": 0.099 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 31.78, "ts": "2026-06-05T09:52:30", "bid1": 31.71, "ask1": 31.78, "bid_qty1": 2211, "ask_qty1": 2537 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.601208:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.601208:BREAK_PREV_HIGH", "symbol": "SHSE.601208", "name": "东材科技", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 60.5, "exec_low": 60.5, "exec_high": 61.41, "invalid_price": 53.046, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 59.6, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 65.56, "max_chase_pct": 1.5, "base_exec_high": 61.41, "dynamic_exec_high": null, "intraday_vwap": 58.5954, "price_vs_vwap_pct": -0.5553, "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": 1.1836, "prev_amount_yi": 1.5069, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7855, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 58.12, "high": 58.24, "low": 58.12, "close": 58.24, "amount_yi": 0.2617 }, { "time": "09:49", "open": 58.27, "high": 58.27, "low": 58.23, "close": 58.23, "amount_yi": 0.1898 }, { "time": "09:50", "open": 58.41, "high": 58.41, "low": 58.41, "close": 58.41, "amount_yi": 0.1188 }, { "time": "09:51", "open": 58.39, "high": 58.39, "low": 58.23, "close": 58.23, "amount_yi": 0.3932 }, { "time": "09:52", "open": 58.35, "high": 58.35, "low": 58.27, "close": 58.27, "amount_yi": 0.2201 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 58.27, "ts": "2026-06-05T09:52:29", "bid1": 58.27, "ask1": 58.3, "bid_qty1": 9500, "ask_qty1": 10400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.300252:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.300252:BREAK_PREV_HIGH", "symbol": "SZSE.300252", "name": "金信诺", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.38, "exec_low": 17.38, "exec_high": 17.64, "invalid_price": 15.072, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2800, "prev_close": 16.63, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.96, "max_chase_pct": 1.5, "base_exec_high": 17.64, "dynamic_exec_high": null, "intraday_vwap": 17.106, "price_vs_vwap_pct": 3.4725, "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": 1.4691, "prev_amount_yi": 0.8256, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7794, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 17.64, "high": 17.64, "low": 17.55, "close": 17.55, "amount_yi": 0.4852 }, { "time": "09:49", "open": 17.57, "high": 17.57, "low": 17.56, "close": 17.56, "amount_yi": 0.1858 }, { "time": "09:50", "open": 17.47, "high": 17.47, "low": 17.47, "close": 17.47, "amount_yi": 0.1604 }, { "time": "09:51", "open": 17.62, "high": 17.63, "low": 17.62, "close": 17.63, "amount_yi": 0.2911 }, { "time": "09:52", "open": 17.73, "high": 17.73, "low": 17.7, "close": 17.7, "amount_yi": 0.3466 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.7, "ts": "2026-06-05T09:52:30", "bid1": 17.7, "ask1": 17.71, "bid_qty1": 5700, "ask_qty1": 3400 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600487:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600487:BREAK_PREV_HIGH", "symbol": "SHSE.600487", "name": "亨通光电", "side": "BUY", "priority": "W7", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 98.99, "exec_low": 98.99, "exec_high": 100.47, "invalid_price": 85.02, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 400, "prev_close": 97.87, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 107.66, "max_chase_pct": 1.5, "base_exec_high": 100.47, "dynamic_exec_high": null, "intraday_vwap": 98.7371, "price_vs_vwap_pct": 1.7956, "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": 12.4345, "prev_amount_yi": 13.9898, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8888, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 100.22, "high": 100.6, "low": 100.22, "close": 100.6, "amount_yi": 2.327 }, { "time": "09:49", "open": 100.58, "high": 101.0, "low": 100.58, "close": 101.0, "amount_yi": 3.1856 }, { "time": "09:50", "open": 100.83, "high": 100.83, "low": 100.83, "close": 100.83, "amount_yi": 2.0703 }, { "time": "09:51", "open": 100.8, "high": 100.92, "low": 100.8, "close": 100.92, "amount_yi": 2.1812 }, { "time": "09:52", "open": 101.44, "high": 101.44, "low": 100.51, "close": 100.51, "amount_yi": 2.6704 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 100.51, "ts": "2026-06-05T09:52:30", "bid1": 100.49, "ask1": 100.54, "bid_qty1": 18100, "ask_qty1": 500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.300398:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.300398:BREAK_PREV_HIGH", "symbol": "SZSE.300398", "name": "飞凯材料", "side": "BUY", "priority": "W8", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.0, "exec_low": 42.0, "exec_high": 42.63, "invalid_price": 37.408, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": 41.34, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.61, "max_chase_pct": 1.5, "base_exec_high": 42.63, "dynamic_exec_high": null, "intraday_vwap": 