{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260609", "trade_date": "20260610", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "wait_until_09:45,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough", "enabled": true, "pool_up_ratio": 0.4062, "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": 2, "active_total": 2, "sample_total": 32, "active_samples": [ { "symbol": "SHSE.600460", "name": "士兰微", "paper_scope": "active", "ret_pct": -1.3537, "last": 34.25, "prev_close": 34.72, "vwap": 34.0798 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": -2.1394, "last": 768.92, "prev_close": 785.73, "vwap": 767.0965 } ] }, "quote_source": "public_http_sina:34/34", "quote_stale_lock": false, "generated_at": "2026-06-10T09:32:07", "signals": [ { "event_id": "20260609:20260610:SHSE.600460:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600460:BREAK_PREV_HIGH", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.86, "exec_low": 34.86, "exec_high": 35.91, "invalid_price": 34.164, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 3400, "prev_close": 34.72, "theme": "IGBT概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.19, "max_chase_pct": 3.0, "base_exec_high": 35.91, "dynamic_exec_high": null, "intraday_vwap": 34.0798, "price_vs_vwap_pct": 0.4994, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.146, "prev_amount_yi": 0, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.2548 }, { "time": "09:31", "open": 34.09, "high": 34.26, "low": 34.09, "close": 34.26, "amount_yi": 0.5828 }, { "time": "09:32", "open": 34.25, "high": 34.25, "low": 34.25, "close": 34.25, "amount_yi": 0.3084 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 119111.76, "current_position_value": 0.0, "cash_before_order": 901603.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 34.25, "ts": "2026-06-10T09:32:04", "bid1": 34.27, "ask1": 34.3, "bid_qty1": 100, "ask_qty1": 49266 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 795.0, "exec_low": 795.0, "exec_high": 818.85, "invalid_price": 763.384, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 785.73, "theme": "科技风格", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 942.88, "max_chase_pct": 3.0, "base_exec_high": 818.85, "dynamic_exec_high": null, "intraday_vwap": 767.0965, "price_vs_vwap_pct": 0.2377, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 9.2999, "prev_amount_yi": 0, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 762.0, "high": 762.0, "low": 762.0, "close": 762.0, "amount_yi": 3.2001 }, { "time": "09:31", "open": 769.38, "high": 769.38, "low": 768.92, "close": 768.92, "amount_yi": 4.2798 }, { "time": "09:32", "open": 768.92, "high": 768.92, "low": 768.92, "close": 768.92, "amount_yi": 1.82 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 119111.76, "current_position_value": 0.0, "cash_before_order": 901603.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 763.384, "quote": { "last": 768.92, "ts": "2026-06-10T09:32:03", "bid1": 768.03, "ask1": 768.83, "bid_qty1": 200, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300655:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300655:VWAP_RECLAIM", "symbol": "SZSE.300655", "name": "晶瑞电材", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 14.54, "exec_low": 14.71, "exec_high": 14.76, "invalid_price": 14.15, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 3300, "prev_close": 14.98, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.43, "max_chase_pct": 1.5, "base_exec_high": 14.76, "dynamic_exec_high": null, "intraday_vwap": 14.9289, "price_vs_vwap_pct": 0.4763, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4504, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 15.07, "high": 15.07, "low": 15.07, "close": 15.07, "amount_yi": 0.1445 }, { "time": "09:31", "open": 15.0, "high": 15.04, "low": 15.0, "close": 15.04, "amount_yi": 0.23 }, { "time": "09:32", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0759 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 901603.