{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260605", "trade_date": "20260608", "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": 0.2941, "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": 17, "active_samples": [] }, "quote_source": "public_http_sina:17/17", "quote_stale_lock": false, "generated_at": "2026-06-08T13:01:07", "signals": [ { "event_id": "20260605:20260608:SZSE.300134:VWAP_RECLAIM:BUY", "plan_id": "20260605:SZSE.300134:VWAP_RECLAIM", "symbol": "SZSE.300134", "name": "大富科技", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.62, "exec_low": 10.71, "exec_high": 10.78, "invalid_price": 10.41, "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": "2026-06-08T13:01:07", "sim_reason": "invalid_price_broken", "qty": 4700, "prev_close": 10.69, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.01, "max_chase_pct": 1.5, "base_exec_high": 10.78, "dynamic_exec_high": null, "intraday_vwap": 10.4254, "price_vs_vwap_pct": -0.4355, "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": 0.0191, "prev_amount_yi": 0.0521, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3666, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:27", "open": 10.42, "high": 10.43, "low": 10.42, "close": 10.43, "amount_yi": 0.0038 }, { "time": "11:28", "open": 10.43, "high": 10.43, "low": 10.42, "close": 10.42, "amount_yi": 0.0028 }, { "time": "11:29", "open": 10.42, "high": 10.42, "low": 10.41, "close": 10.41, "amount_yi": 0.0015 }, { "time": "13:00", "open": 10.39, "high": 10.39, "low": 10.35, "close": 10.35, "amount_yi": 0.0054 }, { "time": "13:01", "open": 10.38, "high": 10.38, "low": 10.38, "close": 10.38, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 10.31, "quote": { "last": 10.38, "ts": "2026-06-08T13:00:57", "bid1": 10.37, "ask1": 10.38, "bid_qty1": 5800, "ask_qty1": 1700 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.300545:VWAP_RECLAIM:BUY", "plan_id": "20260605:SZSE.300545:VWAP_RECLAIM", "symbol": "SZSE.300545", "name": "联得装备", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 35.71, "exec_low": 36.12, "exec_high": 36.25, "invalid_price": 34.77, "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": "2026-06-08T13:01:07", "sim_reason": "minute_energy_amount_too_low", "qty": 1300, "prev_close": 36.12, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.2, "max_chase_pct": 1.5, "base_exec_high": 36.25, "dynamic_exec_high": null, "intraday_vwap": 36.7484, "price_vs_vwap_pct": -1.8189, "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": 0.0532, "prev_amount_yi": 0.0417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2758, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:27", "open": 36.13, "high": 36.13, "low": 36.13, "close": 36.13, "amount_yi": 0.0033 }, { "time": "11:28", "open": 36.14, "high": 36.14, "low": 36.12, "close": 36.12, "amount_yi": 0.0057 }, { "time": "11:29", "open": 36.13, "high": 36.13, "low": 36.12, "close": 36.12, "amount_yi": 0.0034 }, { "time": "13:00", "open": 36.15, "high": 36.15, "low": 36.0, "close": 36.0, "amount_yi": 0.035 }, { "time": "13:01", "open": 36.08, "high": 36.08, "low": 36.08, "close": 36.08, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.428, "quote": { "last": 36.08, "ts": "2026-06-08T13:01:03", "bid1": 36.08, "ask1": 36.09, "bid_qty1": 100, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.002962:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.002962:BREAK_PREV_HIGH", "symbol": "SZSE.002962", "name": "五方光电", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.39, "exec_low": 22.39, "exec_high": 22.73, "invalid_price": 20.468, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 2300, "prev_close": 21.65, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.82, "max_chase_pct": 1.5, "base_exec_high": 22.73, "dynamic_exec_high": null, "intraday_vwap": 21.3464, "price_vs_vwap_pct": -2.9813, "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": 0.1618, "prev_amount_yi": 0.1152, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4045, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 20.87, "high": 20.87, "low": 20.85, "close": 20.85, "amount_yi": 0.0334 }, { "time": "11:28", "open": 20.84, "high": 20.84, "low": 20.81, "close": 20.81, "amount_yi": 0.0143 }, { "time": "11:29", "open": 20.81, "high": 20.81, "low": 20.77, "close": 20.77, "amount_yi": 0.0508 }, { "time": "13:00", "open": 20.78, "high": 