40.6113, "price_vs_vwap_pct": 1.9421, "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": 0.9426, "prev_amount_yi": 0.9084, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0376, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 41.18, "high": 41.27, "low": 41.18, "close": 41.27, "amount_yi": 0.2759 }, { "time": "09:49", "open": 41.25, "high": 41.25, "low": 41.16, "close": 41.16, "amount_yi": 0.1664 }, { "time": "09:50", "open": 41.14, "high": 41.14, "low": 41.14, "close": 41.14, "amount_yi": 0.0892 }, { "time": "09:51", "open": 41.06, "high": 41.12, "low": 41.06, "close": 41.12, "amount_yi": 0.1202 }, { "time": "09:52", "open": 41.32, "high": 41.4, "low": 41.32, "close": 41.4, "amount_yi": 0.2909 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 41.4, "ts": "2026-06-05T09:52:30", "bid1": 41.39, "ask1": 41.4, "bid_qty1": 2100, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W9", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.0, "exec_low": 21.0, "exec_high": 21.31, "invalid_price": 19.368, "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": "2026-06-05T09:52:32", "sim_reason": "invalid_price_broken", "qty": 2500, "prev_close": 20.61, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 22.67, "max_chase_pct": 1.5, "base_exec_high": 21.31, "dynamic_exec_high": null, "intraday_vwap": 19.0536, "price_vs_vwap_pct": 0.3485, "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": 1.0861, "prev_amount_yi": 1.0644, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0204, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 19.0, "high": 19.0, "low": 18.95, "close": 18.95, "amount_yi": 0.2616 }, { "time": "09:49", "open": 18.98, "high": 18.98, "low": 18.91, "close": 18.91, "amount_yi": 0.1993 }, { "time": "09:50", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0625 }, { "time": "09:51", "open": 19.07, "high": 19.09, "low": 19.07, "close": 19.09, "amount_yi": 0.2632 }, { "time": "09:52", "open": 19.2, "high": 19.2, "low": 19.12, "close": 19.12, "amount_yi": 0.2995 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.12, "ts": "2026-06-05T09:52:30", "bid1": 19.11, "ask1": 19.12, "bid_qty1": 10700, "ask_qty1": 23000 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603459:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603459:BREAK_PREV_HIGH", "symbol": "SHSE.603459", "name": "红板科技", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 107.49, "exec_low": 107.49, "exec_high": 109.1, "invalid_price": 99.082, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 400, "prev_close": 106.99, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.69, "max_chase_pct": 1.5, "base_exec_high": 109.1, "dynamic_exec_high": null, "intraday_vwap": 103.3044, "price_vs_vwap_pct": -0.8755, "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": 1.1432, "prev_amount_yi": 1.1723, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9752, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 101.75, "high": 101.75, "low": 101.32, "close": 101.32, "amount_yi": 0.2471 }, { "time": "09:49", "open": 101.01, "high": 101.01, "low": 100.8, "close": 100.8, "amount_yi": 0.3914 }, { "time": "09:50", "open": 101.0, "high": 101.0, "low": 101.0, "close": 101.0, "amount_yi": 0.1966 }, { "time": "09:51", "open": 101.77, "high": 102.3, "low": 101.77, "close": 102.3, "amount_yi": 0.1011 }, { "time": "09:52", "open": 102.96, "high": 102.96, "low": 102.4, "close": 102.4, "amount_yi": 0.207 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 102.4, "ts": "2026-06-05T09:52:31", "bid1": 102.36, "ask1": 102.4, "bid_qty1": 5600, "ask_qty1": 1800 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603267:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603267:BREAK_PREV_HIGH", "symbol": "SHSE.603267", "name": "鸿远电子", "side": "BUY", "priority": "W11", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 82.35, "exec_low": 82.35, "exec_high": 83.59, "invalid_price": 75.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T09:52:32", "sim_reason": "invalid_price_broken", "qty": 600, "prev_close": 81.11, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 89.22, "max_chase_pct": 1.5, "base_exec_high": 83.59, "dynamic_exec_high": null, "intraday_vwap": 75.7914, "price_vs_vwap_pct": -1.0046, "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": 0.7732, "prev_amount_yi": 0.865, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8939, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 75.56, "high": 75.56, "low": 75.56, "close": 75.56, "amount_yi": 0.2017 }, { "time": "09:49", "open": 75.4, "high": 75.4, "low": 75.28, "close": 75.28, "amount_yi": 0.1809 }, { "time": "09:50", "open": 74.8, "high": 74.8, "low": 74.8, "close": 74.8, "amount_yi": 0.0947 }, { "time": "09:51", "open": 74.58, "high": 74.58, "low": 74.53, "close": 74.53, "amount_yi": 0.1584 }, { "time": "09:52", "open": 74.67, "high": 75.03, "low": 74.67, "close": 