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 15.0, "ts": "2026-06-10T09:32:03", "bid1": 14.98, "ask1": 15.0, "bid_qty1": 14800, "ask_qty1": 7200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "W1", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 93.13, "exec_low": 94.94, "exec_high": 95.37, "invalid_price": 90.3, "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": "2026-06-10T09:32:07", "sim_reason": "intraday_vwap_anchor_reclaim", "qty": 500, "prev_close": 95.8, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 98.67, "max_chase_pct": 1.5, "base_exec_high": 94.53, "dynamic_exec_high": 95.37, "intraday_vwap": 94.9425, "price_vs_vwap_pct": 0.4503, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.5717, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 95.6, "high": 95.6, "low": 95.6, "close": 95.6, "amount_yi": 0.1961 }, { "time": "09:31", "open": 95.45, "high": 95.45, "low": 95.02, "close": 95.02, "amount_yi": 0.2249 }, { "time": "09:32", "open": 95.37, "high": 95.37, "low": 95.37, "close": 95.37, "amount_yi": 0.1507 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 901603.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.672, "quote": { "last": 95.37, "ts": "2026-06-10T09:32:03", "bid1": 95.24, "ask1": 95.37, "bid_qty1": 100, "ask_qty1": 1400 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688720:VWAP_RECLAIM:BUY", "plan_id": "20260609:SHSE.688720:VWAP_RECLAIM", "symbol": "SHSE.688720", "name": "艾森股份", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 92.83, "exec_low": 94.77, "exec_high": 95.2, "invalid_price": 89.33, "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": "2026-06-10T09:32:07", "sim_reason": "minute_energy_amount_too_low", "qty": 500, "prev_close": 94.9, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 97.75, "max_chase_pct": 1.5, "base_exec_high": 94.22, "dynamic_exec_high": 95.2, "intraday_vwap": 94.7712, "price_vs_vwap_pct": 0.2414, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1599, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 94.87, "high": 94.87, "low": 94.87, "close": 94.87, "amount_yi": 0.0204 }, { "time": "09:31", "open": 94.5, "high": 95.41, "low": 94.5, "close": 95.41, "amount_yi": 0.107 }, { "time": "09:32", "open": 95.0, "high": 95.0, "low": 95.0, "close": 95.0, "amount_yi": 0.0325 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 95.0, "ts": "2026-06-10T09:32:04", "bid1": 95.0, "ask1": 95.33, "bid_qty1": 1573, "ask_qty1": 441 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300706:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300706:VWAP_RECLAIM", "symbol": "SZSE.300706", "name": "阿石创", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 51.44, "exec_low": 52.08, "exec_high": 52.21, "invalid_price": 49.94, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 800, "prev_close": 53.0, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 54.59, "max_chase_pct": 1.5, "base_exec_high": 52.21, "dynamic_exec_high": null, "intraday_vwap": 54.9105, "price_vs_vwap_pct": 2.1663, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.1409, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 54.4, "high": 54.4, "low": 54.4, "close": 54.4, "amount_yi": 0.1921 }, { "time": "09:31", "open": 55.44, "high": 56.23, "low": 55.44, "close": 56.23, "amount_yi": 0.6124 }, { "time": "09:32", "open": 56.1, "high": 56.1, "low": 56.1, "close": 56.1, "amount_yi": 0.3364 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 56.1, "ts": "2026-06-10T09:32:03", "bid1": 56.03, "ask1": 56.25, "bid_qty1": 2000, "ask_qty1": 300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688729:VWAP_RECLAIM:BUY", "plan_id": "20260609:SHSE.688729:VWAP_RECLAIM", "symbol": "SHSE.688729", "name": "屹唐股份", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.79, "exec_low": 24.07, "exec_high": 24.15, "invalid_price": 23.14, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 2000, "prev_close": 24.44, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.17, "max_chase_pct": 1.5, "base_exec_high": 24.15, "dynamic_exec_high": null, "intraday_vwap": 24.3701, "price_vs_vwap_pct": 0.533, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.122, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 24.28, "high": 24.28, "low": 24.28, "close": 24.28, "amount_yi": 0.0331 }, { "time": "09:31", "open": 24.4, "high": 24.49, "low": 24.4, "close": 24.49, "amount_yi": 0.0571 }, { "time": "09:32", "open": 24.5, "high": 24.5, "low": 24.5, "close": 24.5, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.5, "ts": "2026-06-10T09:32:06", "bid1": 24.49, "ask1": 24.5, "bid_qty1": 