{ "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": "2026-06-05T11:13:02", "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": "OBSERVE", "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": "2026-06-05T11:13:02", "sim_reason": "minute_energy_amount_too_low", "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": 91.5383, "price_vs_vwap_pct": -0.1402, "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": 0.0314, "prev_amount_yi": 0.036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8722, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:09", "open": 91.33, "high": 91.33, "low": 91.31, "close": 91.31, "amount_yi": 0.0115 }, { "time": "11:10", "open": 91.31, "high": 91.6, "low": 91.31, "close": 91.6, "amount_yi": 0.0055 }, { "time": "11:11", "open": 91.4, "high": 91.4, "low": 91.4, "close": 91.4, "amount_yi": 0.0066 }, { "time": "11:12", "open": 91.53, "high": 91.53, "low": 91.5, "close": 91.5, "amount_yi": 0.0045 }, { "time": "11:13", "open": 91.41, "high": 91.41, "low": 91.41, "close": 91.41, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 91.41, "ts": "2026-06-05T11:13:00", "bid1": 91.4, "ask1": 91.43, "bid_qty1": 62, "ask_qty1": 4416 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T11:13:02", "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": 21.6276, "price_vs_vwap_pct": 6.5305, "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": 0.4125, "prev_amount_yi": 0.7257, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5684, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 23.02, "high": 23.17, "low": 23.02, "close": 23.17, "amount_yi": 0.1166 }, { "time": "11:10", "open": 23.1, "high": 23.1, "low": 23.08, "close": 23.08, "amount_yi": 0.0514 }, { "time": "11:11", "open": 23.08, "high": 23.08, "low": 23.08, "close": 23.08, "amount_yi": 0.0425 }, { "time": "11:12", "open": 23.04, "high": 23.11, "low": 23.04, "close": 23.11, "amount_yi": 0.1657 }, { "time": "11:13", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0363 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 23.04, "ts": "2026-06-05T11:13:00", "bid1": 23.02, "ask1": 23.03, "bid_qty1": 600, "ask_qty1": 400 }, "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": "2026-06-05T11:13:02", "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": 28.5086, "price_vs_vwap_pct": 1.2677, "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": 0.1969, "prev_amount_yi": 0.3418, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5761, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 28.79, "high": 28.81, "low": 28.79, "close": 28.81, "amount_yi": 0.0395 }, { "time": "11:10", "open": 28.83, "high": 28.83, "low": 28.79, "close": 28.79, "amount_yi": 0.0841 }, { "time": "11:11", "open": 28.77, "high": 28.77, "low": 28.77, "close": 28.77, "amount_yi": 0.017 }, { "time": "11:12", "open": 28.76, "high": 28.83, "low": 28.76, "close": 28.83, "amount_yi": 0.0311 }, { "time": "11:13", "open": 28.87, "high": 28.87, "low": 28.87, "close": 28.87, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 28.87, "ts": "2026-06-05T11:13:00", "bid1": 28.86, "ask1": 28.87, "bid_qty1": 8800, "ask_qty1": 9900 }, "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": "2026-06-05T11:13:02", "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": 510.5805, "price_vs_vwap_pct": -0.098, "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": 1.0079, "prev_amount_yi": 1.9329, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5214, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 510.69, "high": 511.02, "low": 510.69, "close": 511.02, "amount_yi": 0.3015 }, { "time": "11:10", "open": 511.8, "high": 511.8, "low": 511.03, "close": 511.03, "amount_yi": 0.1856 }, { "time": "11:11", "open": 510.63, "high": 510.63, "low": 510.63, "close": 510.63, "amount_yi": 0.164 }, { "time": "11:12", "open": 510.28, "high": 510.65, "low": 510.28, "close": 510.65, "amount_yi": 0.1378 }, { "time": "11:13", "open": 510.08, "high": 510.08, "low": 510.08, "close": 510.08, "amount_yi": 0.219 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 510.08, "ts": "2026-06-05T11:13:00", "bid1": 510.08, "ask1": 510.18, "bid_qty1": 200, "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": "2026-06-05T11:13:02", "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": 