75.03, "amount_yi": 0.1375 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 75.03, "ts": "2026-06-05T09:52:30", "bid1": 75.0, "ask1": 75.21, "bid_qty1": 3300, "ask_qty1": 100 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.688337:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.688337:BREAK_PREV_HIGH", "symbol": "SHSE.688337", "name": "普源精电", "side": "BUY", "priority": "W12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 67.8, "exec_low": 67.8, "exec_high": 68.82, "invalid_price": 60.662, "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": "2026-06-05T09:52:32", "sim_reason": "near_trigger", "qty": 700, "prev_close": 66.38, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.66, "max_chase_pct": 1.5, "base_exec_high": 68.82, "dynamic_exec_high": null, "intraday_vwap": 66.597, "price_vs_vwap_pct": 1.0856, "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": 0.1012, "prev_amount_yi": 0.1708, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5925, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 67.62, "high": 67.69, "low": 67.62, "close": 67.69, "amount_yi": 0.0265 }, { "time": "09:49", "open": 67.63, "high": 67.77, "low": 67.63, "close": 67.77, "amount_yi": 0.0204 }, { "time": "09:50", "open": 67.33, "high": 67.33, "low": 67.33, "close": 67.33, "amount_yi": 0.0054 }, { "time": "09:51", "open": 67.45, "high": 67.45, "low": 67.39, "close": 67.39, "amount_yi": 0.0287 }, { "time": "09:52", "open": 67.42, "high": 67.42, "low": 67.32, "close": 67.32, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 67.32, "ts": "2026-06-05T09:52:30", "bid1": 67.32, "ask1": 67.34, "bid_qty1": 1058, "ask_qty1": 16000 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.002384:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.002384:BREAK_PREV_HIGH", "symbol": "SZSE.002384", "name": "东山精密", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 244.7, "exec_low": 244.7, "exec_high": 248.37, "invalid_price": 215.504, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "prev_close": 237.8, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 261.58, "max_chase_pct": 1.5, "base_exec_high": 248.37, "dynamic_exec_high": null, "intraday_vwap": 233.5166, "price_vs_vwap_pct": 1.2219, "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": 6.1932, "prev_amount_yi": 5.0564, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2248, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 235.0, "high": 235.5, "low": 235.0, "close": 235.5, "amount_yi": 1.2982 }, { "time": "09:49", "open": 235.23, "high": 235.88, "low": 235.23, "close": 235.88, "amount_yi": 0.8289 }, { "time": "09:50", "open": 236.63, "high": 236.63, "low": 236.63, "close": 236.63, "amount_yi": 0.5795 }, { "time": "09:51", "open": 237.14, "high": 237.8, "low": 237.14, "close": 237.8, "amount_yi": 1.7204 }, { "time": "09:52", "open": 237.7, "high": 237.7, "low": 236.37, "close": 236.37, "amount_yi": 1.7662 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 236.37, "ts": "2026-06-05T09:52:30", "bid1": 236.26, "ask1": 236.5, "bid_qty1": 100, "ask_qty1": 4900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.688808:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.688808:BREAK_PREV_HIGH", "symbol": "SHSE.688808", "name": "联讯仪器", "side": "BUY", "priority": "W14", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 2155.0, "exec_low": 2155.0, "exec_high": 2187.32, "invalid_price": 1866.542, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 2119.99, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2543.99, "max_chase_pct": 1.5, "base_exec_high": 2187.32, "dynamic_exec_high": null, "intraday_vwap": 2140.2943, "price_vs_vwap_pct": 2.3224, "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": 1.7133, "prev_amount_yi": 1.1643, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4715, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 2170.21, "high": 2174.98, "low": 2170.21, "close": 2174.98, "amount_yi": 0.4274 }, { "time": "09:49", "open": 2174.85, "high": 2175.0, "low": 2174.85, "close": 2175.0, "amount_yi": 0.3713 }, { "time": "09:50", "open": 2179.0, "high": 2179.0, "low": 2179.0, "close": 2179.0, "amount_yi": 0.1054 }, { "time": "09:51", "open": 2190.0, "high": 2197.9, "low": 2190.0, "close": 2197.9, "amount_yi": 0.4396 }, { "time": "09:52", "open": 2199.0, "high": 2199.0, "low": 2190.0, "close": 2190.0, "amount_yi": 0.3696 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2190.0, "ts": "2026-06-05T09:52:28", "bid1": 2190.0, "ask1": 2198.95, "bid_qty1": 423, "ask_qty1": 200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方A", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 6.15, "exec_low": 6.15, "exec_high": 6.24, "invalid_price": 5.536, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 7800, "prev_close": 6.15, "theme": "OLED", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.77, "max_chase_pct": 1.5, "base_exec_high": 