200, "ask_qty1": 5004 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.001389:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.001389:VWAP_RECLAIM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "W5", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 185.59, "exec_low": 187.71, "exec_high": 188.37, "invalid_price": 180.62, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched", "qty": 200, "prev_close": 189.25, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 194.93, "max_chase_pct": 1.5, "base_exec_high": 188.37, "dynamic_exec_high": null, "intraday_vwap": 186.0935, "price_vs_vwap_pct": -0.0126, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.625, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 185.88, "high": 185.88, "low": 185.88, "close": 185.88, "amount_yi": 0.2126 }, { "time": "09:31", "open": 185.0, "high": 185.52, "low": 185.0, "close": 185.52, "amount_yi": 0.3175 }, { "time": "09:32", "open": 186.07, "high": 186.07, "low": 186.07, "close": 186.07, "amount_yi": 0.0949 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 186.07, "ts": "2026-06-10T09:32:06", "bid1": 185.92, "ask1": 186.07, "bid_qty1": 300, "ask_qty1": 1100 }, "previous_state": "NEAR_TRIGGER", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300475:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300475:VWAP_RECLAIM", "symbol": "SZSE.300475", "name": "香农芯创", "side": "BUY", "priority": "W6", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 166.84, "exec_low": 169.0, "exec_high": 169.34, "invalid_price": 161.79, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 200, "prev_close": 173.3, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 178.5, "max_chase_pct": 1.5, "base_exec_high": 169.34, "dynamic_exec_high": null, "intraday_vwap": 172.1841, "price_vs_vwap_pct": 2.0129, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 2.9984, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 171.68, "high": 171.68, "low": 171.68, "close": 171.68, "amount_yi": 0.731 }, { "time": "09:31", "open": 172.51, "high": 174.26, "low": 172.51, "close": 174.26, "amount_yi": 1.5008 }, { "time": "09:32", "open": 175.65, "high": 175.65, "low": 175.65, "close": 175.65, "amount_yi": 0.7666 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 175.65, "ts": "2026-06-10T09:32:03", "bid1": 175.65, "ask1": 175.8, "bid_qty1": 400, "ask_qty1": 7300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688187:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688187:BREAK_PREV_HIGH", "symbol": "SHSE.688187", "name": "时代电气", "side": "BUY", "priority": "W7", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 58.19, "exec_low": 58.19, "exec_high": 59.06, "invalid_price": 56.356, "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": "2026-06-10T09:32:07", "sim_reason": "invalid_price_broken", "qty": 800, "prev_close": 57.9, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 69.48, "max_chase_pct": 1.5, "base_exec_high": 59.06, "dynamic_exec_high": null, "intraday_vwap": 55.9862, "price_vs_vwap_pct": -0.4576, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3864, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 55.8, "high": 55.8, "low": 55.8, "close": 55.8, "amount_yi": 0.0888 }, { "time": "09:31", "open": 56.1, "high": 56.18, "low": 56.1, "close": 56.18, "amount_yi": 0.1878 }, { "time": "09:32", "open": 55.73, "high": 55.73, "low": 55.73, "close": 55.73, "amount_yi": 0.1098 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 55.73, "ts": "2026-06-10T09:32:05", "bid1": 55.73, "ask1": 55.74, "bid_qty1": 2297, "ask_qty1": 13187 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W8", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 145.58, "exec_low": 145.58, "exec_high": 147.76, "invalid_price": 142.448, "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": "2026-06-10T09:32:07", "sim_reason": "invalid_price_broken", "qty": 300, "prev_close": 143.79, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 158.17, "max_chase_pct": 1.5, "base_exec_high": 147.76, "dynamic_exec_high": null, "intraday_vwap": 141.6722, "price_vs_vwap_pct": -0.2415, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.361, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 140.88, "high": 140.88, "low": 140.88, "close": 140.88, "amount_yi": 