{ "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": 0.52, "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": "2026-06-05T10:49:05", "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": "2026-06-05T10:49:05", "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": 91.4936, "price_vs_vwap_pct": 0.7721, "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": 0.0386, "prev_amount_yi": 0.0598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6455, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:45", "open": 91.72, "high": 91.73, "low": 91.72, "close": 91.73, "amount_yi": 0.0232 }, { "time": "10:46", "open": 91.74, "high": 92.22, "low": 91.74, "close": 92.22, "amount_yi": 0.0028 }, { "time": "10:47", "open": 91.82, "high": 92.2, "low": 91.82, "close": 92.2, "amount_yi": 0.0074 }, { "time": "10:48", "open": 92.2, "high": 92.27, "low": 92.2, "close": 92.27, "amount_yi": 0.0036 }, { "time": "10:49", "open": 92.2, "high": 92.2, "low": 92.2, "close": 92.2, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 92.2, "ts": "2026-06-05T10:49:03", "bid1": 92.2, "ask1": 92.3, "bid_qty1": 1393, "ask_qty1": 665 }, "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": "2026-06-05T10:49:05", "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": 21.4874, "price_vs_vwap_pct": 8.7149, "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": 1.6376, "prev_amount_yi": 1.3355, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2262, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 23.33, "high": 23.33, "low": 23.24, "close": 23.24, "amount_yi": 0.1023 }, { "time": "10:46", "open": 23.33, "high": 23.33, "low": 23.33, "close": 23.33, "amount_yi": 0.3415 }, { "time": "10:47", "open": 23.3, "high": 23.36, "low": 23.3, "close": 23.36, "amount_yi": 0.3898 }, { "time": "10:48", "open": 23.33, "high": 23.35, "low": 23.33, "close": 23.35, "amount_yi": 0.3099 }, { "time": "10:49", "open": 23.36, "high": 23.36, "low": 23.36, "close": 23.36, "amount_yi": 0.4941 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 23.36, "ts": "2026-06-05T10:49:03", "bid1": 23.36, "ask1": 0.0, "bid_qty1": 16651620, "ask_qty1": 0 }, "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": "2026-06-05T10:49:05", "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": 28.4763, "price_vs_vwap_pct": 1.8391, "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": 0.34, "prev_amount_yi": 0.36, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9444, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 28.79, "high": 28.79, "low": 28.75, "close": 28.75, "amount_yi": 0.0702 }, { "time": "10:46", "open": 28.8, "high": 28.83, "low": 28.8, "close": 28.83, "amount_yi": 0.0539 }, { "time": "10:47", "open": 28.88, "high": 28.96, "low": 28.88, "close": 28.96, "amount_yi": 0.1041 }, { "time": "10:48", "open": 28.95, "high": 28.95, "low": 28.94, "close": 28.94, "amount_yi": 0.0765 }, { "time": "10:49", "open": 29.0, "high": 29.0, "low": 29.0, "close": 29.0, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 29.0, "ts": "2026-06-05T10:49:03", "bid1": 29.0, "ask1": 29.02, "bid_qty1": 16500, "ask_qty1": 200 }, "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": "2026-06-05T10:49:05", "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": 510.5796, "price_vs_vwap_pct": 0.8638, "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": 1.9561, "prev_amount_yi": 4.126, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4741, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 513.18, "high": 513.68, "low": 513.18, "close": 513.68, "amount_yi": 0.5475 }, { "time": "10:46", "open": 514.19, "high": 514.89, "low": 514.19, "close": 514.89, "amount_yi": 0.3523 }, { "time": "10:47", "open": 515.01, "high": 515.07, "low": 515.01, "close": 515.07, "amount_yi": 0.3457 }, { "time": "10:48", "open": 515.05, "high": 515.05, "low": 515.0, "close": 515.0, "amount_yi": 0.5613 }, { "time": "10:49", "open": 514.99, "high": 514.99, "low": 514.99, "close": 514.99, "amount_yi": 0.1493 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 514.99, "ts": "2026-06-05T10:49:02", "bid1": 514.98, "ask1": 514.99, "bid_qty1": 3700, "ask_qty1": 200 }, "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": "2026-06-05T10:49:05", "sim_reason": "waiting_trigger", "qty": 