{ "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": "2026-06-05T14:18:03", "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": "2026-06-05T14:18:03", "sim_reason": "waiting_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": 90.995, "price_vs_vwap_pct": -2.1595, "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": 0.0323, "prev_amount_yi": 0.1561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2069, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:14", "open": 89.16, "high": 89.16, "low": 89.0, "close": 89.0, "amount_yi": 0.0133 }, { "time": "14:15", "open": 89.1, "high": 89.1, "low": 89.1, "close": 89.1, "amount_yi": 0.0017 }, { "time": "14:16", "open": 89.1, "high": 89.38, "low": 89.1, "close": 89.38, "amount_yi": 0.0059 }, { "time": "14:17", "open": 89.41, "high": 89.42, "low": 89.41, "close": 89.42, "amount_yi": 0.0098 }, { "time": "14:18", "open": 89.03, "high": 89.03, "low": 89.03, "close": 89.03, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 90.444, "quote": { "last": 89.03, "ts": "2026-06-05T14:18:00", "bid1": 89.03, "ask1": 89.41, "bid_qty1": 100, "ask_qty1": 4860 }, "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": "2026-06-05T14:18:03", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2200, "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": 21.8416, "price_vs_vwap_pct": 2.7855, "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": 0.2031, "prev_amount_yi": 0.3243, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6263, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 22.49, "high": 22.49, "low": 22.45, "close": 22.45, "amount_yi": 0.0545 }, { "time": "14:15", "open": 22.47, "high": 22.47, "low": 22.47, "close": 22.47, "amount_yi": 0.0113 }, { "time": "14:16", "open": 22.56, "high": 22.56, "low": 22.52, "close": 22.52, "amount_yi": 0.0761 }, { "time": "14:17", "open": 22.5, "high": 22.5, "low": 22.48, "close": 22.48, "amount_yi": 0.0305 }, { "time": "14:18", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.764, "quote": { "last": 22.45, "ts": "2026-06-05T14:18:00", "bid1": 22.44, "ask1": 22.45, "bid_qty1": 10500, "ask_qty1": 10500 }, "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": "2026-06-05T14:18:03", "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": 28.9459, "price_vs_vwap_pct": 1.8452, "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": 0.2116, "prev_amount_yi": 0.4912, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4308, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 29.58, "high": 29.58, "low": 29.55, "close": 29.55, "amount_yi": 0.0362 }, { "time": "14:15", "open": 29.5, "high": 29.5, "low": 29.5, "close": 29.5, "amount_yi": 0.0668 }, { "time": "14:16", "open": 29.58, "high": 29.58, "low": 29.54, "close": 29.54, "amount_yi": 0.0508 }, { "time": "14:17", "open": 29.55, "high": 29.55, "low": 29.52, "close": 29.52, "amount_yi": 0.0248 }, { "time": "14:18", "open": 29.48, "high": 29.48, "low": 29.48, "close": 29.48, "amount_yi": 0.033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.424, "quote": { "last": 29.48, "ts": "2026-06-05T14:18:00", "bid1": 29.47, "ask1": 29.48, "bid_qty1": 1800, "ask_qty1": 2000 }, "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": "2026-06-05T14:18:03", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 529.31, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 582.24, "max_chase_pct": 1.5, "base_exec_high": 546.07, "dynamic_exec_high": null, "intraday_vwap": 507.7494, "price_vs_vwap_pct": -2.3987, "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": 2.9929, "prev_amount_yi": 4.5911, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6519, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 498.5, "high": 498.5, "low": 498.24, "close": 498.24, "amount_yi": 0.7521 }, { "time": "14:15", "open": 496.0, "high": 496.0, "low": 496.0, "close": 496.0, "amount_yi": 0.7212 }, { "time": "14:16", "open": 496.27, "high": 496.5, "low": 