{ "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": 0.44, "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:25/25", "quote_stale_lock": false, "generated_at": "2026-06-05T13:27:01", "signals": [ { "event_id": "20260604:20260605:SHSE.688662:VWAP_RECLAIM:BUY", "plan_id": "20260604:SHSE.688662:VWAP_RECLAIM", "symbol": "SHSE.688662", "name": "富信科技", "side": "BUY", "priority": "W0", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 90.65, "exec_low": 92.05, "exec_high": 92.01, "invalid_price": 87.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T13:27:01", "sim_reason": "near_trigger", "qty": 500, "prev_close": 92.82, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 95.6, "max_chase_pct": 1.5, "base_exec_high": 92.01, "dynamic_exec_high": null, "intraday_vwap": 91.3683, "price_vs_vwap_pct": -1.6836, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1683, "prev_amount_yi": 0.0618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7233, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:23", "open": 90.11, "high": 90.68, "low": 90.11, "close": 90.68, "amount_yi": 0.0079 }, { "time": "13:24", "open": 90.22, "high": 90.22, "low": 90.1, "close": 90.1, "amount_yi": 0.017 }, { "time": "13:25", "open": 89.86, "high": 89.86, "low": 89.86, "close": 89.86, "amount_yi": 0.0666 }, { "time": "13:26", "open": 89.6, "high": 89.6, "low": 89.6, "close": 89.6, "amount_yi": 0.0641 }, { "time": "13:27", "open": 89.83, "high": 89.83, "low": 89.83, "close": 89.83, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 89.83, "ts": "2026-06-05T13:27:00", "bid1": 89.83, "ask1": 89.93, "bid_qty1": 5830, "ask_qty1": 2400 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SZSE.300319:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SZSE.300319:BREAK_PREV_HIGH", "symbol": "SZSE.300319", "name": "麦捷科技", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 19.66, "exec_low": 19.66, "exec_high": 19.95, "invalid_price": 16.764, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T13:27:01", "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": 21.7983, "price_vs_vwap_pct": 4.4577, "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": 0.2637, "prev_amount_yi": 0.3313, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.796, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 22.87, "high": 22.87, "low": 22.83, "close": 22.83, "amount_yi": 0.1442 }, { "time": "13:24", "open": 22.83, "high": 22.83, "low": 22.77, "close": 22.77, "amount_yi": 0.0465 }, { "time": "13:25", "open": 22.78, "high": 22.78, "low": 22.78, "close": 22.78, "amount_yi": 0.0084 }, { "time": "13:26", "open": 22.74, "high": 22.77, "low": 22.74, "close": 22.77, "amount_yi": 0.0419 }, { "time": "13:27", "open": 22.77, "high": 22.77, "low": 22.77, "close": 22.77, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 22.77, "ts": "2026-06-05T13:27:00", "bid1": 22.77, "ask1": 22.79, "bid_qty1": 22800, "ask_qty1": 19000 }, "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "qty": 1600, "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": 28.8198, "price_vs_vwap_pct": 2.6378, "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": 0.3771, "prev_amount_yi": 0.6836, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5516, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 29.78, "high": 29.79, "low": 29.78, "close": 29.79, "amount_yi": 0.0821 }, { "time": "13:24", "open": 29.71, "high": 29.71, "low": 29.6, "close": 29.6, "amount_yi": 0.0642 }, { "time": "13:25", "open": 29.59, "high": 29.59, "low": 29.59, "close": 29.59, "amount_yi": 0.054 }, { "time": "13:26", "open": 29.58, "high": 29.63, "low": 29.58, "close": 29.63, "amount_yi": 0.1569 }, { "time": "13:27", "open": 29.58, "high": 29.58, "low": 29.58, "close": 29.58, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 29.58, "ts": "2026-06-05T13:27:00", "bid1": 29.58, "ask1": 29.6, "bid_qty1": 200, "ask_qty1": 4800 }, "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": "2026-06-05T13:27:01", "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": 509.678, "price_vs_vwap_pct": -1.3593, "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": 5.4006, "prev_amount_yi": 4.0362, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.338, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 504.38, "high": 504.38, "low": 504.0, "close": 504.0, "amount_yi": 1.3154 }, { "time": "13:24", "open": 503.3, "high": 503.3, "low": 503.03, "close": 503.03, "amount_yi": 0.6252 }, { "time": "13:25", "open": 502.68, "high": 502.68, "low": 502.68, "close": 502.68, "amount_yi": 1.2887 }, { "time": "13:26", "open": 502.01, "high": 502.01, "low": 501.8, "close": 501.8, "amount_yi": 1.3109 }, { "time": "13:27", "open": 502.75, "high": 502.75, "low": 502.75, "close": 502.75, "amount_yi": 0.8604 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 502.75, "ts": "2026-06-05T13:26:59", "bid1": 502.4, "ask1": 502.48, "bid_qty1": 1600, "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": 31.85, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 38.22, "max_chase_pct": 1.5, "base_exec_high": 34.36, "dynamic_exec_high": null, "intraday_vwap": 32.4981, "price_vs_vwap_pct": -2.1174, "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": 0.112, "prev_amount_yi": 0.3273, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3422, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 31.92, "high": 31.92, "low": 31.91, "close": 31.91, "amount_yi": 0.0333 }, { "time": "13:24", "open": 32.01, "high": 32.01, "low": 31.88, "close": 31.88, "amount_yi": 0.0284 }, { "time": "13:25", "open": 31.81, "high": 31.81, "low": 31.81, "close": 31.81, "amount_yi": 0.0071 }, { "time": "13:26", "open": 31.83, "high": 31.83, "low": 31.8, "close": 31.8, "amount_yi": 0.0332 }, { "time": "13:27", "open": 31.81, "high": 31.81, "low": 31.81, "close": 31.81, "amount_yi": 0.01 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 31.81, "ts": "2026-06-05T13:27:00", "bid1": 31.77, "ask1": 31.81, "bid_qty1": 1687, "ask_qty1": 707 }, "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": "2026-06-05T13:27:01", "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": 58.3696, "price_vs_vwap_pct": -2.0894, "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": 0.9814, "prev_amount_yi": 0.9795, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0019, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 57.46, "high": 57.52, "low": 57.46, "close": 57.52, "amount_yi": 0.2404 }, { "time": "13:24", "open": 57.41, "high": 57.41, "low": 57.32, "close": 57.32, "amount_yi": 0.2301 }, { "time": "13:25", "open": 57.19, "high": 57.19, "low": 57.19, "close": 57.19, "amount_yi": 0.1054 }, { "time": "13:26", "open": 57.17, "high": 57.21, "low": 57.17, "close": 57.21, "amount_yi": 0.3461 }, { "time": "13:27", "open": 57.15, "high": 57.15, "low": 57.15, "close": 57.15, "amount_yi": 0.0594 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 57.15, "ts": "2026-06-05T13:26:59", "bid1": 57.18, "ask1": 57.19, "bid_qty1": 100, "ask_qty1": 8100 }, "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": "2026-06-05T13:27:01", "sim_reason": "waiting_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": 17.2627, "price_vs_vwap_pct": -0.8266, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.275, "prev_amount_yi": 0.202, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3614, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 17.17, "high": 17.17, "low": 17.17, "close": 17.17, "amount_yi": 0.0423 }, { "time": "13:24", "open": 17.16, "high": 17.16, "low": 17.13, "close": 17.13, "amount_yi": 0.0292 }, { "time": "13:25", "open": 17.11, "high": 17.11, "low": 17.11, "close": 17.11, "amount_yi": 0.0519 }, { "time": "13:26", "open": 17.1, "high": 17.1, "low": 17.1, "close": 17.1, "amount_yi": 0.0957 }, { "time": "13:27", "open": 17.12, "high": 17.12, "low": 17.12, "close": 17.12, "amount_yi": 0.0559 