32.5777, "price_vs_vwap_pct": 1.8795, "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": 0.0671, "prev_amount_yi": 0.0773, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.868, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 33.09, "high": 33.17, "low": 33.09, "close": 33.17, "amount_yi": 0.0113 }, { "time": "11:10", "open": 33.16, "high": 33.16, "low": 33.07, "close": 33.07, "amount_yi": 0.0176 }, { "time": "11:11", "open": 33.2, "high": 33.2, "low": 33.2, "close": 33.2, "amount_yi": 0.0089 }, { "time": "11:12", "open": 33.18, "high": 33.18, "low": 33.17, "close": 33.17, "amount_yi": 0.023 }, { "time": "11:13", "open": 33.19, "high": 33.19, "low": 33.19, "close": 33.19, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 33.19, "ts": "2026-06-05T11:13:00", "bid1": 33.18, "ask1": 33.19, "bid_qty1": 2752, "ask_qty1": 1497 }, "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": "2026-06-05T11:13:02", "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": 58.5135, "price_vs_vwap_pct": -0.7067, "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": 0.336, "prev_amount_yi": 0.5999, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5601, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 58.15, "high": 58.3, "low": 58.15, "close": 58.3, "amount_yi": 0.1052 }, { "time": "11:10", "open": 58.28, "high": 58.28, "low": 58.22, "close": 58.22, "amount_yi": 0.0486 }, { "time": "11:11", "open": 58.21, "high": 58.21, "low": 58.21, "close": 58.21, "amount_yi": 0.0346 }, { "time": "11:12", "open": 58.14, "high": 58.17, "low": 58.14, "close": 58.17, "amount_yi": 0.0672 }, { "time": "11:13", "open": 58.1, "high": 58.1, "low": 58.1, "close": 58.1, "amount_yi": 0.0804 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 58.1, "ts": "2026-06-05T11:12:59", "bid1": 58.09, "ask1": 58.1, "bid_qty1": 800, "ask_qty1": 5200 }, "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": "NEAR_TRIGGER", "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": "2026-06-05T11:13:02", "sim_reason": "near_trigger", "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": 17.2591, "price_vs_vwap_pct": 0.4687, "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": 0.1464, "prev_amount_yi": 0.1854, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7896, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 17.34, "high": 17.35, "low": 17.34, "close": 17.35, "amount_yi": 0.0363 }, { "time": "11:10", "open": 17.35, "high": 17.35, "low": 17.33, "close": 17.33, "amount_yi": 0.0563 }, { "time": "11:11", "open": 17.33, "high": 17.33, "low": 17.33, "close": 17.33, "amount_yi": 0.0102 }, { "time": "11:12", "open": 17.31, "high": 17.35, "low": 17.31, "close": 17.35, "amount_yi": 0.0393 }, { "time": "11:13", "open": 17.34, "high": 17.34, "low": 17.34, "close": 17.34, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.34, "ts": "2026-06-05T11:13:00", "bid1": 17.33, "ask1": 17.34, "bid_qty1": 5300, "ask_qty1": 3400 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-05T11:13:02", "sim_reason": "near_trigger", "qty": 500, "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": 99.5875, "price_vs_vwap_pct": -0.9815, "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": 3.1953, "prev_amount_yi": 2.3831, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3408, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 98.5, "high": 98.5, "low": 98.43, "close": 98.43, "amount_yi": 1.0263 }, { "time": "11:10", "open": 98.33, "high": 98.33, "low": 98.06, "close": 98.06, "amount_yi": 0.9767 }, { "time": "11:11", "open": 98.56, "high": 98.56, "low": 98.56, "close": 98.56, "amount_yi": 0.6159 }, { "time": "11:12", "open": 98.45, "high": 98.62, "low": 98.45, "close": 98.62, "amount_yi": 0.4461 }, { "time": "11:13", "open": 98.61, "high": 98.61, "low": 98.61, "close": 98.61, "amount_yi": 0.1303 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 98.61, "ts": "2026-06-05T11:13:00", "bid1": 98.6, "ask1": 98.61, "bid_qty1": 20160, "ask_qty1": 53 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-05T11:13:02", "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": 41.5667, "price_vs_vwap_pct": 1.2589, "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": 0.3515, "prev_amount_yi": 0.4645, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7567, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 