496.27, "close": 496.5, "amount_yi": 0.4804 }, { "time": "14:17", "open": 496.23, "high": 496.23, "low": 495.95, "close": 495.95, "amount_yi": 0.83 }, { "time": "14:18", "open": 495.57, "high": 495.57, "low": 495.57, "close": 495.57, "amount_yi": 0.2092 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 486.248, "quote": { "last": 495.57, "ts": "2026-06-05T14:18:00", "bid1": 495.56, "ask1": 495.57, "bid_qty1": 800, "ask_qty1": 400 }, "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": "2026-06-05T14:18:03", "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": 32.421, "price_vs_vwap_pct": -3.2726, "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": 0.0884, "prev_amount_yi": 0.1394, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6341, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 31.44, "high": 31.45, "low": 31.44, "close": 31.45, "amount_yi": 0.0191 }, { "time": "14:15", "open": 31.39, "high": 31.39, "low": 31.39, "close": 31.39, "amount_yi": 0.0167 }, { "time": "14:16", "open": 31.39, "high": 31.4, "low": 31.39, "close": 31.4, "amount_yi": 0.0288 }, { "time": "14:17", "open": 31.36, "high": 31.4, "low": 31.36, "close": 31.4, "amount_yi": 0.0165 }, { "time": "14:18", "open": 31.36, "high": 31.36, "low": 31.36, "close": 31.36, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.34, "quote": { "last": 31.36, "ts": "2026-06-05T14:18:00", "bid1": 31.35, "ask1": 31.36, "bid_qty1": 3679, "ask_qty1": 1189 }, "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": "2026-06-05T14:18:03", "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": 58.1676, "price_vs_vwap_pct": -2.1105, "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": 0.3086, "prev_amount_yi": 0.3517, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8775, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 57.07, "high": 57.07, "low": 57.07, "close": 57.07, "amount_yi": 0.0682 }, { "time": "14:15", "open": 56.99, "high": 56.99, "low": 56.99, "close": 56.99, "amount_yi": 0.0405 }, { "time": "14:16", "open": 56.99, "high": 57.03, "low": 56.99, "close": 57.03, "amount_yi": 0.1071 }, { "time": "14:17", "open": 57.01, "high": 57.01, "low": 56.98, "close": 56.98, "amount_yi": 0.0589 }, { "time": "14:18", "open": 56.94, "high": 56.94, "low": 56.94, "close": 56.94, "amount_yi": 0.0339 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 53.046, "quote": { "last": 56.94, "ts": "2026-06-05T14:17:59", "bid1": 56.92, "ask1": 56.94, "bid_qty1": 1500, "ask_qty1": 3100 }, "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": "2026-06-05T14:18:03", "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": 17.2478, "price_vs_vwap_pct": -0.9149, "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": 0.0956, "prev_amount_yi": 0.1164, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8213, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 17.12, "high": 17.12, "low": 17.11, "close": 17.11, "amount_yi": 0.0373 }, { "time": "14:15", "open": 17.09, "high": 17.09, "low": 17.09, "close": 17.09, "amount_yi": 0.013 }, { "time": "14:16", "open": 17.11, "high": 17.12, "low": 17.11, "close": 17.12, "amount_yi": 0.0223 }, { "time": "14:17", "open": 17.12, "high": 17.12, "low": 17.11, "close": 17.11, "amount_yi": 0.017 }, { "time": "14:18", "open": 17.09, "high": 17.09, "low": 17.09, "close": 17.09, "amount_yi": 0.006 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 15.072, "quote": { "last": 17.09, "ts": "2026-06-05T14:18:00", "bid1": 17.09, "ask1": 17.1, "bid_qty1": 28500, "ask_qty1": 31100 }, "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": "2026-06-05T14:18:03", "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": 98.9631, "price_vs_vwap_pct": -1.8321, "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": 1.2096, "prev_amount_yi": 2.0845, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5803, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 97.22, "high": 97.22, "low": 97.17, "close": 