1400, "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": 32.5337, "price_vs_vwap_pct": 2.2939, "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": 0.1953, "prev_amount_yi": 0.2042, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9564, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 33.23, "high": 33.23, "low": 33.17, "close": 33.17, "amount_yi": 0.0248 }, { "time": "10:46", "open": 33.21, "high": 33.32, "low": 33.21, "close": 33.32, "amount_yi": 0.0362 }, { "time": "10:47", "open": 33.29, "high": 33.45, "low": 33.29, "close": 33.45, "amount_yi": 0.0554 }, { "time": "10:48", "open": 33.38, "high": 33.43, "low": 33.38, "close": 33.43, "amount_yi": 0.0594 }, { "time": "10:49", "open": 33.28, "high": 33.28, "low": 33.28, "close": 33.28, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 33.28, "ts": "2026-06-05T10:49:03", "bid1": 33.21, "ask1": 33.28, "bid_qty1": 3310, "ask_qty1": 7439 }, "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": "2026-06-05T10:49:05", "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": 58.5439, "price_vs_vwap_pct": 0.0617, "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": 0.4647, "prev_amount_yi": 0.6678, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6959, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 58.29, "high": 58.29, "low": 58.29, "close": 58.29, "amount_yi": 0.1275 }, { "time": "10:46", "open": 58.4, "high": 58.47, "low": 58.4, "close": 58.47, "amount_yi": 0.082 }, { "time": "10:47", "open": 58.31, "high": 58.45, "low": 58.31, "close": 58.45, "amount_yi": 0.078 }, { "time": "10:48", "open": 58.49, "high": 58.55, "low": 58.49, "close": 58.55, "amount_yi": 0.1289 }, { "time": "10:49", "open": 58.58, "high": 58.58, "low": 58.58, "close": 58.58, "amount_yi": 0.0483 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 58.58, "ts": "2026-06-05T10:49:02", "bid1": 58.5, "ask1": 58.57, "bid_qty1": 9500, "ask_qty1": 500 }, "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": "2026-06-05T10:49:05", "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": 17.2537, "price_vs_vwap_pct": 1.0218, "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": 0.2286, "prev_amount_yi": 0.208, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.099, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 17.41, "high": 17.41, "low": 17.41, "close": 17.41, "amount_yi": 0.035 }, { "time": "10:46", "open": 17.43, "high": 17.46, "low": 17.43, "close": 17.46, "amount_yi": 0.0772 }, { "time": "10:47", "open": 17.45, "high": 17.45, "low": 17.45, "close": 17.45, "amount_yi": 0.0661 }, { "time": "10:48", "open": 17.44, "high": 17.44, "low": 17.43, "close": 17.43, "amount_yi": 0.0277 }, { "time": "10:49", "open": 17.43, "high": 17.43, "low": 17.43, "close": 17.43, "amount_yi": 0.0226 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.43, "ts": "2026-06-05T10:49:03", "bid1": 17.42, "ask1": 17.43, "bid_qty1": 2200, "ask_qty1": 2100 }, "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": "ACTIONABLE", "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": "2026-06-05T10:49:05", "sim_reason": "trigger_touched", "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": 99.6655, "price_vs_vwap_pct": 0.1049, "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": 2.6768, "prev_amount_yi": 5.224, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5124, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 99.66, "high": 99.85, "low": 99.66, "close": 99.85, "amount_yi": 0.6588 }, { "time": "10:46", "open": 100.5, "high": 100.5, "low": 100.32, "close": 100.32, "amount_yi": 0.6657 }, { "time": "10:47", "open": 99.96, "high": 100.36, "low": 99.96, "close": 100.36, "amount_yi": 0.5346 }, { "time": "10:48", "open": 100.0, "high": 100.0, "low": 99.98, "close": 99.98, "amount_yi": 0.6235 }, { "time": "10:49", "open": 99.77, "high": 99.77, "low": 99.77, "close": 99.77, "amount_yi": 0.1942 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 99.77, "ts": "2026-06-05T10:49:03", "bid1": 99.72, "ask1": 99.77, "bid_qty1": 3000, "ask_qty1": 1200 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "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": "2026-06-05T10:49:05", "sim_reason": "minute_energy_amount_too_low", "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": 41.5024, "price_vs_vwap_pct": 