42.0, "high": 42.17, "low": 42.0, "close": 42.17, "amount_yi": 0.1631 }, { "time": "11:10", "open": 42.1, "high": 42.1, "low": 42.02, "close": 42.02, "amount_yi": 0.0436 }, { "time": "11:11", "open": 42.07, "high": 42.07, "low": 42.07, "close": 42.07, "amount_yi": 0.0429 }, { "time": "11:12", "open": 42.07, "high": 42.07, "low": 42.07, "close": 42.07, "amount_yi": 0.0713 }, { "time": "11:13", "open": 42.09, "high": 42.09, "low": 42.09, "close": 42.09, "amount_yi": 0.0306 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 42.09, "ts": "2026-06-05T11:13:00", "bid1": 42.09, "ask1": 42.11, "bid_qty1": 4700, "ask_qty1": 43900 }, "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": "2026-06-05T11:13:02", "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": 19.1242, "price_vs_vwap_pct": 0.6055, "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": 0.1459, "prev_amount_yi": 0.2116, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6895, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 19.3, "high": 19.32, "low": 19.3, "close": 19.32, "amount_yi": 0.0588 }, { "time": "11:10", "open": 19.29, "high": 19.29, "low": 19.26, "close": 19.26, "amount_yi": 0.0307 }, { "time": "11:11", "open": 19.21, "high": 19.21, "low": 19.21, "close": 19.21, "amount_yi": 0.0107 }, { "time": "11:12", "open": 19.21, "high": 19.24, "low": 19.21, "close": 19.24, "amount_yi": 0.0295 }, { "time": "11:13", "open": 19.24, "high": 19.24, "low": 19.24, "close": 19.24, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.24, "ts": "2026-06-05T11:13:00", "bid1": 19.24, "ask1": 19.26, "bid_qty1": 2100, "ask_qty1": 700 }, "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": "2026-06-05T11:13:02", "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": 103.159, "price_vs_vwap_pct": -0.2026, "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": 0.1022, "prev_amount_yi": 0.1609, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6352, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 102.9, "high": 103.0, "low": 102.9, "close": 103.0, "amount_yi": 0.024 }, { "time": "11:10", "open": 103.18, "high": 103.21, "low": 103.18, "close": 103.21, "amount_yi": 0.0206 }, { "time": "11:11", "open": 103.0, "high": 103.0, "low": 103.0, "close": 103.0, "amount_yi": 0.031 }, { "time": "11:12", "open": 103.0, "high": 103.0, "low": 102.9, "close": 102.9, "amount_yi": 0.0178 }, { "time": "11:13", "open": 102.95, "high": 102.95, "low": 102.95, "close": 102.95, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 102.95, "ts": "2026-06-05T11:13:01", "bid1": 102.9, "ask1": 102.96, "bid_qty1": 100, "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": "2026-06-05T11:13:02", "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": 76.0711, "price_vs_vwap_pct": 1.5366, "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": 0.1433, "prev_amount_yi": 0.2049, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6994, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 77.18, "high": 77.18, "low": 77.18, "close": 77.18, "amount_yi": 0.0511 }, { "time": "11:10", "open": 77.25, "high": 77.25, "low": 77.2, "close": 77.2, "amount_yi": 0.0344 }, { "time": "11:11", "open": 77.2, "high": 77.2, "low": 77.2, "close": 77.2, "amount_yi": 0.0143 }, { "time": "11:12", "open": 76.68, "high": 77.13, "low": 76.68, "close": 77.13, "amount_yi": 0.0357 }, { "time": "11:13", "open": 77.24, "high": 77.24, "low": 77.24, "close": 77.24, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 77.24, "ts": "2026-06-05T11:13:00", "bid1": 77.24, "ask1": 77.25, "bid_qty1": 4300, "ask_qty1": 3300 }, "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": "2026-06-05T11:13:02", "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": 67.6954, "price_vs_vwap_pct": 0.3909, "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": 0.0369, "prev_amount_yi": 0.0635, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5811, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 68.02, "high": 68.11, "low": 68.02, "close": 68.11, "amount_yi": 0.0125 }, { "time": "11:10", "open": 67.96, "high": 67.98, "low": 67.96, "close": 67.98, "amount_yi": 0.0013 }, { "time": "11:11", "open": 67.89, "high": 67.89, "low": 67.89, "close": 67.89, "amount_yi": 0.0062 }, { "time": "11:12", "open": 67.81, "high": 67.87, "low": 67.81, "close": 67.87, "amount_yi": 0.0132 }, { "time": "11:13", "open": 67.96, "high": 67.96, "low": 67.96, "close": 67.96, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 67.96, "ts": "2026-06-05T11:13:00", "bid1": 67.96, "ask1": 68.02, "bid_qty1": 349, "ask_qty1": 1053 }, "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": "2026-06-05T11:13:02", "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": 235.676, "price_vs_vwap_pct": -0.2274, "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": 0.602, "prev_amount_yi": 0.9226, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6525, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 235.13, "high": 235.5, "low": 235.13, "close": 235.5, "amount_yi": 0.233 }, { "time": "11:10", "open": 235.32, "high": 235.32, "low": 234.94, "close": 234.94, "amount_yi": 0.1279 }, { "time": "11:11", "open": 234.94, "high": 234.94, "low": 234.94, "close": 234.94, "amount_yi": 0.0503 }, { "time": "11:12", "open": 234.65, "high": 235.01, "low": 234.65, "close": 235.01, "amount_yi": 0.1372 }, { "time": "11:13", "open": 235.14, "high": 235.14, "low": 235.14, "close": 235.14, "amount_yi": 0.0536 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 235.14, "ts": "2026-06-05T11:13:00", "bid1": 235.13, "ask1": 235.14, "bid_qty1": 1100, "ask_qty1": 1000 }, "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": "2026-06-05T11:13:02", "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": 2206.7521, "price_vs_vwap_pct": -0.3381, "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": 0.7917, "prev_amount_yi": 2.0754, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3815, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 2190.03, "high": 2199.0, "low": 2190.03, "close": 2199.0, "amount_yi": 0.1836 }, { "time": "11:10", "open": 2200.0, "high": 2200.0, "low": 2200.0, "close": 2200.0, "amount_yi": 0.1785 }, { "time": "11:11", "open": 2180.01, "high": 2180.01, "low": 2180.01, "close": 2180.01, "amount_yi": 0.1954 }, { "time": "11:12", "open": 2185.01, "high": 2199.29, "low": 2185.01, "close": 2199.29, "amount_yi": 0.1724 }, { "time": "11:13", "open": 2199.29, "high": 2199.29, "low": 2199.29, "close": 2199.29, "amount_yi": 0.0618 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2199.29, "ts": "2026-06-05T11:12:59", "bid1": 2186.11, "ask1": 2199.29, "bid_qty1": 400, "ask_qty1": 167 }, "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": "2026-06-05T11:13:02", "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": 6.4309, "price_vs_vwap_pct": 5.1175, "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": 5.1699, "prev_amount_yi": 6.1995, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8339, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 6.75, "high": 6.75, "low": 6.74, "close": 6.74, "amount_yi": 0.4647 }, { "time": "11:10", "open": 6.74, "high": 6.75, "low": 6.74, "close": 6.75, "amount_yi": 0.3844 }, { "time": "11:11", "open": 6.74, "high": 6.74, "low": 6.74, "close": 6.74, "amount_yi": 0.6464 }, { "time": "11:12", "open": 6.75, "high": 6.76, "low": 6.75, "close": 6.76, "amount_yi": 1.3612 }, { "time": "11:13", "open": 6.76, "high": 6.76, "low": 6.76, "close": 6.76, "amount_yi": 2.3132 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.76, "ts": "2026-06-05T11:13:00", "bid1": 6.76, "ask1": 6.77, "bid_qty1": 8648681, "ask_qty1": 119774691 }, "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": "2026-06-05T11:13:02", "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": 430.5685, "price_vs_vwap_pct": 2.1765, "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": 0.832, "prev_amount_yi": 0.3099, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.6847, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 435.81, "high": 435.81, "low": 435.06, "close": 435.06, "amount_yi": 0.1835 }, { "time": "11:10", "open": 439.72, "high": 439.72, "low": 439.54, "close": 439.54, "amount_yi": 0.2088 }, { "time": "11:11", "open": 441.0, "high": 441.0, "low": 441.0, "close": 441.0, "amount_yi": 0.1975 }, { "time": "11:12", "open": 438.85, "high": 438.85, "low": 438.8, "close": 438.8, "amount_yi": 0.1877 }, { "time": "11:13", "open": 439.94, "high": 439.94, "low": 439.94, "close": 439.94, "amount_yi": 0.0545 