97.17, "amount_yi": 0.404 }, { "time": "14:15", "open": 97.05, "high": 97.05, "low": 97.05, "close": 97.05, "amount_yi": 0.1369 }, { "time": "14:16", "open": 97.03, "high": 97.18, "low": 97.03, "close": 97.18, "amount_yi": 0.3451 }, { "time": "14:17", "open": 97.2, "high": 97.21, "low": 97.2, "close": 97.21, "amount_yi": 0.2268 }, { "time": "14:18", "open": 97.15, "high": 97.15, "low": 97.15, "close": 97.15, "amount_yi": 0.0968 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.02, "quote": { "last": 97.15, "ts": "2026-06-05T14:18:00", "bid1": 97.15, "ask1": 97.16, "bid_qty1": 1500, "ask_qty1": 4700 }, "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": "2026-06-05T14:18:03", "sim_reason": "waiting_trigger", "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": 41.5443, "price_vs_vwap_pct": -0.4677, "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": 0.1835, "prev_amount_yi": 0.2001, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.917, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 41.38, "high": 41.38, "low": 41.33, "close": 41.33, "amount_yi": 0.0466 }, { "time": "14:15", "open": 41.28, "high": 41.28, "low": 41.28, "close": 41.28, "amount_yi": 0.01 }, { "time": "14:16", "open": 41.28, "high": 41.33, "low": 41.28, "close": 41.33, "amount_yi": 0.0485 }, { "time": "14:17", "open": 41.32, "high": 41.34, "low": 41.32, "close": 41.34, "amount_yi": 0.0613 }, { "time": "14:18", "open": 41.35, "high": 41.35, "low": 41.35, "close": 41.35, "amount_yi": 0.0171 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 37.408, "quote": { "last": 41.35, "ts": "2026-06-05T14:18:00", "bid1": 41.34, "ask1": 41.35, "bid_qty1": 3100, "ask_qty1": 3200 }, "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": "2026-06-05T14:18:03", "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": 19.1712, "price_vs_vwap_pct": -0.4236, "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": 0.1568, "prev_amount_yi": 0.1922, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8158, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 19.13, "high": 19.14, "low": 19.13, "close": 19.14, "amount_yi": 0.0349 }, { "time": "14:15", "open": 19.12, "high": 19.12, "low": 19.12, "close": 19.12, "amount_yi": 0.0127 }, { "time": "14:16", "open": 19.07, "high": 19.08, "low": 19.07, "close": 19.08, "amount_yi": 0.0512 }, { "time": "14:17", "open": 19.08, "high": 19.1, "low": 19.08, "close": 19.1, "amount_yi": 0.0357 }, { "time": "14:18", "open": 19.09, "high": 19.09, "low": 19.09, "close": 19.09, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 19.368, "quote": { "last": 19.09, "ts": "2026-06-05T14:18:00", "bid1": 19.09, "ask1": 19.1, "bid_qty1": 58000, "ask_qty1": 26600 }, "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": "2026-06-05T14:18:03", "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": 102.557, "price_vs_vwap_pct": -2.5127, "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": 0.1556, "prev_amount_yi": 0.1196, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.301, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 100.19, "high": 100.19, "low": 100.1, "close": 100.1, "amount_yi": 0.0432 }, { "time": "14:15", "open": 100.04, "high": 100.04, "low": 100.04, "close": 100.04, "amount_yi": 0.0088 }, { "time": "14:16", "open": 99.88, "high": 99.88, "low": 99.63, "close": 99.63, "amount_yi": 0.0419 }, { "time": "14:17", "open": 99.66, "high": 99.9, "low": 99.66, "close": 99.9, "amount_yi": 0.0501 }, { "time": "14:18", "open": 99.98, "high": 99.98, "low": 99.98, "close": 99.98, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 99.082, "quote": { "last": 99.98, "ts": "2026-06-05T14:18:01", "bid1": 99.98, "ask1": 99.99, "bid_qty1": 2800, "ask_qty1": 300 }, "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": "2026-06-05T14:18:03", "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": 76.1865, "price_vs_vwap_pct": -0.271, "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": 