20.78, "low": 20.74, "close": 20.74, "amount_yi": 0.0507 }, { "time": "13:01", "open": 20.71, "high": 20.71, "low": 20.71, "close": 20.71, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.468, "quote": { "last": 20.71, "ts": "2026-06-08T13:01:06", "bid1": 20.71, "ask1": 20.77, "bid_qty1": 26600, "ask_qty1": 7300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.600869:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.600869:BREAK_PREV_HIGH", "symbol": "SHSE.600869", "name": "远东股份", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 29.15, "exec_low": 29.15, "exec_high": 29.59, "invalid_price": 26.034, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": 28.51, "theme": "机器人智能制造", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 31.36, "max_chase_pct": 1.5, "base_exec_high": 29.59, "dynamic_exec_high": null, "intraday_vwap": 27.9834, "price_vs_vwap_pct": -1.2629, "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": 0.5563, "prev_amount_yi": 0.3731, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.491, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 27.85, "high": 27.87, "low": 27.85, "close": 27.87, "amount_yi": 0.0596 }, { "time": "11:28", "open": 27.84, "high": 27.84, "low": 27.8, "close": 27.8, "amount_yi": 0.0667 }, { "time": "11:29", "open": 27.85, "high": 27.85, "low": 27.83, "close": 27.83, "amount_yi": 0.0636 }, { "time": "13:00", "open": 27.81, "high": 27.81, "low": 27.62, "close": 27.62, "amount_yi": 0.2963 }, { "time": "13:01", "open": 27.63, "high": 27.63, "low": 27.63, "close": 27.63, "amount_yi": 0.0701 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 26.034, "quote": { "last": 27.63, "ts": "2026-06-08T13:01:07", "bid1": 27.61, "ask1": 27.63, "bid_qty1": 3900, "ask_qty1": 500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.603890:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.603890:BREAK_PREV_HIGH", "symbol": "SHSE.603890", "name": "春秋电子", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 32.3, "exec_low": 32.3, "exec_high": 32.78, "invalid_price": 29.848, "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": "2026-06-08T13:01:07", "sim_reason": "invalid_price_broken", "qty": 1700, "prev_close": 31.24, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.36, "max_chase_pct": 1.5, "base_exec_high": 32.78, "dynamic_exec_high": null, "intraday_vwap": 28.3062, "price_vs_vwap_pct": -0.6578, "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": 0.0813, "prev_amount_yi": 0.0233, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 3.4893, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.0026 }, { "time": "11:28", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.0043 }, { "time": "11:29", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.0192 }, { "time": "13:00", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.0546 }, { "time": "13:01", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 29.848, "quote": { "last": 28.12, "ts": "2026-06-08T13:01:05", "bid1": 0.0, "ask1": 28.12, "bid_qty1": 0, "ask_qty1": 3164958 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.002747:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.002747:BREAK_PREV_HIGH", "symbol": "SZSE.002747", "name": "埃斯顿", "side": "BUY", "priority": "W5", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 32.0, "exec_low": 32.0, "exec_high": 32.48, "invalid_price": 28.656, "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": "2026-06-08T13:01:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1400, "prev_close": 31.02, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.12, "max_chase_pct": 1.5, "base_exec_high": 32.48, "dynamic_exec_high": null, "intraday_vwap": 32.4388, "price_vs_vwap_pct": 5.1827, "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": 0.4573, "prev_amount_yi": 0.0343, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 13.3324, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.0056 }, { "time": "11:28", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.0103 }, { "time": "11:29", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.0092 }, { "time": "13:00", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.1729 }, { "time": "13:01", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.2593 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.656, "quote": { "last": 34.12, "ts": "2026-06-08T13:01:06", "bid1": 34.12, "ask1": 