2.1869, "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": 0.3547, "prev_amount_yi": 0.5057, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7014, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 42.2, "high": 42.2, "low": 42.15, "close": 42.15, "amount_yi": 0.0624 }, { "time": "10:46", "open": 42.23, "high": 42.31, "low": 42.23, "close": 42.31, "amount_yi": 0.0878 }, { "time": "10:47", "open": 42.24, "high": 42.25, "low": 42.24, "close": 42.25, "amount_yi": 0.0612 }, { "time": "10:48", "open": 42.27, "high": 42.34, "low": 42.27, "close": 42.34, "amount_yi": 0.0921 }, { "time": "10:49", "open": 42.41, "high": 42.41, "low": 42.41, "close": 42.41, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 42.41, "ts": "2026-06-05T10:49:03", "bid1": 42.37, "ask1": 42.38, "bid_qty1": 200, "ask_qty1": 1400 }, "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": "2026-06-05T10:49:05", "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": 19.117, "price_vs_vwap_pct": 1.1142, "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": 0.3116, "prev_amount_yi": 0.4501, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6923, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 19.29, "high": 19.3, "low": 19.29, "close": 19.3, "amount_yi": 0.0624 }, { "time": "10:46", "open": 19.33, "high": 19.33, "low": 19.31, "close": 19.31, "amount_yi": 0.0572 }, { "time": "10:47", "open": 19.22, "high": 19.25, "low": 19.22, "close": 19.25, "amount_yi": 0.0732 }, { "time": "10:48", "open": 19.25, "high": 19.3, "low": 19.25, "close": 19.3, "amount_yi": 0.0897 }, { "time": "10:49", "open": 19.33, "high": 19.33, "low": 19.33, "close": 19.33, "amount_yi": 0.0291 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.33, "ts": "2026-06-05T10:49:03", "bid1": 19.32, "ask1": 19.33, "bid_qty1": 1900, "ask_qty1": 5900 }, "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": "2026-06-05T10:49:05", "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": 103.1844, "price_vs_vwap_pct": -0.3725, "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": 0.159, "prev_amount_yi": 0.2132, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7458, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 102.56, "high": 102.66, "low": 102.56, "close": 102.66, "amount_yi": 0.0231 }, { "time": "10:46", "open": 102.67, "high": 102.67, "low": 102.66, "close": 102.66, "amount_yi": 0.0525 }, { "time": "10:47", "open": 102.81, "high": 102.81, "low": 102.71, "close": 102.71, "amount_yi": 0.0325 }, { "time": "10:48", "open": 102.79, "high": 102.79, "low": 102.79, "close": 102.79, "amount_yi": 0.0261 }, { "time": "10:49", "open": 102.8, "high": 102.8, "low": 102.8, "close": 102.8, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 102.8, "ts": "2026-06-05T10:49:04", "bid1": 102.77, "ask1": 102.8, "bid_qty1": 500, "ask_qty1": 500 }, "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": "2026-06-05T10:49:05", "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": 76.0248, "price_vs_vwap_pct": 1.5327, "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": 0.1819, "prev_amount_yi": 0.2, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9095, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 76.61, "high": 76.61, "low": 76.61, "close": 76.61, "amount_yi": 0.0538 }, { "time": "10:46", "open": 76.74, "high": 76.92, "low": 76.74, "close": 76.92, "amount_yi": 0.0171 }, { "time": "10:47", "open": 76.99, "high": 77.03, "low": 76.99, "close": 77.03, "amount_yi": 0.0353 }, { "time": "10:48", "open": 77.0, "high": 77.12, "low": 77.0, "close": 77.12, "amount_yi": 0.053 }, { "time": "10:49", "open": 77.19, "high": 77.19, "low": 77.19, "close": 77.19, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 77.19, "ts": "2026-06-05T10:49:03", "bid1": 77.16, "ask1": 77.19, "bid_qty1": 1400, "ask_qty1": 8200 }, "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": "OBSERVE", "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": "2026-06-05T10:49:05", "sim_reason": "minute_energy_amount_too_low", "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": 67.6289, "price_vs_vwap_pct": 1.5099, "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": 0.0699, "prev_amount_yi": 0.064, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0922, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 68.26, "high": 