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 439.94, "ts": "2026-06-05T11:13:00", "bid1": 438.1, "ask1": 439.75, "bid_qty1": 400, "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": "2026-06-05T11:13:02", "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": 9.7211, "price_vs_vwap_pct": -8.8581, "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": 0.0755, "prev_amount_yi": 0.0717, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.053, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.015 }, { "time": "11:10", "open": 8.91, "high": 8.91, "low": 8.9, "close": 8.9, "amount_yi": 0.0256 }, { "time": "11:11", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0095 }, { "time": "11:12", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0158 }, { "time": "11:13", "open": 8.86, "high": 8.86, "low": 8.86, "close": 8.86, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 8.86, "ts": "2026-06-05T11:13:01", "bid1": 8.86, "ask1": 8.87, "bid_qty1": 21200, "ask_qty1": 95900 }, "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": "2026-06-05T11:13:02", "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": 22.2325, "price_vs_vwap_pct": -7.2529, "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": 20.62, "ts": "2026-06-05T11:13:00", "bid1": 20.61, "ask1": 20.62, "bid_qty1": 9500, "ask_qty1": 33700 }, "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": "2026-06-05T11:13:02", "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": 89.533, "price_vs_vwap_pct": 0.678, "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": 0.0376, "prev_amount_yi": 0.0932, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4034, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 90.07, "high": 90.14, "low": 90.07, "close": 90.14, "amount_yi": 0.0073 }, { "time": "11:10", "open": 90.26, "high": 90.26, "low": 90.19, "close": 90.19, "amount_yi": 0.0085 }, { "time": "11:11", "open": 90.06, "high": 90.06, "low": 90.06, "close": 90.06, "amount_yi": 0.0019 }, { "time": "11:12", "open": 90.17, "high": 90.17, "low": 90.15, "close": 90.15, "amount_yi": 0.0183 }, { "time": "11:13", "open": 90.14, "high": 90.14, "low": 90.14, "close": 90.14, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 90.14, "ts": "2026-06-05T11:13:00", "bid1": 90.11, "ask1": 90.22, "bid_qty1": 626, "ask_qty1": 540 }, "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": "2026-06-05T11:13:02", "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": 49.218, "price_vs_vwap_pct": 3.5597, "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": 0.266, "prev_amount_yi": 0.2446, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0875, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 50.75, "high": 50.75, "low": 50.73, "close": 50.73, "amount_yi": 0.0368 }, { "time": "11:10", "open": 50.81, "high": 50.87, "low": 50.81, "close": 50.87, "amount_yi": 0.0852 }, { "time": "11:11", "open": 50.94, "high": 50.94, "low": 50.94, "close": 50.94, "amount_yi": 0.0384 }, { "time": "11:12", "open": 50.85, "high": 51.07, "low": 50.85, "close": 51.07, "amount_yi": 0.0509 }, { "time": "11:13", "open": 50.97, "high": 50.97, "low": 50.97, "close": 50.97, "amount_yi": 0.0547 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 50.97, "ts": "2026-06-05T11:13:00", "bid1": 50.96, "ask1": 50.97, "bid_qty1": 100, "ask_qty1": 1400 }, "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": "2026-06-05T11:13:02", "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": 131.9459, "price_vs_vwap_pct": 2.0418, "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": 0.0277, "prev_amount_yi": 0.0214, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2944, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0085 }, { "time": "11:10", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0125 }, { "time": "11:11", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0024 }, { "time": "11:12", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0038 }, { "time": "11:13", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "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": "2026-06-05T11:12:59", "bid1": 134.64, "ask1": 0.0, "bid_qty1": 3706731, "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": "TOUCHED", "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": "2026-06-05T11:13:02", "sim_reason": "trigger_touched_but_above_exec_high", "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": 