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.12, "ts": "2026-06-05T13:27:00", "bid1": 17.11, "ask1": 17.12, "bid_qty1": 800, "ask_qty1": 31000 }, "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": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "waiting_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": 99.2128, "price_vs_vwap_pct": -2.7343, "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": 5.7812, "prev_amount_yi": 3.9144, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4769, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 96.66, "high": 96.66, "low": 96.54, "close": 96.54, "amount_yi": 1.0332 }, { "time": "13:24", "open": 96.42, "high": 96.42, "low": 96.1, "close": 96.1, "amount_yi": 1.0582 }, { "time": "13:25", "open": 96.02, "high": 96.02, "low": 96.02, "close": 96.02, "amount_yi": 1.4575 }, { "time": "13:26", "open": 96.0, "high": 96.18, "low": 96.0, "close": 96.18, "amount_yi": 1.71 }, { "time": "13:27", "open": 96.5, "high": 96.5, "low": 96.5, "close": 96.5, "amount_yi": 0.5223 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 96.5, "ts": "2026-06-05T13:27:00", "bid1": 96.43, "ask1": 96.5, "bid_qty1": 237, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": 41.34, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.61, "max_chase_pct": 1.5, "base_exec_high": 42.63, "dynamic_exec_high": null, "intraday_vwap": 41.5683, "price_vs_vwap_pct": -1.1747, "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": 0.3734, "prev_amount_yi": 0.5906, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6322, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 41.22, "high": 41.24, "low": 41.22, "close": 41.24, "amount_yi": 0.0455 }, { "time": "13:24", "open": 41.18, "high": 41.18, "low": 41.09, "close": 41.09, "amount_yi": 0.0666 }, { "time": "13:25", "open": 41.03, "high": 41.03, "low": 41.03, "close": 41.03, "amount_yi": 0.026 }, { "time": "13:26", "open": 41.0, "high": 41.02, "low": 41.0, "close": 41.02, "amount_yi": 0.1646 }, { "time": "13:27", "open": 41.08, "high": 41.08, "low": 41.08, "close": 41.08, "amount_yi": 0.0707 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 41.08, "ts": "2026-06-05T13:27:00", "bid1": 41.07, "ask1": 41.08, "bid_qty1": 11206, "ask_qty1": 4400 }, "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": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "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": 19.1575, "price_vs_vwap_pct": 2.2576, "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": 1.6393, "prev_amount_yi": 0.4152, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 3.9482, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 19.65, "high": 19.86, "low": 19.65, "close": 19.86, "amount_yi": 0.6473 }, { "time": "13:24", "open": 19.82, "high": 19.82, "low": 19.69, "close": 19.69, "amount_yi": 0.5031 }, { "time": "13:25", "open": 19.65, "high": 19.65, "low": 19.65, "close": 19.65, "amount_yi": 0.1033 }, { "time": "13:26", "open": 19.52, "high": 19.64, "low": 19.52, "close": 19.64, "amount_yi": 0.2336 }, { "time": "13:27", "open": 19.59, "high": 19.59, "low": 19.59, "close": 19.59, "amount_yi": 0.152 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.59, "ts": "2026-06-05T13:27:00", "bid1": 19.58, "ask1": 19.59, "bid_qty1": 2800, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T13:27:01", "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": 102.9566, "price_vs_vwap_pct": -1.8518, "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": 0.2785, "prev_amount_yi": 0.2907, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.958, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 101.0, "high": 101.0, "low": 100.88, "close": 100.88, "amount_yi": 0.1059 }, { "time": "13:24", "open": 100.83, "high": 100.83, "low": 100.82, "close": 100.82, "amount_yi": 0.0789 }, { "time": "13:25", "open": 100.81, "high": 100.81, "low": 100.81, "close": 100.81, "amount_yi": 0.0417 }, { "time": "13:26", "open": 