68.26, "low": 68.2, "close": 68.2, "amount_yi": 0.0079 }, { "time": "10:46", "open": 68.26, "high": 68.44, "low": 68.26, "close": 68.44, "amount_yi": 0.0159 }, { "time": "10:47", "open": 68.27, "high": 68.31, "low": 68.27, "close": 68.31, "amount_yi": 0.0275 }, { "time": "10:48", "open": 68.58, "high": 68.65, "low": 68.58, "close": 68.65, "amount_yi": 0.0177 }, { "time": "10:49", "open": 68.65, "high": 68.65, "low": 68.65, "close": 68.65, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 68.65, "ts": "2026-06-05T10:49:03", "bid1": 68.66, "ask1": 68.76, "bid_qty1": 950, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T10:49:05", "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": 235.7189, "price_vs_vwap_pct": 0.3144, "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": 1.5655, "prev_amount_yi": 2.4286, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6446, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 235.08, "high": 235.08, "low": 234.89, "close": 234.89, "amount_yi": 0.3971 }, { "time": "10:46", "open": 235.96, "high": 236.4, "low": 235.96, "close": 236.4, "amount_yi": 0.3444 }, { "time": "10:47", "open": 236.34, "high": 236.44, "low": 236.34, "close": 236.44, "amount_yi": 0.3595 }, { "time": "10:48", "open": 236.59, "high": 236.59, "low": 236.47, "close": 236.47, "amount_yi": 0.3378 }, { "time": "10:49", "open": 236.46, "high": 236.46, "low": 236.46, "close": 236.46, "amount_yi": 0.1267 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 236.46, "ts": "2026-06-05T10:49:03", "bid1": 236.46, "ask1": 236.53, "bid_qty1": 1600, "ask_qty1": 1700 }, "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": "2026-06-05T10:49:05", "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": 2195.5164, "price_vs_vwap_pct": 4.5768, "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": 0.914, "prev_amount_yi": 0.5182, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7638, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 2275.0, "high": 2290.32, "low": 2275.0, "close": 2290.32, "amount_yi": 0.2781 }, { "time": "10:46", "open": 2298.0, "high": 2298.0, "low": 2275.0, "close": 2275.0, "amount_yi": 0.3257 }, { "time": "10:47", "open": 2283.01, "high": 2283.04, "low": 2283.01, "close": 2283.04, "amount_yi": 0.1049 }, { "time": "10:48", "open": 2295.05, "high": 2295.05, "low": 2292.0, "close": 2292.0, "amount_yi": 0.1306 }, { "time": "10:49", "open": 2296.0, "high": 2296.0, "low": 2296.0, "close": 2296.0, "amount_yi": 0.0747 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2296.0, "ts": "2026-06-05T10:49:02", "bid1": 2287.42, "ask1": 2295.89, "bid_qty1": 10, "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": "2026-06-05T10:49:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 7300, "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": 6.3823, "price_vs_vwap_pct": 4.9778, "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": 4.3142, "prev_amount_yi": 4.0204, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0731, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 6.65, "high": 6.68, "low": 6.65, "close": 6.68, "amount_yi": 0.8185 }, { "time": "10:46", "open": 6.7, "high": 6.7, "low": 6.69, "close": 6.69, "amount_yi": 0.602 }, { "time": "10:47", "open": 6.69, "high": 6.69, "low": 6.69, "close": 6.69, "amount_yi": 0.7371 }, { "time": "10:48", "open": 6.7, "high": 6.7, "low": 6.69, "close": 6.69, "amount_yi": 0.7744 }, { "time": "10:49", "open": 6.7, "high": 6.7, "low": 6.7, "close": 6.7, "amount_yi": 1.3822 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.7, "ts": "2026-06-05T10:49:03", "bid1": 6.7, "ask1": 6.71, "bid_qty1": 77000, "ask_qty1": 909900 }, "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": "2026-06-05T10:49:05", "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": 429.7158, "price_vs_vwap_pct": -0.0013, "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": 0.1293, "prev_amount_yi": 0.1566, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8257, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 427.86, "high": 427.86, "low": 427.61, "close": 427.61, "amount_yi": 0.0215 }, { "time": "10:46", "open": 427.67, "high": 429.83, "low": 427.67, "close": 429.83, "amount_yi": 0.0369 }, { "time": "10:47", "open": 429.7, "high": 430.01, "low": 429.7, "close": 