32.9622, "price_vs_vwap_pct": 2.208, "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": 0.2707, "prev_amount_yi": 0.2226, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2161, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 33.38, "high": 33.38, "low": 33.38, "close": 33.38, "amount_yi": 0.0439 }, { "time": "11:10", "open": 33.65, "high": 33.65, "low": 33.6, "close": 33.6, "amount_yi": 0.1085 }, { "time": "11:11", "open": 33.56, "high": 33.56, "low": 33.56, "close": 33.56, "amount_yi": 0.0204 }, { "time": "11:12", "open": 33.54, "high": 33.6, "low": 33.54, "close": 33.6, "amount_yi": 0.0351 }, { "time": "11:13", "open": 33.69, "high": 33.69, "low": 33.69, "close": 33.69, "amount_yi": 0.0628 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.898, "quote": { "last": 33.69, "ts": "2026-06-05T11:12:58", "bid1": 33.62, "ask1": 33.69, "bid_qty1": 600, "ask_qty1": 3900 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-05T11:13:02", "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": 57.9635, "price_vs_vwap_pct": -0.6271, "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": 0.7353, "prev_amount_yi": 1.1448, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6423, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 57.66, "high": 57.66, "low": 57.65, "close": 57.65, "amount_yi": 0.2456 }, { "time": "11:10", "open": 57.75, "high": 57.75, "low": 57.65, "close": 57.65, "amount_yi": 0.1305 }, { "time": "11:11", "open": 57.7, "high": 57.7, "low": 57.7, "close": 57.7, "amount_yi": 0.0796 }, { "time": "11:12", "open": 57.68, "high": 57.68, "low": 57.64, "close": 57.64, "amount_yi": 0.1817 }, { "time": "11:13", "open": 57.6, "high": 57.6, "low": 57.6, "close": 57.6, "amount_yi": 0.0979 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.75, "quote": { "last": 57.6, "ts": "2026-06-05T11:12:58", "bid1": 57.62, "ask1": 57.63, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600522:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600522:BREAK_PREV_HIGH", "symbol": "SHSE.600522", "name": "中天科技", "side": "BUY", "priority": "W24", "status": "ACTIONABLE", "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": "2026-06-05T11:13:02", "sim_reason": "trigger_touched", "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": 47.6141, "price_vs_vwap_pct": -0.5757, "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": 1.9792, "prev_amount_yi": 3.1844, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6215, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 47.34, "high": 47.34, "low": 47.31, "close": 47.31, "amount_yi": 0.5026 }, { "time": "11:10", "open": 47.32, "high": 47.32, "low": 47.27, "close": 47.27, "amount_yi": 0.4483 }, { "time": "11:11", "open": 47.25, "high": 47.25, "low": 47.25, "close": 47.25, "amount_yi": 0.3722 }, { "time": "11:12", "open": 47.23, "high": 47.38, "low": 47.23, "close": 47.38, "amount_yi": 0.3939 }, { "time": "11:13", "open": 47.34, "high": 47.34, "low": 47.34, "close": 47.34, "amount_yi": 0.2622 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49554.6, "current_position_value": 0.0, "cash_before_order": 940645.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 47.34, "ts": "2026-06-05T11:12:58", "bid1": 47.32, "ask1": 47.34, "bid_qty1": 200, "ask_qty1": 10700 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 940645.0, "market_value": 50532.0, "total_value": 991177.0, "unrealized_pnl": -6386.999999999997, "total_pnl": -8823.0, "total_pnl_pct": -0.8823000000000025 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 20.62, "market_value": 43302.0, "unrealized_pnl": -6236.999999999997, "unrealized_pnl_pct": -12.590080542602788, "updated_at": "2026-06-05T11:13:02", "position_pct_of_total": 4.368745441026174 }, { "symbol": "SZSE.000657", "name": "中钨高新", "quantity": 100, "sellable_qty": 100, "avg_cost": 73.8, "last_price": 72.3, "market_value": 7230.0, "unrealized_pnl": -150.0, "unrealized_pnl_pct": -2.0325203252032575, "updated_at": "2026-06-05T11:13:02", "position_pct_of_total": 0.7294358121707828 } ], "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": 20.62, "avg_cost": 23.59, "pnl_pct": -12.5901, "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 } }