{ "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,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.56, "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": "2026-06-05T10:26:41", "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": "TOUCHED", "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "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": 91.4266, "price_vs_vwap_pct": 1.3928, "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": 0.0657, "prev_amount_yi": 0.0883, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7441, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:22", "open": 92.44, "high": 92.47, "low": 92.44, "close": 92.47, "amount_yi": 0.0185 }, { "time": "10:23", "open": 92.3, "high": 92.45, "low": 92.3, "close": 92.45, "amount_yi": 0.0084 }, { "time": "10:24", "open": 92.35, "high": 92.81, "low": 92.35, "close": 92.81, "amount_yi": 0.0175 }, { "time": "10:25", "open": 92.47, "high": 92.53, "low": 92.47, "close": 92.53, "amount_yi": 0.009 }, { "time": "10:26", "open": 92.74, "high": 92.74, "low": 92.7, "close": 92.7, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 92.7, "ts": "2026-06-05T10:26:39", "bid1": 92.4, "ask1": 92.73, "bid_qty1": 1417, "ask_qty1": 1138 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2100, "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": 20.8825, "price_vs_vwap_pct": 10.6668, "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": 1.4131, "prev_amount_yi": 1.1038, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2802, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 22.58, "high": 22.6, "low": 22.58, "close": 22.6, "amount_yi": 0.2373 }, { "time": "10:23", "open": 22.72, "high": 22.76, "low": 22.72, "close": 22.76, "amount_yi": 0.1919 }, { "time": "10:24", "open": 22.71, "high": 22.86, "low": 22.71, "close": 22.86, "amount_yi": 0.227 }, { "time": "10:25", "open": 23.0, "high": 23.0, "low": 22.97, "close": 22.97, "amount_yi": 0.4471 }, { "time": "10:26", "open": 22.95, "high": 23.11, "low": 22.95, "close": 23.11, "amount_yi": 0.3098 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 23.11, "ts": "2026-06-05T10:26:39", "bid1": 23.11, "ask1": 23.12, "bid_qty1": 1000, "ask_qty1": 44400 }, "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": "2026-06-05T10:26:41", "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": 28.4172, "price_vs_vwap_pct": 0.9952, "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": 0.3333, "prev_amount_yi": 0.4618, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7217, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 28.6, "high": 28.61, "low": 28.6, "close": 28.61, "amount_yi": 0.0464 }, { "time": "10:23", "open": 28.58, "high": 28.58, "low": 28.56, "close": 28.56, "amount_yi": 0.0663 }, { "time": "10:24", "open": 28.58, "high": 28.58, "low": 28.58, "close": 28.58, "amount_yi": 0.0489 }, { "time": "10:25", "open": 28.59, "high": 28.62, "low": 28.59, "close": 28.62, "amount_yi": 0.1039 }, { "time": "10:26", "open": 28.64, "high": 28.7, "low": 28.64, "close": 28.7, "amount_yi": 0.0678 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 28.7, "ts": "2026-06-05T10:26:39", "bid1": 28.69, "ask1": 28.7, "bid_qty1": 47000, "ask_qty1": 35900 }, "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": "2026-06-05T10:26:41", "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": 510.2547, "price_vs_vwap_pct": 1.077, "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": 3.4638, "prev_amount_yi": 3.3194, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0435, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 519.02, "high": 519.19, "low": 519.02, "close": 519.19, "amount_yi": 0.7927 }, { "time": "10:23", "open": 518.99, "high": 518.99, "low": 517.5, "close": 517.5, "amount_yi": 0.7077 }, { "time": "10:24", "open": 517.1, "high": 517.27, "low": 517.1, "close": 517.27, "amount_yi": 0.7636 }, { "time": "10:25", "open": 516.84, "high": 516.84, "low": 516.2, "close": 516.2, "amount_yi": 0.3799 }, { "time": "10:26", "open": 515.98, "high": 515.98, "low": 515.75, "close": 515.75, "amount_yi": 0.8199 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 515.75, "ts": "2026-06-05T10:26:38", "bid1": 515.75, "ask1": 515.8, "bid_qty1": 400, "ask_qty1": 14800 }, "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": "2026-06-05T10:26:41", "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": 