430.01, "amount_yi": 0.02 }, { "time": "10:48", "open": 430.09, "high": 430.98, "low": 430.09, "close": 430.98, "amount_yi": 0.0423 }, { "time": "10:49", "open": 429.71, "high": 429.71, "low": 429.71, "close": 429.71, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 429.71, "ts": "2026-06-05T10:49:03", "bid1": 429.72, "ask1": 430.56, "bid_qty1": 168, "ask_qty1": 200 }, "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": "2026-06-05T10:49:05", "sim_reason": "waiting_trigger", "qty": 5500, "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": 9.7594, "price_vs_vwap_pct": -8.7034, "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": 0.1269, "prev_amount_yi": 0.1436, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8837, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 8.91, "high": 8.92, "low": 8.91, "close": 8.92, "amount_yi": 0.029 }, { "time": "10:46", "open": 8.93, "high": 8.94, "low": 8.93, "close": 8.94, "amount_yi": 0.0106 }, { "time": "10:47", "open": 8.95, "high": 8.96, "low": 8.95, "close": 8.96, "amount_yi": 0.0099 }, { "time": "10:48", "open": 8.95, "high": 8.95, "low": 8.91, "close": 8.91, "amount_yi": 0.0422 }, { "time": "10:49", "open": 8.91, "high": 8.91, "low": 8.91, "close": 8.91, "amount_yi": 0.0352 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 8.91, "ts": "2026-06-05T10:49:01", "bid1": 8.91, "ask1": 8.92, "bid_qty1": 25600, "ask_qty1": 16900 }, "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": "2026-06-05T10:49:05", "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": 22.3766, "price_vs_vwap_pct": -5.2135, "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": 21.21, "ts": "2026-06-05T10:49:03", "bid1": 21.24, "ask1": 21.27, "bid_qty1": 400, "ask_qty1": 10300 }, "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": "2026-06-05T10:49:05", "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": 89.4702, "price_vs_vwap_pct": 1.3857, "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": 0.101, "prev_amount_yi": 0.0752, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3431, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 90.6, "high": 90.61, "low": 90.6, "close": 90.61, "amount_yi": 0.0162 }, { "time": "10:46", "open": 90.89, "high": 90.99, "low": 90.89, "close": 90.99, "amount_yi": 0.044 }, { "time": "10:47", "open": 90.72, "high": 90.72, "low": 90.56, "close": 90.56, "amount_yi": 0.0176 }, { "time": "10:48", "open": 90.47, "high": 90.71, "low": 90.47, "close": 90.71, "amount_yi": 0.0174 }, { "time": "10:49", "open": 90.71, "high": 90.71, "low": 90.71, "close": 90.71, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 90.71, "ts": "2026-06-05T10:49:03", "bid1": 90.71, "ask1": 90.79, "bid_qty1": 579, "ask_qty1": 254 }, "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": "2026-06-05T10:49:05", "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": 49.1177, "price_vs_vwap_pct": 3.5472, "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": 0.5412, "prev_amount_yi": 0.2369, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.2845, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 50.68, "high": 50.73, "low": 50.68, "close": 50.73, "amount_yi": 0.0354 }, { "time": "10:46", "open": 50.71, "high": 50.71, "low": 50.5, "close": 50.5, "amount_yi": 0.06 }, { "time": "10:47", "open": 50.77, "high": 51.01, "low": 50.77, "close": 51.01, "amount_yi": 0.14 }, { "time": "10:48", "open": 50.92, "high": 50.95, "low": 50.92, "close": 50.95, "amount_yi": 0.2218 }, { "time": "10:49", "open": 50.86, "high": 50.86, "low": 50.86, "close": 50.86, "amount_yi": 0.084 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 50.86, "ts": "2026-06-05T10:49:03", "bid1": 50.82, "ask1": 50.85, "bid_qty1": 1000, "ask_qty1": 1900 }, "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": "2026-06-05T10:49:05", "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": 131.9266, "price_vs_vwap_pct": 2.0567, "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": 0.0338, "prev_amount_yi": 0.058, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5828, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0098 }, { "time": "10:46", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0055 }, { "time": "10:47", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0108 }, { "time": "10:48", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0051 }, { "time": "10:49", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "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": "2026-06-05T10:49:02", "bid1": 134.64, "ask1": 0.0, "bid_qty1": 3994831, "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": "2026-06-05T10:49:05", "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": 32.9115, "price_vs_vwap_pct": 1.7881, "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": 0.1827, "prev_amount_yi": 0.353, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5176, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 33.65, "high": 33.65, "low": 33.48, "close": 33.48, "amount_yi": 0.043 }, { "time": "10:46", "open": 33.43, "high": 33.48, "low": 33.43, "close": 33.48, "amount_yi": 0.0439 }, { "time": "10:47", "open": 33.42, "high": 33.52, "low": 33.42, "close": 33.52, "amount_yi": 0.0548 }, { "time": "10:48", "open": 33.52, "high": 33.52, "low": 33.5, "close": 33.5, "amount_yi": 0.0268 }, { "time": "10:49", "open": 33.5, "high": 33.5, "low": 33.5, "close": 33.5, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.898, "quote": { "last": 33.5, "ts": "2026-06-05T10:49:01", "bid1": 33.49, "ask1": 33.5, "bid_qty1": 2600, "ask_qty1": 100 }, "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": "2026-06-05T10:49:05", "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": 57.9699, "price_vs_vwap_pct": 0.9144, "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": 2.3588, "prev_amount_yi": 3.8829, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6075, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 58.6, "high": 58.6, "low": 58.35, "close": 58.35, "amount_yi": 0.7948 }, { "time": "10:46", "open": 58.44, "high": 58.81, "low": 58.44, "close": 58.81, "amount_yi": 0.5239 }, { "time": "10:47", "open": 58.68, "high": 58.72, "low": 58.68, "close": 58.72, "amount_yi": 0.4643 }, { "time": "10:48", "open": 58.7, "high": 58.7, "low": 58.6, "close": 58.6, "amount_yi": 0.3723 }, { "time": "10:49", "open": 58.5, "high": 58.5, "low": 58.5, "close": 58.5, "amount_yi": 0.2035 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.75, "quote": { "last": 58.5, "ts": "2026-06-05T10:49:01", "bid1": 58.49, "ask1": 58.5, "bid_qty1": 1800, "ask_qty1": 300 }, "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": "2026-06-05T10:49:05", "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": 47.6165, "price_vs_vwap_pct": 0.9104, "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": 2.0453, "prev_amount_yi": 3.8656, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5291, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:45", "open": 48.02, "high": 48.02, "low": 47.9, "close": 47.9, "amount_yi": 0.6507 }, { "time": "10:46", "open": 47.99, "high": 48.2, "low": 47.99, "close": 48.2, "amount_yi": 0.2601 }, { "time": "10:47", "open": 48.16, "high": 48.16, "low": 48.08, "close": 48.08, "amount_yi": 0.55 }, { "time": "10:48", "open": 48.06, "high": 48.07, "low": 48.06, "close": 48.07, "amount_yi": 0.2732 }, { "time": "10:49", "open": 48.05, "high": 48.05, "low": 48.05, "close": 48.05, "amount_yi": 0.3113 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49630.9, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 48.05, "ts": "2026-06-05T10:49:01", "bid1": 48.0, "ask1": 48.05, "bid_qty1": 99700, "ask_qty1": 3700 }, "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": 51808.0, "total_value": 992453.0, "unrealized_pnl": -5110.999999999998, "total_pnl": -7547.0, "total_pnl_pct": -0.754699999999997 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 21.21, "market_value": 44541.0, "unrealized_pnl": -4997.999999999998, "unrealized_pnl_pct": -10.089020771513347, "updated_at": "2026-06-05T10:49:05", "position_pct_of_total": 4.487970714985999 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 100, "avg_cost": 73.8, "last_price": 72.67, "market_value": 7267.0, "unrealized_pnl": -112.99999999999955, "unrealized_pnl_pct": -1.5311653116531154, "updated_at": "2026-06-05T10:49:05", "position_pct_of_total": 0.7322261104556085 } ], "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": 21.21, "avg_cost": 23.59, "pnl_pct": -10.089, "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": 0.52, "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 } }