0.0, "bid_qty1": 1028728, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.603683:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.603683:BREAK_PREV_HIGH", "symbol": "SHSE.603683", "name": "晶华新材", "side": "BUY", "priority": "W6", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.45, "exec_low": 34.45, "exec_high": 34.97, "invalid_price": 31.048, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": 33.86, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.25, "max_chase_pct": 1.5, "base_exec_high": 34.97, "dynamic_exec_high": null, "intraday_vwap": 33.6732, "price_vs_vwap_pct": -2.2665, "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": 0.1821, "prev_amount_yi": 0.0813, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.2399, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 32.83, "high": 32.85, "low": 32.83, "close": 32.85, "amount_yi": 0.0158 }, { "time": "11:28", "open": 33.01, "high": 33.08, "low": 33.01, "close": 33.08, "amount_yi": 0.0185 }, { "time": "11:29", "open": 33.06, "high": 33.06, "low": 33.06, "close": 33.06, "amount_yi": 0.0307 }, { "time": "13:00", "open": 33.2, "high": 33.2, "low": 33.04, "close": 33.04, "amount_yi": 0.0925 }, { "time": "13:01", "open": 32.91, "high": 32.91, "low": 32.91, "close": 32.91, "amount_yi": 0.0246 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 31.048, "quote": { "last": 32.91, "ts": "2026-06-08T13:01:07", "bid1": 32.93, "ask1": 33.1, "bid_qty1": 600, "ask_qty1": 800 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.300976:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.300976:BREAK_PREV_HIGH", "symbol": "SZSE.300976", "name": "达瑞电子", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 68.79, "exec_low": 68.79, "exec_high": 69.82, "invalid_price": 63.03, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 700, "prev_close": 66.87, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 80.24, "max_chase_pct": 1.5, "base_exec_high": 69.82, "dynamic_exec_high": null, "intraday_vwap": 64.384, "price_vs_vwap_pct": -2.0098, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0896, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 3.7647, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 63.3, "high": 63.3, "low": 63.2, "close": 63.2, "amount_yi": 0.0143 }, { "time": "11:28", "open": 63.29, "high": 63.29, "low": 63.26, "close": 63.26, "amount_yi": 0.0147 }, { "time": "11:29", "open": 63.15, "high": 63.18, "low": 63.15, "close": 63.18, "amount_yi": 0.0018 }, { "time": "13:00", "open": 63.17, "high": 63.17, "low": 62.98, "close": 62.98, "amount_yi": 0.0517 }, { "time": "13:01", "open": 63.09, "high": 63.09, "low": 63.09, "close": 63.09, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 63.03, "quote": { "last": 63.09, "ts": "2026-06-08T13:01:03", "bid1": 63.09, "ask1": 63.1, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.300136:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.300136:BREAK_PREV_HIGH", "symbol": "SZSE.300136", "name": "信维通信", "side": "BUY", "priority": "W8", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 108.98, "exec_low": 108.98, "exec_high": 110.61, "invalid_price": 96.686, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 400, "prev_close": 106.33, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 127.6, "max_chase_pct": 1.5, "base_exec_high": 110.61, "dynamic_exec_high": null, "intraday_vwap": 106.2889, "price_vs_vwap_pct": -3.0943, "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": 0.7199, "prev_amount_yi": 1.1092, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.649, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 104.33, "high": 104.33, "low": 104.33, "close": 104.33, "amount_yi": 0.1444 }, { "time": "11:28", "open": 103.73, "high": 103.75, "low": 103.73, "close": 103.75, "amount_yi": 0.1562 }, { "time": "11:29", "open": 103.4, "high": 103.5, "low": 103.4, "close": 103.5, "amount_yi": 0.1201 }, { "time": "13:00", "open": 103.4, "high": 103.4, "low": 102.79, "close": 102.79, "amount_yi": 0.2457 }, { "time": "13:01", "open": 103.0, "high": 103.0, "low": 103.0, "close": 103.0, "amount_yi": 0.0535 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 96.686, "quote": { "last": 103.0, "ts": "2026-06-08T13:01:03", "bid1": 102.84, "ask1": 103.0, "bid_qty1": 300, "ask_qty1": 