0.1234 }, { "time": "09:31", "open": 140.79, "high": 141.48, "low": 140.79, "close": 141.48, "amount_yi": 0.1566 }, { "time": "09:32", "open": 141.33, "high": 141.33, "low": 141.33, "close": 141.33, "amount_yi": 0.081 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 141.33, "ts": "2026-06-10T09:32:06", "bid1": 141.21, "ask1": 141.43, "bid_qty1": 100, "ask_qty1": 1200 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300623:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300623:BREAK_PREV_HIGH", "symbol": "SZSE.300623", "name": "捷捷微电", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.15, "exec_low": 33.15, "exec_high": 33.65, "invalid_price": 32.498, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": 32.94, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.53, "max_chase_pct": 1.5, "base_exec_high": 33.65, "dynamic_exec_high": null, "intraday_vwap": 32.4993, "price_vs_vwap_pct": 0.2791, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2803, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 32.56, "high": 32.56, "low": 32.56, "close": 32.56, "amount_yi": 0.125 }, { "time": "09:31", "open": 32.51, "high": 32.59, "low": 32.51, "close": 32.59, "amount_yi": 0.1081 }, { "time": "09:32", "open": 32.59, "high": 32.59, "low": 32.59, "close": 32.59, "amount_yi": 0.0472 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 32.59, "ts": "2026-06-10T09:32:03", "bid1": 32.58, "ask1": 32.6, "bid_qty1": 1300, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.603936:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.603936:BREAK_PREV_HIGH", "symbol": "SHSE.603936", "name": "博敏电子", "side": "BUY", "priority": "W10", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.94, "exec_low": 21.94, "exec_high": 22.27, "invalid_price": 21.442, "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": "2026-06-10T09:32:07", "sim_reason": "invalid_price_broken", "qty": 2300, "prev_close": 21.79, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.97, "max_chase_pct": 1.5, "base_exec_high": 22.27, "dynamic_exec_high": null, "intraday_vwap": 21.3959, "price_vs_vwap_pct": 0.1594, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4046, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 21.34, "high": 21.34, "low": 21.34, "close": 21.34, "amount_yi": 0.0743 }, { "time": "09:31", "open": 21.32, "high": 21.52, "low": 21.32, "close": 21.52, "amount_yi": 0.267 }, { "time": "09:32", "open": 21.43, "high": 21.43, "low": 21.43, "close": 21.43, "amount_yi": 0.0633 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.43, "ts": "2026-06-10T09:32:03", "bid1": 21.42, "ask1": 21.43, "bid_qty1": 700, "ask_qty1": 4900 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.002371:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.002371:BREAK_PREV_HIGH", "symbol": "SZSE.002371", "name": "北方华创", "side": "BUY", "priority": "W11", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.8, "exec_low": 619.8, "exec_high": 629.1, "invalid_price": 609.608, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched", "qty": 100, "prev_close": 617.1, "theme": "氮化镓", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 678.81, "max_chase_pct": 1.5, "base_exec_high": 629.1, "dynamic_exec_high": null, "intraday_vwap": 617.794, "price_vs_vwap_pct": 0.6128, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 2.3819, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 617.1, "high": 617.1, "low": 617.1, "close": 617.1, "amount_yi": 0.8006 }, { "time": "09:31", "open": 618.11, "high": 620.52, "low": 618.11, "close": 620.52, "amount_yi": 1.158 }, { "time": "09:32", "open": 621.58, "high": 621.58, "low": 621.58, "close": 621.58, "amount_yi": 0.4233 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 609.608, "quote": { "last": 621.58, "ts": "2026-06-10T09:32:06", "bid1": 621.5, "ask1": 621.58, "bid_qty1": 5, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.603823:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.603823:BREAK_PREV_HIGH", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.53, "exec_low": 35.53, "exec_high": 36.06, "invalid_price": 30.66, "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": "2026-06-10T09:32:07", "sim_reason": "watch_early_spike_above_vwap_cooldown", "qty": 1300, "prev_close": 35.28, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 