100.83, "high": 100.9, "low": 100.83, "close": 100.9, "amount_yi": 0.0309 }, { "time": "13:27", "open": 101.05, "high": 101.05, "low": 101.05, "close": 101.05, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 101.05, "ts": "2026-06-05T13:26:58", "bid1": 101.08, "ask1": 101.1, "bid_qty1": 100, "ask_qty1": 6800 }, "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": "2026-06-05T13:27:01", "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": 76.1887, "price_vs_vwap_pct": 0.2642, "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": 0.1593, "prev_amount_yi": 0.2119, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7518, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 76.73, "high": 76.96, "low": 76.73, "close": 76.96, "amount_yi": 0.021 }, { "time": "13:24", "open": 76.9, "high": 76.9, "low": 76.8, "close": 76.8, "amount_yi": 0.0278 }, { "time": "13:25", "open": 76.71, "high": 76.71, "low": 76.71, "close": 76.71, "amount_yi": 0.0351 }, { "time": "13:26", "open": 76.51, "high": 76.51, "low": 76.46, "close": 76.46, "amount_yi": 0.0597 }, { "time": "13:27", "open": 76.39, "high": 76.39, "low": 76.39, "close": 76.39, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 76.39, "ts": "2026-06-05T13:27:00", "bid1": 76.38, "ask1": 76.39, "bid_qty1": 100, "ask_qty1": 7600 }, "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "qty": 700, "prev_close": 66.38, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.66, "max_chase_pct": 1.5, "base_exec_high": 68.82, "dynamic_exec_high": null, "intraday_vwap": 67.6077, "price_vs_vwap_pct": -1.4757, "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": 0.0739, "prev_amount_yi": 0.0757, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9762, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 66.9, "high": 66.9, "low": 66.8, "close": 66.8, "amount_yi": 0.0227 }, { "time": "13:24", "open": 66.81, "high": 66.81, "low": 66.7, "close": 66.7, "amount_yi": 0.0232 }, { "time": "13:25", "open": 66.63, "high": 66.63, "low": 66.63, "close": 66.63, "amount_yi": 0.0089 }, { "time": "13:26", "open": 66.52, "high": 66.52, "low": 66.51, "close": 66.51, "amount_yi": 0.0091 }, { "time": "13:27", "open": 66.61, "high": 66.61, "low": 66.61, "close": 66.61, "amount_yi": 0.01 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 66.61, "ts": "2026-06-05T13:27:00", "bid1": 66.59, "ask1": 66.61, "bid_qty1": 500, "ask_qty1": 400 }, "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": "2026-06-05T13:27:01", "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": 234.6443, "price_vs_vwap_pct": -2.7379, "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": 3.8214, "prev_amount_yi": 4.4607, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8567, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 229.6, "high": 229.6, "low": 229.55, "close": 229.55, "amount_yi": 0.7115 }, { "time": "13:24", "open": 229.11, "high": 229.11, "low": 228.28, "close": 228.28, "amount_yi": 0.6379 }, { "time": "13:25", "open": 228.0, "high": 228.0, "low": 228.0, "close": 228.0, "amount_yi": 0.9631 }, { "time": "13:26", "open": 227.61, "high": 228.31, "low": 227.61, "close": 228.31, "amount_yi": 1.2144 }, { "time": "13:27", "open": 228.22, "high": 228.22, "low": 228.22, "close": 228.22, "amount_yi": 0.2945 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 228.22, "ts": "2026-06-05T13:27:00", "bid1": 228.22, "ask1": 228.26, "bid_qty1": 500, "ask_qty1": 3500 }, "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": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "minute_energy_amount_too_low", "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": 2201.9344, "price_vs_vwap_pct": -1.2818, "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": 0.3037, "prev_amount_yi": 0.649, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.468, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 2155.69, "high": 2174.03, "low": 2155.69, "close": 2174.03, "amount_yi": 