6.24, "dynamic_exec_high": null, "intraday_vwap": 6.2693, "price_vs_vwap_pct": 0.9682, "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": 6.1647, "prev_amount_yi": 10.8172, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5699, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 6.32, "high": 6.33, "low": 6.32, "close": 6.33, "amount_yi": 1.3201 }, { "time": "09:49", "open": 6.34, "high": 6.34, "low": 6.34, "close": 6.34, "amount_yi": 1.1779 }, { "time": "09:50", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.7436 }, { "time": "09:51", "open": 6.37, "high": 6.37, "low": 6.36, "close": 6.36, "amount_yi": 1.389 }, { "time": "09:52", "open": 6.36, "high": 6.36, "low": 6.33, "close": 6.33, "amount_yi": 1.5341 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.33, "ts": "2026-06-05T09:52:30", "bid1": 6.33, "ask1": 6.34, "bid_qty1": 2300, "ask_qty1": 393300 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.688200:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.688200:BREAK_PREV_HIGH", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W16", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 444.44, "exec_low": 444.44, "exec_high": 451.11, "invalid_price": 395.98, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 441.0, "theme": "半导体材料设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 529.2, "max_chase_pct": 1.5, "base_exec_high": 451.11, "dynamic_exec_high": null, "intraday_vwap": 427.0513, "price_vs_vwap_pct": 0.8146, "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": 0.3409, "prev_amount_yi": 0.7874, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4329, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 424.5, "high": 424.5, "low": 424.0, "close": 424.0, "amount_yi": 0.0556 }, { "time": "09:49", "open": 425.45, "high": 426.64, "low": 425.45, "close": 426.64, "amount_yi": 0.0434 }, { "time": "09:50", "open": 425.53, "high": 425.53, "low": 425.53, "close": 425.53, "amount_yi": 0.0273 }, { "time": "09:51", "open": 425.88, "high": 427.94, "low": 425.88, "close": 427.94, "amount_yi": 0.0761 }, { "time": "09:52", "open": 430.54, "high": 430.54, "low": 430.53, "close": 430.53, "amount_yi": 0.1385 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 430.53, "ts": "2026-06-05T09:52:30", "bid1": 429.39, "ask1": 430.53, "bid_qty1": 430, "ask_qty1": 797 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH", "symbol": "SHSE.603330", "name": "天洋新材", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.41, "exec_low": 9.41, "exec_high": 9.55, "invalid_price": 7.842, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 5400, "prev_close": 9.41, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.35, "max_chase_pct": 1.5, "base_exec_high": 9.55, "dynamic_exec_high": null, "intraday_vwap": 9.9347, "price_vs_vwap_pct": -8.0999, "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": 0.2965, "prev_amount_yi": 0.8425, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3519, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 9.17, "high": 9.18, "low": 9.17, "close": 9.18, "amount_yi": 0.1028 }, { "time": "09:49", "open": 9.27, "high": 9.27, "low": 9.27, "close": 9.27, "amount_yi": 0.0419 }, { "time": "09:50", "open": 9.3, "high": 9.3, "low": 9.3, "close": 9.3, "amount_yi": 0.0333 }, { "time": "09:51", "open": 9.34, "high": 9.34, "low": 9.19, "close": 9.19, "amount_yi": 0.0597 }, { "time": "09:52", "open": 9.15, "high": 9.15, "low": 9.13, "close": 9.13, "amount_yi": 0.0588 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 9.13, "ts": "2026-06-05T09:52:31", "bid1": 9.12, "ask1": 9.13, "bid_qty1": 22300, "ask_qty1": 7800 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH", "symbol": "SZSE.001896", "name": "豫能控股", "side": "BUY", "priority": "W18", "status": "FILLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.09, "exec_low": 22.09, "exec_high": 22.42, "invalid_price": 18.888, "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": "2026-06-05T09:52:32", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 22.09, "theme": "新能源电力链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.3, "max_chase_pct": 1.5, "base_exec_high": 22.42, "dynamic_exec_high": null, "intraday_vwap": 22.8069, "price_vs_vwap_pct": -4.7657, "energy_floor_hint_yi": 1.0, "minute_energy": null, "suggested_position_pct": 6.