1300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.300752:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.300752:BREAK_PREV_HIGH", "symbol": "SZSE.300752", "name": "隆利科技", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.64, "exec_low": 15.64, "exec_high": 15.87, "invalid_price": 14.782, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 3300, "prev_close": 15.38, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.46, "max_chase_pct": 1.5, "base_exec_high": 15.87, "dynamic_exec_high": null, "intraday_vwap": 15.3386, "price_vs_vwap_pct": -3.3158, "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": 0.0614, "prev_amount_yi": 0.0254, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.4173, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 14.89, "high": 14.9, "low": 14.89, "close": 14.9, "amount_yi": 0.0099 }, { "time": "11:28", "open": 14.89, "high": 14.89, "low": 14.87, "close": 14.87, "amount_yi": 0.0077 }, { "time": "11:29", "open": 14.87, "high": 14.87, "low": 14.87, "close": 14.87, "amount_yi": 0.0132 }, { "time": "13:00", "open": 14.86, "high": 14.86, "low": 14.81, "close": 14.81, "amount_yi": 0.0273 }, { "time": "13:01", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.782, "quote": { "last": 14.83, "ts": "2026-06-08T13:01:03", "bid1": 14.83, "ask1": 14.84, "bid_qty1": 100, "ask_qty1": 1900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.688170:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.688170:BREAK_PREV_HIGH", "symbol": "SHSE.688170", "name": "德龙激光", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.22, "exec_low": 83.22, "exec_high": 84.47, "invalid_price": 73.798, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 600, "prev_close": 80.15, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 96.18, "max_chase_pct": 1.5, "base_exec_high": 84.47, "dynamic_exec_high": null, "intraday_vwap": 78.7921, "price_vs_vwap_pct": -2.6298, "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": 0.0976, "prev_amount_yi": 0.0464, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.1034, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 77.73, "high": 77.73, "low": 77.71, "close": 77.71, "amount_yi": 0.0134 }, { "time": "11:28", "open": 77.75, "high": 77.77, "low": 77.75, "close": 77.77, "amount_yi": 0.0055 }, { "time": "11:29", "open": 77.61, "high": 77.61, "low": 77.57, "close": 77.57, "amount_yi": 0.0138 }, { "time": "13:00", "open": 77.56, "high": 77.56, "low": 76.8, "close": 76.8, "amount_yi": 0.0606 }, { "time": "13:01", "open": 76.72, "high": 76.72, "low": 76.72, "close": 76.72, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 73.798, "quote": { "last": 76.72, "ts": "2026-06-08T13:01:07", "bid1": 76.71, "ask1": 76.72, "bid_qty1": 971, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.688017:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.688017:BREAK_PREV_HIGH", "symbol": "SHSE.688017", "name": "绿的谐波", "side": "BUY", "priority": "W11", "status": "FILLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 393.0, "exec_low": 393.0, "exec_high": 398.89, "invalid_price": 325.736, "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": "2026-06-08T13:01:07", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 393.0, "theme": "机器人智能制造", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 471.6, "max_chase_pct": 1.5, "base_exec_high": 398.89, "dynamic_exec_high": null, "intraday_vwap": 407.2071, "price_vs_vwap_pct": 5.8429, "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": 325.736, "quote": { "last": 431.0, "ts": "2026-06-08T13:01:06", "bid1": 430.36, "ask1": 431.0, "bid_qty1": 200, "ask_qty1": 65 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.300319:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.300319:BREAK_PREV_HIGH", "symbol": "SZSE.300319", "name": "麦捷科技", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.36, "exec_low": 23.36, "exec_high": 23.71, "invalid_price": 18.302, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 2100, "prev_close": 22.28, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.74, "max_chase_pct": 1.5, "base_exec_high": 23.71, "dynamic_exec_high": null, "intraday_vwap": 24.1499, "price_vs_vwap_pct": -4.3888, "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": 0.5611, "prev_amount_yi": 0.4725, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1875, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 23.32, "high": 23.39, "low": 23.32, "close": 23.39, "amount_yi": 0.0707 }, { "time": "11:28", "open": 23.4, "high": 23.42, "low": 23.4, "close": 23.42, "amount_yi": 0.1291 }, { "time": "11:29", "open": 23.41, "high": 23.41, "low": 23.35, "close": 23.35, "amount_yi": 0.1009 }, { "time": "13:00", "open": 23.3, "high": 23.3, "low": 23.02, "close": 23.02, "amount_yi": 0.1649 }, { "time": "13:01", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0955 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 18.302, "quote": { "last": 23.09, "ts": "2026-06-08T13:01:03", "bid1": 23.07, "ask1": 23.09, "bid_qty1": 41600, "ask_qty1": 28100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.002138:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.002138:BREAK_PREV_HIGH", "symbol": "SZSE.002138", "name": "顺络电子", "side": "BUY", "priority": "W13", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.61, "exec_low": 55.61, "exec_high": 56.44, "invalid_price": 49.862, "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": "2026-06-08T13:01:07", "sim_reason": "trigger_touched", "qty": 800, "prev_close": 55.61, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 61.17, "max_chase_pct": 1.5, "base_exec_high": 56.44, "dynamic_exec_high": null, "intraday_vwap": 57.0286, "price_vs_vwap_pct": -1.3127, "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": 0.5846, "prev_amount_yi": 0.4936, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1844, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 56.05, "high": 56.11, "low": 56.05, "close": 56.11, "amount_yi": 0.0764 }, { "time": "11:28", "open": 56.14, "high": 56.16, "low": 56.14, "close": 56.16, "amount_yi": 0.0435 }, { "time": "11:29", "open": 56.07, "high": 56.07, "low": 55.95, "close": 55.95, "amount_yi": 0.1053 }, { "time": "13:00", "open": 55.97, "high": 56.11, "low": 55.97, "close": 56.11, "amount_yi": 0.2789 }, { "time": "13:01", "open": 56.28, "high": 56.28, "low": 56.28, "close": 56.28, "amount_yi": 0.0805 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.862, "quote": { "last": 56.28, "ts": "2026-06-08T13:01:06", "bid1": 56.25, "ask1": 56.27, "bid_qty1": 2100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.301458:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.301458:BREAK_PREV_HIGH", "symbol": "SZSE.301458", "name": "钧崴电子", "side": "BUY", "priority": "W14", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 65.82, "exec_low": 65.82, "exec_high": 66.81, "invalid_price": 54.024, "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": "2026-06-08T13:01:07", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 63.52, "theme": "无人机", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 76.22, "max_chase_pct": 1.5, "base_exec_high": 66.81, "dynamic_exec_high": null, "intraday_vwap": 60.0248, "price_vs_vwap_pct": -6.3554, "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": 0.1793, "prev_amount_yi": 0.1547, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.159, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 57.06, "high": 57.06, "low": 57.03, "close": 57.03, "amount_yi": 0.0115 }, { "time": "11:28", "open": 57.02, "high": 57.02, "low": 57.01, "close": 57.01, "amount_yi": 0.0183 }, { "time": "11:29", "open": 57.04, "high": 57.04, "low": 56.95, "close": 56.95, "amount_yi": 0.0229 }, { "time": "13:00", "open": 56.75, "high": 56.75, "low": 56.51, "close": 56.51, "amount_yi": 0.0782 }, { "time": "13:01", "open": 56.21, "high": 56.21, "low": 56.21, "close": 56.21, "amount_yi": 0.0484 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.024, "quote": { "last": 56.21, "ts": "2026-06-08T13:01:03", "bid1": 56.2, "ask1": 56.21, "bid_qty1": 4300, "ask_qty1": 300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SHSE.600378:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SHSE.600378:BREAK_PREV_HIGH", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 47.92, "exec_low": 47.92, "exec_high": 48.64, "invalid_price": 43.22, "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": "2026-06-08T13:01:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 900, "prev_close": 46.6, "theme": "大飞机", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 51.26, "max_chase_pct": 1.5, "base_exec_high": 48.64, "dynamic_exec_high": null, "intraday_vwap": 49.7693, "price_vs_vwap_pct": 2.9952, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.5876, "prev_amount_yi": 0.0195, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 