32.4517, "price_vs_vwap_pct": 0.8576, "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": 0.3185, "prev_amount_yi": 0.3197, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9962, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 33.09, "high": 33.09, "low": 33.07, "close": 33.07, "amount_yi": 0.0578 }, { "time": "10:23", "open": 33.03, "high": 33.03, "low": 33.0, "close": 33.0, "amount_yi": 0.0282 }, { "time": "10:24", "open": 33.09, "high": 33.21, "low": 33.09, "close": 33.21, "amount_yi": 0.0819 }, { "time": "10:25", "open": 33.16, "high": 33.16, "low": 32.97, "close": 32.97, "amount_yi": 0.0826 }, { "time": "10:26", "open": 32.84, "high": 32.84, "low": 32.73, "close": 32.73, "amount_yi": 0.068 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 32.73, "ts": "2026-06-05T10:26:39", "bid1": 32.72, "ask1": 32.73, "bid_qty1": 200, "ask_qty1": 1649 }, "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": "2026-06-05T10:26:41", "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": 58.6232, "price_vs_vwap_pct": -0.3296, "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": 0.8787, "prev_amount_yi": 1.0079, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8718, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 58.28, "high": 58.43, "low": 58.28, "close": 58.43, "amount_yi": 0.2518 }, { "time": "10:23", "open": 58.44, "high": 58.44, "low": 58.41, "close": 58.41, "amount_yi": 0.1612 }, { "time": "10:24", "open": 58.33, "high": 58.41, "low": 58.33, "close": 58.41, "amount_yi": 0.1422 }, { "time": "10:25", "open": 58.47, "high": 58.56, "low": 58.47, "close": 58.56, "amount_yi": 0.1405 }, { "time": "10:26", "open": 58.46, "high": 58.46, "low": 58.43, "close": 58.43, "amount_yi": 0.183 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 58.43, "ts": "2026-06-05T10:26:38", "bid1": 58.37, "ask1": 58.43, "bid_qty1": 200, "ask_qty1": 1200 }, "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": "OBSERVE", "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": "2026-06-05T10:26:41", "sim_reason": "minute_energy_amount_too_low", "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": 17.2431, "price_vs_vwap_pct": 0.9099, "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": 0.2724, "prev_amount_yi": 0.2697, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.01, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 17.34, "high": 17.34, "low": 17.34, "close": 17.34, "amount_yi": 0.0494 }, { "time": "10:23", "open": 17.33, "high": 17.33, "low": 17.32, "close": 17.32, "amount_yi": 0.0415 }, { "time": "10:24", "open": 17.32, "high": 17.36, "low": 17.32, "close": 17.36, "amount_yi": 0.0438 }, { "time": "10:25", "open": 17.32, "high": 17.38, "low": 17.32, "close": 17.38, "amount_yi": 0.0697 }, { "time": "10:26", "open": 17.4, "high": 17.4, "low": 17.4, "close": 17.4, "amount_yi": 0.068 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.4, "ts": "2026-06-05T10:26:39", "bid1": 17.38, "ask1": 17.4, "bid_qty1": 6400, "ask_qty1": 4500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T10:26:41", "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": 99.5843, "price_vs_vwap_pct": 1.6124, "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": 5.1589, "prev_amount_yi": 4.3464, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1869, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 100.95, "high": 100.95, "low": 100.9, "close": 100.9, "amount_yi": 1.0625 }, { "time": "10:23", "open": 100.69, "high": 100.69, "low": 100.3, "close": 100.3, "amount_yi": 1.0719 }, { "time": "10:24", "open": 100.4, "high": 101.07, "low": 100.4, "close": 101.07, "amount_yi": 1.4957 }, { "time": "10:25", "open": 100.95, "high": 101.48, "low": 100.95, "close": 101.48, "amount_yi": 0.8785 }, { "time": "10:26", "open": 101.27, "high": 101.27, "low": 101.19, "close": 101.19, "amount_yi": 0.6503 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 101.19, "ts": "2026-06-05T10:26:39", "bid1": 101.15, "ask1": 101.17, "bid_qty1": 300, "ask_qty1": 1700 }, "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": "TOUCHED", "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1100, "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": 41.3983, "price_vs_vwap_pct": 3.0236, "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": 