0.136, "prev_amount_yi": 0.1515, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8977, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 76.1, "high": 76.1, "low": 76.1, "close": 76.1, "amount_yi": 0.028 }, { "time": "14:15", "open": 76.06, "high": 76.06, "low": 76.06, "close": 76.06, "amount_yi": 0.0168 }, { "time": "14:16", "open": 76.03, "high": 76.03, "low": 76.02, "close": 76.02, "amount_yi": 0.0262 }, { "time": "14:17", "open": 76.01, "high": 76.01, "low": 75.99, "close": 75.99, "amount_yi": 0.0545 }, { "time": "14:18", "open": 75.98, "high": 75.98, "low": 75.98, "close": 75.98, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 75.65, "quote": { "last": 75.98, "ts": "2026-06-05T14:18:00", "bid1": 75.97, "ask1": 75.98, "bid_qty1": 2000, "ask_qty1": 1600 }, "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": "2026-06-05T14:18:03", "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": 67.428, "price_vs_vwap_pct": -1.8954, "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": 0.0206, "prev_amount_yi": 0.0436, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4725, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 66.29, "high": 66.29, "low": 66.26, "close": 66.26, "amount_yi": 0.0055 }, { "time": "14:15", "open": 66.15, "high": 66.15, "low": 66.15, "close": 66.15, "amount_yi": 0.0033 }, { "time": "14:16", "open": 66.12, "high": 66.22, "low": 66.12, "close": 66.22, "amount_yi": 0.0058 }, { "time": "14:17", "open": 66.21, "high": 66.21, "low": 66.15, "close": 66.15, "amount_yi": 0.002 }, { "time": "14:18", "open": 66.15, "high": 66.15, "low": 66.15, "close": 66.15, "amount_yi": 0.004 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 60.662, "quote": { "last": 66.15, "ts": "2026-06-05T14:18:00", "bid1": 66.15, "ask1": 66.21, "bid_qty1": 14, "ask_qty1": 100 }, "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": "2026-06-05T14:18:03", "sim_reason": "waiting_trigger", "qty": 200, "prev_close": 237.8, "theme": "AI光通信链", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 261.58, "max_chase_pct": 1.5, "base_exec_high": 248.37, "dynamic_exec_high": null, "intraday_vwap": 233.2798, "price_vs_vwap_pct": -3.5407, "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": 1.5419, "prev_amount_yi": 2.0773, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7423, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 226.0, "high": 226.04, "low": 226.0, "close": 226.04, "amount_yi": 0.3595 }, { "time": "14:15", "open": 225.6, "high": 225.6, "low": 225.6, "close": 225.6, "amount_yi": 0.2194 }, { "time": "14:16", "open": 225.42, "high": 225.44, "low": 225.42, "close": 225.44, "amount_yi": 0.3431 }, { "time": "14:17", "open": 225.27, "high": 225.27, "low": 225.21, "close": 225.21, "amount_yi": 0.3739 }, { "time": "14:18", "open": 225.02, "high": 225.02, "low": 225.02, "close": 225.02, "amount_yi": 0.246 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 215.504, "quote": { "last": 225.02, "ts": "2026-06-05T14:18:00", "bid1": 225.02, "ask1": 225.07, "bid_qty1": 500, "ask_qty1": 523 }, "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": "2026-06-05T14:18:03", "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": 2195.9816, "price_vs_vwap_pct": -1.3698, "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": 0.231, "prev_amount_yi": 0.3924, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5887, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 2166.0, "high": 2166.0, "low": 2156.7, "close": 2156.7, "amount_yi": 0.1185 }, { "time": "14:15", "open": 2160.0, "high": 2160.0, "low": 2160.0, "close": 2160.0, "amount_yi": 0.0094 }, { "time": "14:16", "open": 2160.0, "high": 2160.0, "low": 2159.93, "close": 2159.93, "amount_yi": 0.0685 }, { "time": "14:17", "open": 2185.0, "high": 2185.0, "low": 2185.0, "close": 2185.0, "amount_yi": 0.0173 }, { "time": "14:18", "open": 2165.9, "high": 2165.9, "low": 2165.9, "close": 2165.9, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 