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "ma5": 18.888, "quote": { "last": 21.72, "ts": "2026-06-05T09:52:30", "bid1": 21.72, "ask1": 21.74, "bid_qty1": 300, "ask_qty1": 9500 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.688456:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.688456:BREAK_PREV_HIGH", "symbol": "SHSE.688456", "name": "有研粉材", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 95.26, "exec_low": 95.26, "exec_high": 96.69, "invalid_price": 82.586, "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": "2026-06-05T09:52:32", "sim_reason": "waiting_trigger", "qty": 500, "prev_close": 93.44, "theme": "新能源电力链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.13, "max_chase_pct": 1.5, "base_exec_high": 96.69, "dynamic_exec_high": null, "intraday_vwap": 88.8831, "price_vs_vwap_pct": -1.1848, "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": 0.1786, "prev_amount_yi": 0.2963, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6028, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 88.36, "high": 88.45, "low": 88.36, "close": 88.45, "amount_yi": 0.0324 }, { "time": "09:49", "open": 88.38, "high": 88.38, "low": 88.1, "close": 88.1, "amount_yi": 0.0227 }, { "time": "09:50", "open": 88.51, "high": 88.51, "low": 88.51, "close": 88.51, "amount_yi": 0.0263 }, { "time": "09:51", "open": 88.35, "high": 88.35, "low": 87.97, "close": 87.97, "amount_yi": 0.0328 }, { "time": "09:52", "open": 87.98, "high": 87.98, "low": 87.83, "close": 87.83, "amount_yi": 0.0644 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 87.83, "ts": "2026-06-05T09:52:30", "bid1": 87.86, "ask1": 88.02, "bid_qty1": 467, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600367:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600367:BREAK_PREV_HIGH", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "W20", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 46.98, "exec_low": 46.98, "exec_high": 47.68, "invalid_price": 39.19, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1000, "prev_close": 46.98, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 51.68, "max_chase_pct": 1.5, "base_exec_high": 47.68, "dynamic_exec_high": null, "intraday_vwap": 48.3111, "price_vs_vwap_pct": 0.6808, "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": 0.8133, "prev_amount_yi": 1.077, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7552, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 48.56, "high": 48.56, "low": 48.41, "close": 48.41, "amount_yi": 0.1838 }, { "time": "09:49", "open": 48.34, "high": 48.34, "low": 47.99, "close": 47.99, "amount_yi": 0.1129 }, { "time": "09:50", "open": 48.36, "high": 48.36, "low": 48.36, "close": 48.36, "amount_yi": 0.1384 }, { "time": "09:51", "open": 48.34, "high": 48.34, "low": 48.32, "close": 48.32, "amount_yi": 0.152 }, { "time": "09:52", "open": 48.79, "high": 48.79, "low": 48.64, "close": 48.64, "amount_yi": 0.2262 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 48.64, "ts": "2026-06-05T09:52:30", "bid1": 48.6, "ask1": 48.65, "bid_qty1": 300, "ask_qty1": 3200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W21", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 126.66, "exec_low": 126.66, "exec_high": 128.56, "invalid_price": 116.358, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "prev_close": 122.4, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 134.64, "max_chase_pct": 1.5, "base_exec_high": 128.56, "dynamic_exec_high": null, "intraday_vwap": 130.2437, "price_vs_vwap_pct": 2.9762, "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": 2.4774, "prev_amount_yi": 2.5366, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9767, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 133.8, "high": 133.91, "low": 133.8, "close": 133.91, "amount_yi": 0.9386 }, { "time": "09:49", "open": 133.3, "high": 133.9, "low": 133.3, "close": 133.9, "amount_yi": 0.4126 }, { "time": "09:50", "open": 134.0, "high": 134.0, "low": 134.0, "close": 134.0, "amount_yi": 0.1995 }, { "time": "09:51", "open": 134.39, "high": 134.39, "low": 134.01, "close": 134.01, "amount_yi": 0.518 }, { "time": "09:52", "open": 134.41, "high": 134.41, "low": 134.12, "close": 134.12, "amount_yi": 0.4087 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 116.358, "quote": { "last": 134.12, "ts": "2026-06-05T09:52:29", "bid1": 134.12, "ask1": 134.13, "bid_qty1": 2400, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603011:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603011:BREAK_PREV_HIGH", "symbol": "SHSE.603011", "name": "合锻智能", "side": "BUY", "priority": "W22", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.12, "exec_low": 33.12, "exec_high": 33.62, "invalid_price": 28.898, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched", "qty": 1400, "prev_close": 32.26, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.49, "max_chase_pct": 1.5, "base_exec_high": 33.62, "dynamic_exec_high": null, "intraday_vwap": 32.6182, "price_vs_vwap_pct": 1.7837, "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": 1.5072, "prev_amount_yi": 0.8046, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8732, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 33.05, "high": 33.12, "low": 33.05, "close": 33.12, "amount_yi": 0.284 }, { "time": "09:49", "open": 33.55, "high": 33.58, "low": 33.55, "close": 33.58, "amount_yi": 0.4684 }, { "time": "09:50", "open": 33.4, "high": 33.4, "low": 33.4, "close": 33.4, "amount_yi": 0.2439 }, { "time": "09:51", "open": 33.44, "high": 33.44, "low": 33.36, "close": 