38.81, "max_chase_pct": 1.5, "base_exec_high": 36.06, "dynamic_exec_high": null, "intraday_vwap": 34.8016, "price_vs_vwap_pct": 3.0987, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.5505, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 34.13, "high": 34.13, "low": 34.13, "close": 34.13, "amount_yi": 0.0922 }, { "time": "09:31", "open": 34.3, "high": 35.19, "low": 34.3, "close": 35.19, "amount_yi": 0.3521 }, { "time": "09:32", "open": 35.88, "high": 35.88, "low": 35.88, "close": 35.88, "amount_yi": 0.1062 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.66, "quote": { "last": 35.88, "ts": "2026-06-10T09:32:06", "bid1": 35.85, "ask1": 35.86, "bid_qty1": 1300, "ask_qty1": 2400 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300700:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300700:BREAK_PREV_HIGH", "symbol": "SZSE.300700", "name": "岱勒新材", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.7, "exec_low": 21.7, "exec_high": 22.03, "invalid_price": 20.486, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 2300, "prev_close": 21.61, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.93, "max_chase_pct": 1.5, "base_exec_high": 22.03, "dynamic_exec_high": null, "intraday_vwap": 21.2688, "price_vs_vwap_pct": 0.2877, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1584, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 21.45, "high": 21.45, "low": 21.45, "close": 21.45, "amount_yi": 0.0578 }, { "time": "09:31", "open": 21.4, "high": 21.4, "low": 21.23, "close": 21.23, "amount_yi": 0.0578 }, { "time": "09:32", "open": 21.33, "high": 21.33, "low": 21.33, "close": 21.33, "amount_yi": 0.0428 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 21.33, "ts": "2026-06-10T09:32:03", "bid1": 21.33, "ask1": 21.34, "bid_qty1": 100, "ask_qty1": 1900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600498:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600498:BREAK_PREV_HIGH", "symbol": "SHSE.600498", "name": "烽火通信", "side": "BUY", "priority": "W14", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 59.45, "exec_low": 59.45, "exec_high": 60.34, "invalid_price": 54.92, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 58.85, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 64.74, "max_chase_pct": 1.5, "base_exec_high": 60.34, "dynamic_exec_high": null, "intraday_vwap": 57.9719, "price_vs_vwap_pct": 0.4797, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 3.6406, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 57.99, "high": 57.99, "low": 57.99, "close": 57.99, "amount_yi": 0.986 }, { "time": "09:31", "open": 57.5, "high": 58.3, "low": 57.5, "close": 58.3, "amount_yi": 1.9158 }, { "time": "09:32", "open": 58.25, "high": 58.25, "low": 58.25, "close": 58.25, "amount_yi": 0.7388 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 58.25, "ts": "2026-06-10T09:32:04", "bid1": 58.2, "ask1": 58.25, "bid_qty1": 14500, "ask_qty1": 46700 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300710:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300710:BREAK_PREV_HIGH", "symbol": "SZSE.300710", "name": "万隆光电", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 44.43, "exec_low": 44.43, "exec_high": 45.1, "invalid_price": 39.906, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 1100, "prev_close": 43.51, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.21, "max_chase_pct": 1.5, "base_exec_high": 45.1, "dynamic_exec_high": null, "intraday_vwap": 42.6117, "price_vs_vwap_pct": -0.3325, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1332, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 42.0, "high": 42.0, "low": 42.0, "close": 42.0, "amount_yi": 0.0413 }, { "time": "09:31", "open": 42.86, "high": 42.86, "low": 42.67, "close": 42.67, "amount_yi": 0.073 }, { "time": "09:32", "open": 42.47, "high": 42.47, "low": 42.47, "close": 42.47, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 42.47, "ts": "2026-06-10T09:32:03", "bid1": 42.47, "ask1": 42.6, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH", "symbol": "SZSE.300395", "name": "菲利华", "side": "BUY", "priority": "W16", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 121.42, "exec_low": 123.77, "exec_high": 124.33, "invalid_price": 