235.2615, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.0076 }, { "time": "11:28", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.0046 }, { "time": "11:29", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.0021 }, { "time": "13:00", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 4.3135 }, { "time": "13:01", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.2598 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 43.22, "quote": { "last": 51.26, "ts": "2026-06-08T13:01:05", "bid1": 51.26, "ask1": 0.0, "bid_qty1": 5294817, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260605:20260608:SZSE.002229:BREAK_PREV_HIGH:BUY", "plan_id": "20260605:SZSE.002229:BREAK_PREV_HIGH", "symbol": "SZSE.002229", "name": "鸿博股份", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 14.3, "exec_low": 14.3, "exec_high": 14.51, "invalid_price": 14.078, "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": "2026-06-08T13:01:07", "sim_reason": "invalid_price_broken", "qty": 3500, "prev_close": 14.1, "theme": "文娱消费", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.51, "max_chase_pct": 1.5, "base_exec_high": 14.51, "dynamic_exec_high": null, "intraday_vwap": 14.0127, "price_vs_vwap_pct": -0.7329, "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": 0.0316, "prev_amount_yi": 0.0328, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9634, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:27", "open": 13.94, "high": 13.95, "low": 13.94, "close": 13.95, "amount_yi": 0.0032 }, { "time": "11:28", "open": 13.95, "high": 13.95, "low": 13.94, "close": 13.94, "amount_yi": 0.0045 }, { "time": "11:29", "open": 13.94, "high": 13.94, "low": 13.94, "close": 13.94, "amount_yi": 0.006 }, { "time": "13:00", "open": 13.94, "high": 13.94, "low": 13.91, "close": 13.91, "amount_yi": 0.0135 }, { "time": "13:01", "open": 13.91, "high": 13.91, "low": 13.91, "close": 13.91, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49653.85, "current_position_value": 0.0, "cash_before_order": 949827.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.078, "quote": { "last": 13.91, "ts": "2026-06-08T13:01:06", "bid1": 13.9, "ask1": 13.91, "bid_qty1": 227300, "ask_qty1": 8100 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 949827.0, "market_value": 43100.0, "total_value": 992927.0, "unrealized_pnl": 3229.000000000002, "total_pnl": -7073.0, "total_pnl_pct": -0.7072999999999996 }, "paper_positions": [ { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 0, "avg_cost": 398.71, "last_price": 431.0, "market_value": 43100.0, "unrealized_pnl": 3229.000000000002, "unrealized_pnl_pct": 8.098618043189298, "updated_at": "2026-06-08T13:01:07", "position_pct_of_total": 4.3407017837162245 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 23.71, "cash_before_order": 947803.0, "chase_ceiling": 26.74, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260605:20260608:SZSE.300319:BREAK_PREV_HIGH:BUY", "exec_high": 23.71, "exec_low": 23.36, "intraday_vwap": 23.705, "invalid_price": 18.302, "ma5": 18.302, "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": "麦捷科技", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260605", "plan_id": "20260605:SZSE.300319:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 3.5646, "qty": 0, "quote_ask1": 24.55, "quote_ask_qty1": 6200, "quote_bid1": 24.5, "quote_bid_qty1": 20100, "quote_last": 24.55, "quote_ts": "2026-06-08T09:30:03", "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.300319", "target_amount": 49477.55, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "题材股", "trade_date": "20260608", "trigger_price": 23.36, "ts": "2026-06-08T09:30:05", "id": 26 }, { "amount": 41895.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260608:SZSE.001896:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 18.888, "max_chase_pct": null, "minute_energy": null, "name": "豫能控股", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260605", "plan_id": "RISK:20260605:SZSE.001896:position_stop_loss", "position_pnl_pct": -14.455277660025434, "price": 19.95, "price_vs_vwap_pct": null, "qty": 2100, "quote_ask1": 20.18, "quote_ask_qty1": 17700, "quote_bid1": 19.95, "quote_bid_qty1": 89500, "quote_last": 20.18, "quote_ts": "2026-06-08T09:30:03", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 