33.36, "amount_yi": 0.3324 }, { "time": "09:52", "open": 33.39, "high": 33.39, "low": 33.2, "close": 33.2, "amount_yi": 0.1785 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.898, "quote": { "last": 33.2, "ts": "2026-06-05T09:52:28", "bid1": 33.19, "ask1": 33.2, "bid_qty1": 6700, "ask_qty1": 100 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600105:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600105:BREAK_PREV_HIGH", "symbol": "SHSE.600105", "name": "永鼎股份", "side": "BUY", "priority": "W23", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 54.95, "exec_low": 54.95, "exec_high": 55.77, "invalid_price": 49.75, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 54.29, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.72, "max_chase_pct": 1.5, "base_exec_high": 55.77, "dynamic_exec_high": null, "intraday_vwap": 56.3629, "price_vs_vwap_pct": 2.5142, "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": 5.4515, "prev_amount_yi": 5.232, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.042, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 57.46, "high": 58.2, "low": 57.46, "close": 58.2, "amount_yi": 1.4953 }, { "time": "09:49", "open": 58.25, "high": 58.25, "low": 57.98, "close": 57.98, "amount_yi": 1.6766 }, { "time": "09:50", "open": 57.83, "high": 57.83, "low": 57.83, "close": 57.83, "amount_yi": 0.505 }, { "time": "09:51", "open": 57.95, "high": 58.14, "low": 57.95, "close": 58.14, "amount_yi": 0.9133 }, { "time": "09:52", "open": 58.1, "high": 58.1, "low": 57.78, "close": 57.78, "amount_yi": 0.8613 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.75, "quote": { "last": 57.78, "ts": "2026-06-05T09:52:28", "bid1": 57.78, "ask1": 57.87, "bid_qty1": 5800, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600522:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600522:BREAK_PREV_HIGH", "symbol": "SHSE.600522", "name": "中天科技", "side": "BUY", "priority": "W24", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 47.18, "exec_low": 47.18, "exec_high": 47.89, "invalid_price": 43.102, "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": "2026-06-05T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1000, "prev_close": 46.06, "theme": "超级电容", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 50.67, "max_chase_pct": 1.5, "base_exec_high": 47.89, "dynamic_exec_high": null, "intraday_vwap": 46.7857, "price_vs_vwap_pct": 3.3863, "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": 12.3916, "prev_amount_yi": 17.4736, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7092, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:48", "open": 48.03, "high": 48.5, "low": 48.03, "close": 48.5, "amount_yi": 3.3654 }, { "time": "09:49", "open": 48.53, "high": 48.53, "low": 48.36, "close": 48.36, "amount_yi": 3.1704 }, { "time": "09:50", "open": 48.4, "high": 48.4, "low": 48.4, "close": 48.4, "amount_yi": 1.0873 }, { "time": "09:51", "open": 48.3, "high": 48.65, "low": 48.3, "close": 48.65, "amount_yi": 2.4324 }, { "time": "09:52", "open": 48.6, "high": 48.6, "low": 48.37, "close": 48.37, "amount_yi": 2.3361 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49680.55, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 48.37, "ts": "2026-06-05T09:52:28", "bid1": 48.37, "ask1": 48.43, "bid_qty1": 1000, "ask_qty1": 8400 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 940645.0, "market_value": 52853.0, "total_value": 993498.0, "unrealized_pnl": -4066.0000000000023, "total_pnl": -6502.0, "total_pnl_pct": -0.6502000000000008 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 21.72, "market_value": 45612.0, "unrealized_pnl": -3927.0000000000023, "unrealized_pnl_pct": -7.927087749046214, "updated_at": "2026-06-05T09:52:32", "position_pct_of_total": 4.591051013691019 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 100, "avg_cost": 73.8, "last_price": 72.41, "market_value": 7241.0, "unrealized_pnl": -139.00000000000006, "unrealized_pnl_pct": -1.883468834688351, "updated_at": "2026-06-05T09:52:32", "position_pct_of_total": 0.7288389105966997 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 9.55, "cash_before_order": 934546.0, "chase_ceiling": 10.35, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY", "exec_high": 9.55, "exec_low": 9.41, "intraday_vwap": 10.1587, "invalid_price": 7.842, "ma5": 7.842, "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": "天洋新材", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.3909, "qty": 0, "quote_ask1": 10.3, "quote_ask_qty1": 197700, "quote_bid1": 10.19, "quote_bid_qty1": 18100, "quote_last": 10.3, "quote_ts": "2026-06-05T09:30:04", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.603330", "target_amount": 49874.