118.802, "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": "2026-06-10T09:32:07", "sim_reason": "intraday_vwap_anchor_reclaim", "qty": 400, "prev_close": 121.33, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 145.6, "max_chase_pct": 1.5, "base_exec_high": 123.24, "dynamic_exec_high": 124.33, "intraday_vwap": 123.7737, "price_vs_vwap_pct": 0.1748, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 3.4568, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 124.54, "high": 124.54, "low": 124.54, "close": 124.54, "amount_yi": 0.9407 }, { "time": "09:31", "open": 123.58, "high": 124.66, "low": 123.58, "close": 124.66, "amount_yi": 1.6352 }, { "time": "09:32", "open": 123.99, "high": 123.99, "low": 123.99, "close": 123.99, "amount_yi": 0.8809 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 123.99, "ts": "2026-06-10T09:32:03", "bid1": 123.94, "ask1": 124.0, "bid_qty1": 2400, "ask_qty1": 3500 }, "previous_state": "TOUCHED", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600869:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600869:BREAK_PREV_HIGH", "symbol": "SHSE.600869", "name": "远东股份", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 29.97, "exec_low": 29.97, "exec_high": 30.42, "invalid_price": 27.796, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": 29.62, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 32.58, "max_chase_pct": 1.5, "base_exec_high": 30.42, "dynamic_exec_high": null, "intraday_vwap": 28.5793, "price_vs_vwap_pct": 0.6323, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.8949, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 28.6, "high": 28.6, "low": 28.6, "close": 28.6, "amount_yi": 0.4533 }, { "time": "09:31", "open": 28.3, "high": 28.49, "low": 28.3, "close": 28.49, "amount_yi": 0.9949 }, { "time": "09:32", "open": 28.76, "high": 28.76, "low": 28.76, "close": 28.76, "amount_yi": 0.4467 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 28.76, "ts": "2026-06-10T09:32:06", "bid1": 28.75, "ask1": 28.77, "bid_qty1": 61300, "ask_qty1": 2800 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600105:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600105:BREAK_PREV_HIGH", "symbol": "SHSE.600105", "name": "永鼎股份", "side": "BUY", "priority": "W18", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 57.16, "exec_low": 57.16, "exec_high": 58.02, "invalid_price": 54.306, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 56.9, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.59, "max_chase_pct": 1.5, "base_exec_high": 58.02, "dynamic_exec_high": null, "intraday_vwap": 55.732, "price_vs_vwap_pct": -0.6316, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 3.3082, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 55.9, "high": 55.9, "low": 55.9, "close": 55.9, "amount_yi": 0.9215 }, { "time": "09:31", "open": 55.69, "high": 55.69, "low": 55.58, "close": 55.58, "amount_yi": 1.8834 }, { "time": "09:32", "open": 55.38, "high": 55.38, "low": 55.38, "close": 55.38, "amount_yi": 0.5033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 55.38, "ts": "2026-06-10T09:32:04", "bid1": 55.35, "ask1": 55.36, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.301322:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.301322:BREAK_PREV_HIGH", "symbol": "SZSE.301322", "name": "绿通科技", "side": "BUY", "priority": "W19", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.78, "exec_low": 55.78, "exec_high": 56.62, "invalid_price": 50.674, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 55.43, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 66.52, "max_chase_pct": 1.5, "base_exec_high": 56.62, "dynamic_exec_high": null, "intraday_vwap": 57.1759, "price_vs_vwap_pct": 2.3333, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.5252, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 57.3, "high": 57.3, "low": 57.3, "close": 57.3, "amount_yi": 0.1339 }, { "time": "09:31", "open": 57.74, "high": 58.19, "low": 57.74, "close": 58.19, "amount_yi": 0.2933 }, { "time": "09:32", "open": 58.51, "high": 58.51, "low": 58.51, "close": 58.51, "amount_yi": 0.098 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 58.51, "ts": "2026-06-10T09:32:03", "bid1": 58.5, "ask1": 58.68, "bid_qty1": 2500, "ask_qty1": 1800 