2100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.001896", "template_key": "POSITION_RISK_EXIT", "theme": "新能源电力链", "trade_date": "20260608", "trigger_price": -3.0, "ts": "2026-06-08T09:30:05", "id": 27 }, { "amount": 0.0, "base_exec_high": 36.25, "cash_before_order": 989698.0, "chase_ceiling": 37.2, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "20260605:20260608:SZSE.300545:VWAP_RECLAIM:BUY", "exec_high": 36.25, "exec_low": 36.12, "intraday_vwap": 35.3499, "invalid_price": 34.77, "ma5": 34.428, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.1074, "bar_count": 1, "bars": [ { "amount_yi": 0.1074, "close": 36.43, "high": 36.43, "low": 36.43, "open": 36.43, "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": "VWAP_RECLAIM", "window_min": 5 }, "name": "联得装备", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260605", "plan_id": "20260605:SZSE.300545:VWAP_RECLAIM", "price": null, "price_vs_vwap_pct": 3.0555, "qty": 0, "quote_ask1": 36.49, "quote_ask_qty1": 8600, "quote_bid1": 36.43, "quote_bid_qty1": 1800, "quote_last": 36.43, "quote_ts": "2026-06-08T09:30:33", "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.300545", "target_amount": 49484.9, "target_position_pct": 5.0, "template_key": "VWAP_RECLAIM", "theme": null, "trade_date": "20260608", "trigger_price": 35.71, "ts": "2026-06-08T09:30:36", "id": 28 }, { "amount": 0.0, "base_exec_high": 56.44, "cash_before_order": 989698.0, "chase_ceiling": 61.17, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260605:20260608:SZSE.002138:BREAK_PREV_HIGH:BUY", "exec_high": 56.44, "exec_low": 55.61, "intraday_vwap": 55.2184, "invalid_price": 49.862, "ma5": 49.862, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 3.1651, "bar_count": 2, "bars": [ { "amount_yi": 1.3238, "close": 55.9, "high": 55.9, "low": 55.9, "open": 55.9, "time": "09:30" }, { "amount_yi": 1.8413, "close": 56.78, "high": 56.78, "low": 56.78, "open": 56.78, "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": "顺络电子", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260605", "plan_id": "20260605:SZSE.002138:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.828, "qty": 0, "quote_ask1": 56.78, "quote_ask_qty1": 8200, "quote_bid1": 56.5, "quote_bid_qty1": 7100, "quote_last": 56.78, "quote_ts": "2026-06-08T09:31:06", "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.002138", "target_amount": 49484.9, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "题材股", "trade_date": "20260608", "trigger_price": 55.61, "ts": "2026-06-08T09:31:07", "id": 29 }, { "amount": 39871.0, "base_exec_high": 398.89, "cash_before_order": 989698.0, "chase_ceiling": 471.6, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260605:20260608:SHSE.688017:BREAK_PREV_HIGH:BUY", "exec_high": 398.89, "exec_low": 393.0, "intraday_vwap": 382.5666, "invalid_price": 325.736, "ma5": 325.736, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 6.2411, "bar_count": 3, "bars": [ { "amount_yi": 1.6733, "close": 382.98, "high": 382.98, "low": 382.98, "open": 382.98, "time": "09:30" }, { "amount_yi": 3.3581, "close": 392.88, "high": 392.88, "low": 387.18, "open": 387.18, "time": "09:31" }, { "amount_yi": 1.2097, "close": 398.0, "high": 398.0, "low": 398.0, "open": 398.0, "time": "09:32" } ], "energy_ratio": null, "min_samples": 3, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "绿的谐波", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260605", "plan_id": "20260605:SHSE.688017:BREAK_PREV_HIGH", "price": 398.71, "price_vs_vwap_pct": 4.0342, "qty": 100, "quote_ask1": 398.71, "quote_ask_qty1": 200, "quote_bid1": 398.39, "quote_bid_qty1": 223, "quote_last": 398.0, "quote_ts": "2026-06-08T09:32:03", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 145.29, "status": "FILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.688017", "target_amount": 49484.9, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "机器人智能制造", "trade_date": "20260608", "trigger_price": 393.0, "ts": "2026-06-08T09:32:08", "id": 30 } ], "orders_this_tick": [], "position_risk_events": [], "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": 0.2941, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 17, "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": 17, "active_plan_contracts": 0, "watch_candidate_contracts": 17, "watch_only_contracts": 0, "actionable": 1, "filled_orders": 2, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 3, "risk_exit_signals": 0, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0 } }