1866.542, "quote": { "last": 2165.9, "ts": "2026-06-05T14:18:02", "bid1": 2160.2, "ask1": 2166.0, "bid_qty1": 200, "ask_qty1": 90 }, "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": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 6.15, "exec_low": 6.49, "exec_high": 6.52, "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": "2026-06-05T14:18:03", "sim_reason": "intraday_vwap_anchor_reclaim", "qty": 7600, "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": 6.52, "intraday_vwap": 6.4874, "price_vs_vwap_pct": 0.0401, "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": 3.0526, "prev_amount_yi": 6.0414, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5053, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 0.654 }, { "time": "14:15", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 0.3943 }, { "time": "14:16", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 1.3256 }, { "time": "14:17", "open": 6.48, "high": 6.48, "low": 6.47, "close": 6.47, "amount_yi": 0.3954 }, { "time": "14:18", "open": 6.49, "high": 6.49, "low": 6.49, "close": 6.49, "amount_yi": 0.2833 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 5.536, "quote": { "last": 6.49, "ts": "2026-06-05T14:18:03", "bid1": 6.48, "ask1": 6.49, "bid_qty1": 927600, "ask_qty1": 1576000 }, "previous_state": "TOUCHED", "next_state": "ACTIONABLE", "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": "2026-06-05T14:18:03", "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": 431.2065, "price_vs_vwap_pct": 0.6432, "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": 0.1095, "prev_amount_yi": 0.3773, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.2902, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 433.42, "high": 433.42, "low": 433.02, "close": 433.02, "amount_yi": 0.0276 }, { "time": "14:15", "open": 432.36, "high": 432.36, "low": 432.36, "close": 432.36, "amount_yi": 0.0117 }, { "time": "14:16", "open": 432.01, "high": 432.02, "low": 432.01, "close": 432.02, "amount_yi": 0.0092 }, { "time": "14:17", "open": 433.02, "high": 433.32, "low": 433.02, "close": 433.32, "amount_yi": 0.0306 }, { "time": "14:18", "open": 433.98, "high": 433.98, "low": 433.98, "close": 433.98, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 395.98, "quote": { "last": 433.98, "ts": "2026-06-05T14:18:00", "bid1": 432.34, "ask1": 433.98, "bid_qty1": 200, "ask_qty1": 8 }, "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": "2026-06-05T14:18:03", "sim_reason": "waiting_trigger", "qty": 5400, "prev_close": 9.41, "theme": "消费电子概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.35, "max_chase_pct": 1.5, "base_exec_high": 9.55, "dynamic_exec_high": null, "intraday_vwap": 9.5579, "price_vs_vwap_pct": -5.4186, "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": 0.0831, "prev_amount_yi": 0.2101, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3955, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 8.93, "high": 8.93, "low": 8.92, "close": 8.92, "amount_yi": 0.0311 }, { "time": "14:15", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.0114 }, { "time": "14:16", "open": 9.03, "high": 9.03, "low": 9.01, "close": 9.01, "amount_yi": 0.0062 }, { "time": "14:17", "open": 8.97, "high": 8.98, "low": 8.97, "close": 8.98, "amount_yi": 0.0222 }, { "time": "14:18", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.842, "quote": { "last": 9.04, "ts": "2026-06-05T14:18:01", "bid1": 9.03, "ask1": 9.04, "bid_qty1": 3900, "ask_qty1": 27900 }, "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": "2026-06-05T14:18:03", "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": 21.8681, "price_vs_vwap_pct": -8.5883, "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": 19.99, "ts": "2026-06-05T14:18:00", "bid1": 19.98, "ask1": 19.99, "bid_qty1": 3000, "ask_qty1": 122300 }, "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": "2026-06-05T14:18:03", "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": 