0.0677 }, { "time": "13:24", "open": 2173.99, "high": 2173.99, "low": 2173.99, "close": 2173.99, "amount_yi": 0.0285 }, { "time": "13:25", "open": 2174.0, "high": 2174.0, "low": 2174.0, "close": 2174.0, "amount_yi": 0.0092 }, { "time": "13:26", "open": 2174.0, "high": 2174.0, "low": 2173.99, "close": 2173.99, "amount_yi": 0.1672 }, { "time": "13:27", "open": 2173.71, "high": 2173.71, "low": 2173.71, "close": 2173.71, "amount_yi": 0.0311 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2173.71, "ts": "2026-06-05T13:26:59", "bid1": 2156.0, "ask1": 2172.0, "bid_qty1": 200, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 7500, "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": 6.4809, "price_vs_vwap_pct": 1.6834, "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": 2.5572, "prev_amount_yi": 3.0086, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.85, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 6.6, "high": 6.61, "low": 6.6, "close": 6.61, "amount_yi": 0.695 }, { "time": "13:24", "open": 6.6, "high": 6.61, "low": 6.6, "close": 6.61, "amount_yi": 0.5669 }, { "time": "13:25", "open": 6.62, "high": 6.62, "low": 6.62, "close": 6.62, "amount_yi": 0.2851 }, { "time": "13:26", "open": 6.62, "high": 6.62, "low": 6.6, "close": 6.6, "amount_yi": 0.5985 }, { "time": "13:27", "open": 6.59, "high": 6.59, "low": 6.59, "close": 6.59, "amount_yi": 0.4117 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.59, "ts": "2026-06-05T13:27:00", "bid1": 6.58, "ask1": 6.59, "bid_qty1": 249000, "ask_qty1": 218748 }, "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": "2026-06-05T13:27:01", "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": 431.4873, "price_vs_vwap_pct": -1.0492, "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": 0.1305, "prev_amount_yi": 0.1125, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.16, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 428.0, "high": 429.94, "low": 428.0, "close": 429.94, "amount_yi": 0.0205 }, { "time": "13:24", "open": 428.19, "high": 428.19, "low": 427.54, "close": 427.54, "amount_yi": 0.0496 }, { "time": "13:25", "open": 427.23, "high": 427.23, "low": 427.23, "close": 427.23, "amount_yi": 0.0227 }, { "time": "13:26", "open": 427.0, "high": 427.0, "low": 426.05, "close": 426.05, "amount_yi": 0.0279 }, { "time": "13:27", "open": 426.96, "high": 426.96, "low": 426.96, "close": 426.96, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 426.96, "ts": "2026-06-05T13:27:00", "bid1": 426.1, "ask1": 426.97, "bid_qty1": 1104, "ask_qty1": 3 }, "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "qty": 5700, "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": 9.6434, "price_vs_vwap_pct": -10.5087, "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": 0.0705, "prev_amount_yi": 0.0999, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7057, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 8.7, "high": 8.71, "low": 8.7, "close": 8.71, "amount_yi": 0.0073 }, { "time": "13:24", "open": 8.72, "high": 8.72, "low": 8.72, "close": 8.72, "amount_yi": 0.0094 }, { "time": "13:25", "open": 8.68, "high": 8.68, "low": 8.68, "close": 8.68, "amount_yi": 0.0214 }, { "time": "13:26", "open": 8.67, "high": 8.67, "low": 8.63, "close": 8.63, "amount_yi": 0.0197 }, { "time": "13:27", "open": 8.63, "high": 8.63, "low": 8.63, "close": 8.63, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 8.63, "ts": "2026-06-05T13:26:58", "bid1": 8.62, "ask1": 8.63, "bid_qty1": 89600, "ask_qty1": 100 }, "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": "2026-06-05T13:27:01", "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": 22.1049, "price_vs_vwap_pct": -6.1294, "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": 20.75, "ts": "2026-06-05T13:27:00", "bid1": 20.74, "ask1": 20.76, "bid_qty1": 1300, "ask_qty1": 4800 }, "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": "2026-06-05T13:27:01", "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": 