0.5974, "prev_amount_yi": 1.2314, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4851, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 42.36, "high": 42.45, "low": 42.36, "close": 42.45, "amount_yi": 0.1484 }, { "time": "10:23", "open": 42.45, "high": 42.45, "low": 42.38, "close": 42.38, "amount_yi": 0.0883 }, { "time": "10:24", "open": 42.35, "high": 42.48, "low": 42.35, "close": 42.48, "amount_yi": 0.119 }, { "time": "10:25", "open": 42.62, "high": 42.62, "low": 42.6, "close": 42.6, "amount_yi": 0.1306 }, { "time": "10:26", "open": 42.6, "high": 42.65, "low": 42.6, "close": 42.65, "amount_yi": 0.1111 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 42.65, "ts": "2026-06-05T10:26:39", "bid1": 42.65, "ask1": 42.66, "bid_qty1": 4500, "ask_qty1": 9900 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-05T10:26:41", "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": 19.1087, "price_vs_vwap_pct": 1.3151, "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": 0.3937, "prev_amount_yi": 0.4891, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8049, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 19.36, "high": 19.36, "low": 19.34, "close": 19.34, "amount_yi": 0.0994 }, { "time": "10:23", "open": 19.46, "high": 19.48, "low": 19.46, "close": 19.48, "amount_yi": 0.0881 }, { "time": "10:24", "open": 19.41, "high": 19.41, "low": 19.39, "close": 19.39, "amount_yi": 0.0784 }, { "time": "10:25", "open": 19.34, "high": 19.34, "low": 19.33, "close": 19.33, "amount_yi": 0.08 }, { "time": "10:26", "open": 19.37, "high": 19.37, "low": 19.36, "close": 19.36, "amount_yi": 0.0478 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.36, "ts": "2026-06-05T10:26:39", "bid1": 19.35, "ask1": 19.36, "bid_qty1": 15800, "ask_qty1": 10900 }, "previous_state": "OBSERVE", "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": "2026-06-05T10:26:41", "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": 103.2212, "price_vs_vwap_pct": 0.6576, "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": 0.297, "prev_amount_yi": 0.3116, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9531, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 103.29, "high": 103.43, "low": 103.29, "close": 103.43, "amount_yi": 0.0277 }, { "time": "10:23", "open": 103.5, "high": 103.79, "low": 103.5, "close": 103.79, "amount_yi": 0.0372 }, { "time": "10:24", "open": 103.93, "high": 104.02, "low": 103.93, "close": 104.02, "amount_yi": 0.0666 }, { "time": "10:25", "open": 103.92, "high": 103.92, "low": 103.65, "close": 103.65, "amount_yi": 0.1214 }, { "time": "10:26", "open": 103.64, "high": 103.9, "low": 103.64, "close": 103.9, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 103.9, "ts": "2026-06-05T10:26:40", "bid1": 103.74, "ask1": 103.93, "bid_qty1": 1000, "ask_qty1": 200 }, "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": "OBSERVE", "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": "2026-06-05T10:26:41", "sim_reason": "waiting_trigger", "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": 75.9244, "price_vs_vwap_pct": 2.3386, "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": 0.3145, "prev_amount_yi": 0.4434, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7093, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 76.68, "high": 76.68, "low": 76.63, "close": 76.63, "amount_yi": 0.0989 }, { "time": "10:23", "open": 76.78, "high": 77.0, "low": 76.78, "close": 77.0, "amount_yi": 0.0594 }, { "time": "10:24", "open": 77.03, "high": 77.15, "low": 77.03, "close": 77.15, "amount_yi": 0.0288 }, { "time": "10:25", "open": 77.44, "high": 77.5, "low": 77.44, "close": 77.5, "amount_yi": 0.0669 }, { "time": "10:26", "open": 77.6, "high": 77.7, "low": 77.6, "close": 77.7, "amount_yi": 0.0605 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 77.7, "ts": "2026-06-05T10:26:39", "bid1": 77.7, "ask1": 77.75, "bid_qty1": 3600, "ask_qty1": 1100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "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": 67.4845, "price_vs_vwap_pct": 2.7199, "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": 0.0679, "prev_amount_yi": 0.1073, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6328, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 69.38, "high": 69.46, "low": 69.38, "close": 69.46, "amount_yi": 0.0153 }, { "time": "10:23", "open": 