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "消费电子概念", "trade_date": "20260605", "trigger_price": 9.41, "ts": "2026-06-05T09:30:05", "id": 16 }, { "amount": 0.0, "base_exec_high": 22.42, "cash_before_order": 934546.0, "chase_ceiling": 24.3, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY", "exec_high": 22.42, "exec_low": 22.09, "intraday_vwap": 23.1089, "invalid_price": 18.888, "ma5": 18.888, "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": "20260604", "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.6059, "qty": 0, "quote_ask1": 23.55, "quote_ask_qty1": 4700, "quote_bid1": 23.48, "quote_bid_qty1": 12500, "quote_last": 23.48, "quote_ts": "2026-06-05T09:30:03", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SZSE.001896", "target_amount": 49874.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "新能源电力链", "trade_date": "20260605", "trigger_price": 22.09, "ts": "2026-06-05T09:30:05", "id": 17 }, { "amount": 48350.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260605:SZSE.300394:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 443.45, "max_chase_pct": null, "minute_energy": null, "name": "天孚通信", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260604", "plan_id": "RISK:20260604:SZSE.300394:position_stop_loss", "position_pnl_pct": -4.243527828358795, "price": 483.5, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 483.8, "quote_ask_qty1": 1800, "quote_bid1": 483.5, "quote_bid_qty1": 200, "quote_last": 483.8, "quote_ts": "2026-06-05T09:30:03", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.300394", "template_key": "POSITION_RISK_EXIT", "theme": "光纤概念", "trade_date": "20260605", "trigger_price": -3.0, "ts": "2026-06-05T09:30:05", "id": 18 }, { "amount": 7288.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260605:SZSE.002475:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 72.478, "max_chase_pct": null, "minute_energy": null, "name": "立讯精密", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260604", "plan_id": "RISK:20260604:SZSE.002475:position_stop_loss", "position_pnl_pct": -3.3245033112582867, "price": 72.88, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 72.9, "quote_ask_qty1": 200, "quote_bid1": 72.88, "quote_bid_qty1": 8100, "quote_last": 72.99, "quote_ts": "2026-06-05T09:30:03", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002475", "template_key": "POSITION_RISK_EXIT", "theme": "AI算力基础设施", "trade_date": "20260605", "trigger_price": -3.0, "ts": "2026-06-05T09:30:05", "id": 19 }, { "amount": 0.0, "base_exec_high": 19.95, "cash_before_order": 990184.0, "chase_ceiling": 23.36, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SZSE.300319:BREAK_PREV_HIGH:BUY", "exec_high": 19.95, "exec_low": 19.66, "intraday_vwap": 19.627, "invalid_price": 16.764, "ma5": 16.764, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0.7228, "bar_count": 1, "bars": [ { "amount_yi": 0.7228, "close": 20.19, "high": 20.19, "low": 20.19, "open": 20.19, "time": "09:30" } ], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_1/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "麦捷科技", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SZSE.300319:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.8685, "qty": 0, "quote_ask1": 20.2, "quote_ask_qty1": 32600, "quote_bid1": 20.19, "quote_bid_qty1": 9400, "quote_last": 20.19, "quote_ts": "2026-06-05T09:30:33", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SZSE.300319", "target_amount": 49874.7, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "通信技术", "trade_date": "20260605", "trigger_price": 19.66, "ts": "2026-06-05T09:30:38", "id": 20 }, { "amount": 0.0, "base_exec_high": 9.55, "cash_before_order": 990184.0, "chase_ceiling": 10.35, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY", "exec_high": 9.55, "exec_low": 9.41, "intraday_vwap": 10.2633, "invalid_price": 7.842, "ma5": 7.842, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 1.6006, "bar_count": 1, "bars": [ { "amount_yi": 1.6006, "close": 10.35, "high": 10.35, "low": 10.35, "open": 10.35, "time": "09:30" } ], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_1/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "天洋新材", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 0.8448, "qty": 0, "quote_ask1": 0.0, "quote_ask_qty1": 0, "quote_bid1": 10.35, "quote_bid_qty1": 9777296, "quote_last": 10.35, "quote_ts": "2026-06-05T09:30:37", "reason": "limit_up_locked_no_ask", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.603330", "target_amount": 49874.7, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "消费电子概念", "trade_date": "20260605", "trigger_price": 9.41, "ts": "2026-06-05T09:30:38", "id": 21 }, { "amount": 0.0, "base_exec_high": 6.24, "cash_before_order": 990184.0, "chase_ceiling": 6.77, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SZSE.000725:BREAK_PREV_HIGH:BUY", "exec_high": 6.24, "exec_low": 6.15, "intraday_vwap": 6.1337, "invalid_price": 5.536, "ma5": 5.536, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 16.3038, "bar_count": 2, "bars": [ { "amount_yi": 6.1727, "close": 6.15, "high": 6.15, "low": 6.15, "open": 6.15, "time": "09:30" }, { "amount_yi": 