89.6951, "price_vs_vwap_pct": -0.3847, "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": 0.0482, "prev_amount_yi": 0.0497, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9698, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 89.36, "high": 89.46, "low": 89.36, "close": 89.46, "amount_yi": 0.0152 }, { "time": "14:15", "open": 89.36, "high": 89.36, "low": 89.36, "close": 89.36, "amount_yi": 0.0093 }, { "time": "14:16", "open": 89.36, "high": 89.44, "low": 89.36, "close": 89.44, "amount_yi": 0.0111 }, { "time": "14:17", "open": 89.41, "high": 89.42, "low": 89.41, "close": 89.42, "amount_yi": 0.0093 }, { "time": "14:18", "open": 89.35, "high": 89.35, "low": 89.35, "close": 89.35, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 82.586, "quote": { "last": 89.35, "ts": "2026-06-05T14:18:00", "bid1": 89.35, "ask1": 89.36, "bid_qty1": 391, "ask_qty1": 114 }, "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": "2026-06-05T14:18:03", "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": 49.7734, "price_vs_vwap_pct": 3.5292, "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": 0.1724, "prev_amount_yi": 0.185, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9319, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 51.59, "high": 51.63, "low": 51.59, "close": 51.63, "amount_yi": 0.0401 }, { "time": "14:15", "open": 51.54, "high": 51.54, "low": 51.54, "close": 51.54, "amount_yi": 0.0644 }, { "time": "14:16", "open": 51.57, "high": 51.61, "low": 51.57, "close": 51.61, "amount_yi": 0.0279 }, { "time": "14:17", "open": 51.58, "high": 51.58, "low": 51.54, "close": 51.54, "amount_yi": 0.0319 }, { "time": "14:18", "open": 51.53, "high": 51.53, "low": 51.53, "close": 51.53, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.19, "quote": { "last": 51.53, "ts": "2026-06-05T14:18:00", "bid1": 51.52, "ask1": 51.53, "bid_qty1": 1500, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W21", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 126.66, "exec_low": 126.66, "exec_high": 128.56, "invalid_price": 116.358, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T14:18:03", "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": 132.6919, "price_vs_vwap_pct": -0.0617, "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": 0.7904, "prev_amount_yi": 1.0064, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7854, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 132.59, "high": 132.59, "low": 132.5, "close": 132.5, "amount_yi": 0.3261 }, { "time": "14:15", "open": 132.74, "high": 132.74, "low": 132.74, "close": 132.74, "amount_yi": 0.0897 }, { "time": "14:16", "open": 133.16, "high": 133.23, "low": 133.16, "close": 133.23, "amount_yi": 0.1895 }, { "time": "14:17", "open": 133.0, "high": 133.0, "low": 132.83, "close": 132.83, "amount_yi": 0.1282 }, { "time": "14:18", "open": 132.61, "high": 132.61, "low": 132.61, "close": 132.61, "amount_yi": 0.0569 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 116.358, "quote": { "last": 132.61, "ts": "2026-06-05T14:17:59", "bid1": 132.6, "ask1": 132.61, "bid_qty1": 100, "ask_qty1": 300 }, "previous_state": "ACTIONABLE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.603011:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.603011:BREAK_PREV_HIGH", "symbol": "SHSE.603011", "name": "合锻智能", "side": "BUY", "priority": "W22", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.12, "exec_low": 33.12, "exec_high": 33.62, "invalid_price": 28.898, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T14:18:03", "sim_reason": "waiting_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": 32.9804, "price_vs_vwap_pct": -1.2141, "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": 0.1097, "prev_amount_yi": 0.2356, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4656, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 32.63, "high": 32.63, "low": 32.62, "close": 32.62, "amount_yi": 