69.5, "high": 69.5, "low": 69.22, "close": 69.22, "amount_yi": 0.0141 }, { "time": "10:24", "open": 69.15, "high": 69.45, "low": 69.15, "close": 69.45, "amount_yi": 0.0137 }, { "time": "10:25", "open": 69.2, "high": 69.51, "low": 69.2, "close": 69.51, "amount_yi": 0.0211 }, { "time": "10:26", "open": 69.31, "high": 69.32, "low": 69.31, "close": 69.32, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 69.32, "ts": "2026-06-05T10:26:39", "bid1": 69.32, "ask1": 69.41, "bid_qty1": 200, "ask_qty1": 200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-05T10:26:41", "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": 235.7138, "price_vs_vwap_pct": 0.9445, "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": 3.8104, "prev_amount_yi": 3.9779, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9579, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 240.35, "high": 240.35, "low": 240.31, "close": 240.31, "amount_yi": 0.7492 }, { "time": "10:23", "open": 240.52, "high": 240.52, "low": 239.11, "close": 239.11, "amount_yi": 0.8019 }, { "time": "10:24", "open": 238.45, "high": 239.24, "low": 238.45, "close": 239.24, "amount_yi": 0.9288 }, { "time": "10:25", "open": 238.29, "high": 238.5, "low": 238.29, "close": 238.5, "amount_yi": 0.6134 }, { "time": "10:26", "open": 238.2, "high": 238.2, "low": 237.94, "close": 237.94, "amount_yi": 0.7171 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 237.94, "ts": "2026-06-05T10:26:39", "bid1": 237.91, "ask1": 237.94, "bid_qty1": 200, "ask_qty1": 100 }, "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": "2026-06-05T10:26:41", "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": 2184.9174, "price_vs_vwap_pct": 2.7421, "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": 0.9432, "prev_amount_yi": 0.5868, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6074, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 2250.0, "high": 2260.0, "low": 2250.0, "close": 2260.0, "amount_yi": 0.3135 }, { "time": "10:23", "open": 2260.0, "high": 2260.0, "low": 2250.0, "close": 2250.0, "amount_yi": 0.1826 }, { "time": "10:24", "open": 2242.64, "high": 2247.0, "low": 2242.64, "close": 2247.0, "amount_yi": 0.175 }, { "time": "10:25", "open": 2235.0, "high": 2240.23, "low": 2235.0, "close": 2240.23, "amount_yi": 0.1802 }, { "time": "10:26", "open": 2245.97, "high": 2245.97, "low": 2244.83, "close": 2244.83, "amount_yi": 0.0919 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2244.83, "ts": "2026-06-05T10:26:38", "bid1": 2234.0, "ask1": 2244.9, "bid_qty1": 200, "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 7400, "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": 6.3437, "price_vs_vwap_pct": 4.6708, "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": 6.8839, "prev_amount_yi": 8.9151, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7722, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 6.57, "high": 6.57, "low": 6.55, "close": 6.55, "amount_yi": 0.9717 }, { "time": "10:23", "open": 6.57, "high": 6.61, "low": 6.57, "close": 6.61, "amount_yi": 1.8985 }, { "time": "10:24", "open": 6.59, "high": 6.59, "low": 6.59, "close": 6.59, "amount_yi": 1.8423 }, { "time": "10:25", "open": 6.59, "high": 6.59, "low": 6.57, "close": 6.57, "amount_yi": 0.8387 }, { "time": "10:26", "open": 6.58, "high": 6.64, "low": 6.58, "close": 6.64, "amount_yi": 1.3327 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.64, "ts": "2026-06-05T10:26:39", "bid1": 6.63, "ask1": 6.64, "bid_qty1": 1584700, "ask_qty1": 477111 }, "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": "2026-06-05T10:26:41", "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": 429.7494, "price_vs_vwap_pct": 0.7564, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3401, "prev_amount_yi": 0.262, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2981, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 433.91, "high": 433.91, "low": 432.48, "close": 432.48, "amount_yi": 0.0521 }, { "time": "10:23", "open": 433.79, "high": 433.79, "low": 433.43, "close": 433.43, "amount_yi": 0.0312 }, { "time": "10:24", "open": 432.49, "high": 435.52, "low": 432.49, "close": 435.52, "amount_yi": 0.1135 }, { "time": "10:25", "open": 435.19, "high": 435.19, "low": 434.43, "close": 434.43, "amount_yi": 0.0734 }, { "time": "10:26", "open": 434.42, "high": 