10.1311, "close": 6.25, "high": 6.25, "low": 6.19, "open": 6.19, "time": "09:31" } ], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_2/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "京东方A", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SZSE.000725:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.8961, "qty": 0, "quote_ask1": 6.25, "quote_ask_qty1": 36100, "quote_bid1": 6.24, "quote_bid_qty1": 115300, "quote_last": 6.25, "quote_ts": "2026-06-05T09:31:36", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SZSE.000725", "target_amount": 49871.25, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "OLED", "trade_date": "20260605", "trigger_price": 6.15, "ts": "2026-06-05T09:31:39", "id": 22 }, { "amount": 0.0, "base_exec_high": 47.68, "cash_before_order": 990184.0, "chase_ceiling": 51.68, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SHSE.600367:BREAK_PREV_HIGH:BUY", "exec_high": 47.68, "exec_low": 46.98, "intraday_vwap": 47.9566, "invalid_price": 39.19, "ma5": 39.19, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 2.1917, "bar_count": 2, "bars": [ { "amount_yi": 1.0221, "close": 47.21, "high": 47.21, "low": 47.21, "open": 47.21, "time": "09:30" }, { "amount_yi": 1.1696, "close": 47.8, "high": 47.8, "low": 46.53, "open": 46.53, "time": "09:31" } ], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_2/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "红星发展", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SHSE.600367:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": -0.3265, "qty": 0, "quote_ask1": 47.8, "quote_ask_qty1": 18400, "quote_bid1": 47.78, "quote_bid_qty1": 100, "quote_last": 47.8, "quote_ts": "2026-06-05T09:31:36", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.600367", "target_amount": 49871.25, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "玻璃基板", "trade_date": "20260605", "trigger_price": 46.98, "ts": "2026-06-05T09:31:39", "id": 23 }, { "amount": 49539.0, "base_exec_high": 22.42, "cash_before_order": 990184.0, "chase_ceiling": 24.3, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": 23.66, "energy_floor_hint_yi": 1.0, "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY", "exec_high": 23.66, "exec_low": 23.55, "intraday_vwap": 23.5496, "invalid_price": 18.888, "ma5": 18.888, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 8.7607, "bar_count": 5, "bars": [ { "amount_yi": 2.9294, "close": 23.7, "high": 23.7, "low": 23.43, "open": 23.43, "time": "09:31" }, { "amount_yi": 2.3525, "close": 23.77, "high": 23.77, "low": 23.74, "open": 23.74, "time": "09:32" }, { "amount_yi": 1.6971, "close": 23.86, "high": 23.94, "low": 23.86, "open": 23.94, "time": "09:33" }, { "amount_yi": 1.2204, "close": 23.97, "high": 23.97, "low": 23.87, "open": 23.87, "time": "09:34" }, { "amount_yi": 0.5613, "close": 23.59, "high": 23.59, "low": 23.59, "open": 23.59, "time": "09:35" } ], "energy_ratio": 4.9856, "min_samples": 3, "passed": true, "prev_amount_yi": 1.7572, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "豫能控股", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260604", "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH", "price": 23.59, "price_vs_vwap_pct": 0.1716, "qty": 2100, "quote_ask1": 23.59, "quote_ask_qty1": 6000, "quote_bid1": 23.53, "quote_bid_qty1": 4700, "quote_last": 23.59, "quote_ts": "2026-06-05T09:35:12", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "intraday_vwap_anchor_reclaim", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 679.04, "status": "FILLED", "suggested_position_pct": 6.0, "symbol": "SZSE.001896", "target_amount": 49877.45, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "新能源电力链", "trade_date": "20260605", "trigger_price": 22.09, "ts": "2026-06-05T09:35:13", "id": 24 } ], "orders_this_tick": [], "position_risk_events": [ { "symbol": "SZSE.001896", "name": "豫能控股", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 21.72, "avg_cost": 23.59, "pnl_pct": -7.9271, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 24, "source_event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY" } ], "risk_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 30.0, "max_shadow_total_position_pct": 20.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "信号池或 active 龙头承接不足，总仓降到防守档", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 30.0, "effective_shadow_total_position_pct": 20.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.48, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 25, "market_gate_passed": false, "market_gate_reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 5.0 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true }, "summary": { "active_contracts": 25, "active_plan_contracts": 0, "watch_candidate_contracts": 25, "watch_only_contracts": 0, "actionable": 1, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 6, "risk_exit_signals": 1, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 1 } }