0.0285 }, { "time": "14:15", "open": 32.54, "high": 32.54, "low": 32.54, "close": 32.54, "amount_yi": 0.0308 }, { "time": "14:16", "open": 32.58, "high": 32.6, "low": 32.58, "close": 32.6, "amount_yi": 0.025 }, { "time": "14:17", "open": 32.59, "high": 32.59, "low": 32.59, "close": 32.59, "amount_yi": 0.0189 }, { "time": "14:18", "open": 32.58, "high": 32.58, "low": 32.58, "close": 32.58, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.898, "quote": { "last": 32.58, "ts": "2026-06-05T14:18:01", "bid1": 32.57, "ask1": 32.58, "bid_qty1": 1500, "ask_qty1": 1600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260604:20260605:SHSE.600105:BREAK_PREV_HIGH:BUY", "plan_id": "20260604:SHSE.600105:BREAK_PREV_HIGH", "symbol": "SHSE.600105", "name": "永鼎股份", "side": "BUY", "priority": "W23", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 54.95, "exec_low": 54.95, "exec_high": 55.77, "invalid_price": 49.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-05T14:18:03", "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": 57.6289, "price_vs_vwap_pct": -2.7051, "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": 0.7968, "prev_amount_yi": 0.9769, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8156, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 56.28, "high": 56.28, "low": 56.15, "close": 56.15, "amount_yi": 0.1709 }, { "time": "14:15", "open": 56.05, "high": 56.05, "low": 56.05, "close": 56.05, "amount_yi": 0.0259 }, { "time": "14:16", "open": 56.06, "high": 56.14, "low": 56.06, "close": 56.14, "amount_yi": 0.1675 }, { "time": "14:17", "open": 56.1, "high": 56.1, "low": 56.09, "close": 56.09, "amount_yi": 0.3306 }, { "time": "14:18", "open": 56.07, "high": 56.07, "low": 56.07, "close": 56.07, "amount_yi": 0.1019 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "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": "2026-06-05T14:18:01", "bid1": 56.07, "ask1": 56.08, "bid_qty1": 2600, "ask_qty1": 14300 }, "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": "2026-06-05T14:18:03", "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": 47.3997, "price_vs_vwap_pct": -1.5395, "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": 1.2321, "prev_amount_yi": 1.834, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6718, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:14", "open": 46.68, "high": 46.68, "low": 46.65, "close": 46.65, "amount_yi": 0.4317 }, { "time": "14:15", "open": 46.6, "high": 46.6, "low": 46.6, "close": 46.6, "amount_yi": 0.1472 }, { "time": "14:16", "open": 46.59, "high": 46.64, "low": 46.59, "close": 46.64, "amount_yi": 0.2692 }, { "time": "14:17", "open": 46.7, "high": 46.73, "low": 46.7, "close": 46.73, "amount_yi": 0.2611 }, { "time": "14:18", "open": 46.67, "high": 46.67, "low": 46.67, "close": 46.67, "amount_yi": 0.1229 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49490.15, "current_position_value": 0.0, "cash_before_order": 947803.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.102, "quote": { "last": 46.67, "ts": "2026-06-05T14:18:01", "bid1": 46.66, "ask1": 46.67, "bid_qty1": 42200, "ask_qty1": 2900 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 947803.0, "market_value": 41979.0, "total_value": 989782.0, "unrealized_pnl": -7560.000000000003, "total_pnl": -10218.0, "total_pnl_pct": -1.021799999999995 }, "paper_positions": [ { "symbol": "SZSE.001896", "name": "豫能控股", "quantity": 2100, "sellable_qty": 0, "avg_cost": 23.59, "last_price": 19.99, "market_value": 41979.0, "unrealized_pnl": -7560.000000000003, "unrealized_pnl_pct": -15.260703688003396, "updated_at": "2026-06-05T14:18:03", "position_pct_of_total": 4.241236959249613 } ], "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": 6.52, "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": 19.99, "avg_cost": 23.59, "pnl_pct": -15.2607, "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": 1, "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 } }