434.42, "low": 433.0, "close": 433.0, "amount_yi": 0.0699 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 433.0, "ts": "2026-06-05T10:26:39", "bid1": 433.0, "ask1": 434.11, "bid_qty1": 49, "ask_qty1": 283 }, "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": "2026-06-05T10:26:41", "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": 9.7991, "price_vs_vwap_pct": -6.7261, "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": 0.0896, "prev_amount_yi": 0.1421, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6305, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 9.06, "high": 9.07, "low": 9.06, "close": 9.07, "amount_yi": 0.0189 }, { "time": "10:23", "open": 9.07, "high": 9.07, "low": 9.05, "close": 9.05, "amount_yi": 0.0196 }, { "time": "10:24", "open": 9.08, "high": 9.1, "low": 9.08, "close": 9.1, "amount_yi": 0.0083 }, { "time": "10:25", "open": 9.11, "high": 9.15, "low": 9.11, "close": 9.15, "amount_yi": 0.0225 }, { "time": "10:26", "open": 9.17, "high": 9.17, "low": 9.14, "close": 9.14, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 9.14, "ts": "2026-06-05T10:26:40", "bid1": 9.13, "ask1": 9.14, "bid_qty1": 16600, "ask_qty1": 700 }, "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": "2026-06-05T10:26:41", "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": 22.4929, "price_vs_vwap_pct": -4.7255, "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": 21.43, "ts": "2026-06-05T10:26:39", "bid1": 21.42, "ask1": 21.43, "bid_qty1": 9000, "ask_qty1": 26800 }, "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": "2026-06-05T10:26:41", "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": 89.3192, "price_vs_vwap_pct": 1.6915, "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": 0.0566, "prev_amount_yi": 0.0743, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7618, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 90.9, "high": 91.0, "low": 90.9, "close": 91.0, "amount_yi": 0.0095 }, { "time": "10:23", "open": 91.0, "high": 91.0, "low": 90.87, "close": 90.87, "amount_yi": 0.0093 }, { "time": "10:24", "open": 90.78, "high": 90.83, "low": 90.78, "close": 90.83, "amount_yi": 0.0135 }, { "time": "10:25", "open": 90.81, "high": 90.91, "low": 90.81, "close": 90.91, "amount_yi": 0.0116 }, { "time": "10:26", "open": 90.67, "high": 90.83, "low": 90.67, "close": 90.83, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 90.83, "ts": "2026-06-05T10:26:36", "bid1": 90.65, "ask1": 90.77, "bid_qty1": 2908, "ask_qty1": 670 }, "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": "2026-06-05T10:26:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 900, "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": 48.9627, "price_vs_vwap_pct": 4.3039, "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": 0.459, "prev_amount_yi": 0.6861, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.669, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 50.56, "high": 50.67, "low": 50.56, "close": 50.67, "amount_yi": 0.099 }, { "time": "10:23", "open": 50.67, "high": 50.67, "low": 50.58, "close": 50.58, "amount_yi": 0.0757 }, { "time": "10:24", "open": 50.66, "high": 50.66, "low": 50.6, "close": 50.6, "amount_yi": 0.1444 }, { "time": "10:25", "open": 50.8, "high": 50.89, "low": 50.8, "close": 50.89, "amount_yi": 0.0768 }, { "time": "10:26", "open": 51.0, "high": 51.07, "low": 51.0, "close": 51.07, "amount_yi": 0.0631 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 51.07, "ts": "2026-06-05T10:26:39", "bid1": 51.07, "ask1": 51.09, "bid_qty1": 200, "ask_qty1": 100 }, "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": "2026-06-05T10:26:41", "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": 131.9029, "price_vs_vwap_pct": 2.0751, "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": 0.0777, "prev_amount_yi": 0.082, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9476, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0198 }, { "time": "10:23", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0217 }, { "time": "10:24", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0054 }, { "time": "10:25", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0167 }, { "time": "10:26", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 116.358, "quote": { "last": 134.64, "ts": "2026-06-05T10:26:38", "bid1": 134.64, "ask1": 0.0, "bid_qty1": 