89.692, "price_vs_vwap_pct": 0.3991, "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": 0.0815, "prev_amount_yi": 0.0445, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8315, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 90.27, "high": 90.27, "low": 90.26, "close": 90.26, "amount_yi": 0.0119 }, { "time": "13:24", "open": 90.06, "high": 90.2, "low": 90.06, "close": 90.2, "amount_yi": 0.0232 }, { "time": "13:25", "open": 90.08, "high": 90.08, "low": 90.08, "close": 90.08, "amount_yi": 0.0082 }, { "time": "13:26", "open": 90.05, "high": 90.05, "low": 89.88, "close": 89.88, "amount_yi": 0.0267 }, { "time": "13:27", "open": 90.05, "high": 90.05, "low": 90.05, "close": 90.05, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 90.05, "ts": "2026-06-05T13:27:00", "bid1": 89.96, "ask1": 90.05, "bid_qty1": 1588, "ask_qty1": 1210 }, "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": "2026-06-05T13:27:01", "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": 49.6086, "price_vs_vwap_pct": 3.3289, "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": 0.3484, "prev_amount_yi": 0.612, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5693, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 51.62, "high": 51.62, "low": 51.62, "close": 51.62, "amount_yi": 0.0924 }, { "time": "13:24", "open": 51.59, "high": 51.59, "low": 51.46, "close": 51.46, "amount_yi": 0.0675 }, { "time": "13:25", "open": 51.42, "high": 51.42, "low": 51.42, "close": 51.42, "amount_yi": 0.0388 }, { "time": "13:26", "open": 51.3, "high": 51.3, "low": 51.18, "close": 51.18, "amount_yi": 0.0886 }, { "time": "13:27", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.0611 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 51.26, "ts": "2026-06-05T13:27:00", "bid1": 51.24, "ask1": 51.26, "bid_qty1": 8900, "ask_qty1": 6600 }, "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": "2026-06-05T13:27:01", "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": 132.3872, "price_vs_vwap_pct": 1.1956, "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": 1.4462, "prev_amount_yi": 3.6047, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4012, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.5827 }, { "time": "13:24", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.1416 }, { "time": "13:25", "open": 134.64, "high": 134.64, "low": 134.64, "close": 134.64, "amount_yi": 0.3587 }, { "time": "13:26", "open": 134.52, "high": 134.52, "low": 134.01, "close": 134.01, "amount_yi": 0.1767 }, { "time": "13:27", "open": 133.97, "high": 133.97, "low": 133.97, "close": 133.97, "amount_yi": 0.1865 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 116.358, "quote": { "last": 133.97, "ts": "2026-06-05T13:26:59", "bid1": 133.98, "ask1": 134.01, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.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": "NEAR_TRIGGER", "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": "2026-06-05T13:27:01", "sim_reason": "near_trigger", "qty": 1500, "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": 33.0717, "price_vs_vwap_pct": -0.6099, "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": 0.3863, "prev_amount_yi": 0.514, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7516, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 33.08, "high": 33.15, "low": 33.08, "close": 33.15, "amount_yi": 0.1278 }, { "time": "13:24", "open": 33.08, "high": 33.08, "low": 32.98, "close": 32.98, "amount_yi": 0.0692 }, { "time": "13:25", "open": 32.96, "high": 32.96, "low": 32.96, "close": 32.96, "amount_yi": 0.0644 }, { "time": "13:26", "open": 32.93, "high": 32.93, "low": 32.93, "close": 32.93, "amount_yi": 0.084 }, { "time": "13:27", "open": 32.87, "high": 32.87, "low": 32.87, "close": 32.87, "amount_yi": 0.0409 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.898, "quote": { "last": 32.87, "ts": "2026-06-05T13:26:58", "bid1": 