4141000, "ask_qty1": 0 }, "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": "OBSERVE", "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": "2026-06-05T10:26:41", "sim_reason": "minute_energy_amount_too_low", "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": 32.8012, "price_vs_vwap_pct": 1.2158, "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": 0.2608, "prev_amount_yi": 0.4337, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6013, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 33.0, "high": 33.0, "low": 32.96, "close": 32.96, "amount_yi": 0.0823 }, { "time": "10:23", "open": 32.98, "high": 32.98, "low": 32.94, "close": 32.94, "amount_yi": 0.0525 }, { "time": "10:24", "open": 32.98, "high": 33.09, "low": 32.98, "close": 33.09, "amount_yi": 0.0396 }, { "time": "10:25", "open": 33.13, "high": 33.21, "low": 33.13, "close": 33.21, "amount_yi": 0.0547 }, { "time": "10:26", "open": 33.17, "high": 33.2, "low": 33.17, "close": 33.2, "amount_yi": 0.0317 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "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": "2026-06-05T10:26:37", "bid1": 33.2, "ask1": 33.21, "bid_qty1": 9300, "ask_qty1": 2000 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T10:26:41", "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": 57.5904, "price_vs_vwap_pct": 3.6978, "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": 0.3251, "prev_amount_yi": 0.6056, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5368, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 59.72, "high": 59.72, "low": 59.72, "close": 59.72, "amount_yi": 0.06 }, { "time": "10:23", "open": 59.72, "high": 59.72, "low": 59.72, "close": 59.72, "amount_yi": 0.0524 }, { "time": "10:24", "open": 59.72, "high": 59.72, "low": 59.72, "close": 59.72, "amount_yi": 0.0773 }, { "time": "10:25", "open": 59.72, "high": 59.72, "low": 59.72, "close": 59.72, "amount_yi": 0.0675 }, { "time": "10:26", "open": 59.72, "high": 59.72, "low": 59.72, "close": 59.72, "amount_yi": 0.0679 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.75, "quote": { "last": 59.72, "ts": "2026-06-05T10:26:37", "bid1": 59.72, "ask1": 0.0, "bid_qty1": 11780113, "ask_qty1": 0 }, "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": "2026-06-05T10:26:41", "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": 47.5444, "price_vs_vwap_pct": 2.3464, "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": 4.2418, "prev_amount_yi": 3.0091, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4097, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:22", "open": 48.53, "high": 48.53, "low": 48.49, "close": 48.49, "amount_yi": 0.8586 }, { "time": "10:23", "open": 48.46, "high": 48.46, "low": 48.32, "close": 48.32, "amount_yi": 1.0197 }, { "time": "10:24", "open": 48.25, "high": 48.5, "low": 48.25, "close": 48.5, "amount_yi": 1.2848 }, { "time": "10:25", "open": 48.53, "high": 48.54, "low": 48.53, "close": 48.54, "amount_yi": 0.5799 }, { "time": "10:26", "open": 48.52, "high": 48.66, "low": 48.52, "close": 48.66, "amount_yi": 0.4988 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49651.15, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 48.66, "ts": "2026-06-05T10:26:37", "bid1": 48.65, "ask1": 48.66, "bid_qty1": 1800, "ask_qty1": 15500 }, "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": 52298.0, "total_value": 992943.0, "unrealized_pnl": -4620.999999999999, "total_pnl": -7057.0, "total_pnl_pct": -0.705699999999998 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 21.43, "market_value": 45003.0, "unrealized_pnl": -4536.0, "unrealized_pnl_pct": -9.15642221280204, "updated_at": "2026-06-05T10:26:41", "position_pct_of_total": 4.532284330520483 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 100, "avg_cost": 73.8, "last_price": 72.95, "market_value": 7295.0, "unrealized_pnl": -84.99999999999943, "unrealized_pnl_pct": -1.1517615176151685, "updated_at": "2026-06-05T10:26:41", "position_pct_of_total": 0.7346846697141729 } ], "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": 21.43, "avg_cost": 23.59, "pnl_pct": -9.1564, "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": 0.56, "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,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": 0, "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 } }