32.85, "ask1": 32.87, "bid_qty1": 6500, "ask_qty1": 400 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-05T13:27:01", "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": 57.8608, "price_vs_vwap_pct": -3.095, "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": 1.8488, "prev_amount_yi": 1.4295, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2933, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 56.61, "high": 56.61, "low": 56.59, "close": 56.59, "amount_yi": 0.2542 }, { "time": "13:24", "open": 56.61, "high": 56.61, "low": 56.57, "close": 56.57, "amount_yi": 0.2788 }, { "time": "13:25", "open": 56.29, "high": 56.29, "low": 56.29, "close": 56.29, "amount_yi": 0.3134 }, { "time": "13:26", "open": 56.15, "high": 56.15, "low": 56.06, "close": 56.06, "amount_yi": 0.5956 }, { "time": "13:27", "open": 56.07, "high": 56.07, "low": 56.07, "close": 56.07, "amount_yi": 0.4068 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.75, "quote": { "last": 56.07, "ts": "2026-06-05T13:26:58", "bid1": 56.05, "ask1": 56.07, "bid_qty1": 800, "ask_qty1": 3200 }, "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": "OBSERVE", "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": "2026-06-05T13:27:01", "sim_reason": "waiting_trigger", "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": 47.5276, "price_vs_vwap_pct": -2.2884, "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": 3.7685, "prev_amount_yi": 4.5873, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8215, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 46.69, "high": 46.69, "low": 46.57, "close": 46.57, "amount_yi": 0.8807 }, { "time": "13:24", "open": 46.46, "high": 46.46, "low": 46.36, "close": 46.36, "amount_yi": 0.5754 }, { "time": "13:25", "open": 46.24, "high": 46.24, "low": 46.24, "close": 46.24, "amount_yi": 0.6826 }, { "time": "13:26", "open": 46.23, "high": 46.35, "low": 46.23, "close": 46.35, "amount_yi": 1.2566 }, { "time": "13:27", "open": 46.44, "high": 46.44, "low": 46.44, "close": 46.44, "amount_yi": 0.3732 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49559.45, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 46.44, "ts": "2026-06-05T13:26:58", "bid1": 46.44, "ask1": 46.45, "bid_qty1": 100, "ask_qty1": 65100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 947803.0, "market_value": 43575.0, "total_value": 991378.0, "unrealized_pnl": -5964.0, "total_pnl": -8622.0, "total_pnl_pct": -0.8622000000000019 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 20.75, "market_value": 43575.0, "unrealized_pnl": -5964.0, "unrealized_pnl_pct": -12.03899957609157, "updated_at": "2026-06-05T13:27:01", "position_pct_of_total": 4.395397113916185 } ], "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 }, { "amount": 7158.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260605:SZSE.000657:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 67.674, "max_chase_pct": null, "minute_energy": null, "name": "中钨高新", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260604", "plan_id": "RISK:20260604:SZSE.000657:position_stop_loss", "position_pnl_pct": -3.0081300813008083, "price": 71.58, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 71.59, "quote_ask_qty1": 89900, "quote_bid1": 71.58, "quote_bid_qty1": 61600, "quote_last": 71.58, "quote_ts": "2026-06-05T13:06:36", "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.000657", "template_key": "POSITION_RISK_EXIT", "theme": "小金属概念", "trade_date": "20260605", "trigger_price": -3.0, "ts": "2026-06-05T13:06:37", "id": 25 } ], "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": 20.75, "avg_cost": 23.59, "pnl_pct": -12.039, "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": 0.44, "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": 0, "filled_orders": 4, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 6, "risk_exit_signals": 1, "risk_exit_orders": 3, "risk_exit_filled": 3, "risk_exit_blocked_t1": 1 } }