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688012:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688012:BREAK_PREV_HIGH", "symbol": "SHSE.688012", "name": "中微公司", "side": "BUY", "priority": "W20", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 286.0, "exec_low": 286.0, "exec_high": 290.29, "invalid_price": 280.364, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched", "qty": 100, "prev_close": 285.04, "theme": "LED概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 342.05, "max_chase_pct": 1.5, "base_exec_high": 290.29, "dynamic_exec_high": null, "intraday_vwap": 284.7863, "price_vs_vwap_pct": 1.0582, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 2.1614, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 283.89, "high": 283.89, "low": 283.89, "close": 283.89, "amount_yi": 0.6611 }, { "time": "09:31", "open": 286.97, "high": 286.97, "low": 285.55, "close": 285.55, "amount_yi": 0.9241 }, { "time": "09:32", "open": 287.8, "high": 287.8, "low": 287.8, "close": 287.8, "amount_yi": 0.5762 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 287.8, "ts": "2026-06-10T09:32:05", "bid1": 287.78, "ask1": 287.88, "bid_qty1": 395, "ask_qty1": 200 }, "previous_state": "NEAR_TRIGGER", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688200:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688200:BREAK_PREV_HIGH", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 468.65, "exec_low": 468.65, "exec_high": 475.68, "invalid_price": 431.824, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 463.0, "theme": "氮化镓", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 555.6, "max_chase_pct": 1.5, "base_exec_high": 475.68, "dynamic_exec_high": null, "intraday_vwap": 456.4325, "price_vs_vwap_pct": -0.671, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4931, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 452.77, "high": 452.77, "low": 452.77, "close": 452.77, "amount_yi": 0.0848 }, { "time": "09:31", "open": 458.17, "high": 458.38, "low": 458.17, "close": 458.38, "amount_yi": 0.2666 }, { "time": "09:32", "open": 453.37, "high": 453.37, "low": 453.37, "close": 453.37, "amount_yi": 0.1417 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 431.824, "quote": { "last": 453.37, "ts": "2026-06-10T09:32:06", "bid1": 453.37, "ask1": 455.8, "bid_qty1": 700, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300319:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300319:BREAK_PREV_HIGH", "symbol": "SZSE.300319", "name": "麦捷科技", "side": "BUY", "priority": "W22", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.81, "exec_low": 24.81, "exec_high": 25.18, "invalid_price": 21.426, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 2000, "prev_close": 24.25, "theme": "英伟达概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.1, "max_chase_pct": 1.5, "base_exec_high": 25.18, "dynamic_exec_high": null, "intraday_vwap": 23.6977, "price_vs_vwap_pct": -0.0747, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 2.1581, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 23.8, "high": 23.8, "low": 23.8, "close": 23.8, "amount_yi": 0.59 }, { "time": "09:31", "open": 23.61, "high": 23.68, "low": 23.61, "close": 23.68, "amount_yi": 1.2584 }, { "time": "09:32", "open": 23.68, "high": 23.68, "low": 23.68, "close": 23.68, "amount_yi": 0.3097 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 23.68, "ts": "2026-06-10T09:32:03", "bid1": 23.65, "ask1": 23.69, "bid_qty1": 6400, "ask_qty1": 900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300088:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300088:BREAK_PREV_HIGH", "symbol": "SZSE.300088", "name": "长信科技", "side": "BUY", "priority": "W23", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 8.63, "exec_low": 8.63, "exec_high": 8.76, "invalid_price": 8.298, "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": "2026-06-10T09:32:07", "sim_reason": "invalid_price_broken", "qty": 6000, "prev_close": 8.55, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.26, "max_chase_pct": 1.5, "base_exec_high": 8.76, "dynamic_exec_high": null, "intraday_vwap": 8.2304, "price_vs_vwap_pct": -0.7339, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.4066, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 8.22, "high": 8.22, "low": 8.22, "close": 8.22, "amount_yi": 0.4022 }, { "time": "09:31", "open": 8.16, "high": 8.18, "low": 8.16, "close": 8.18, "amount_yi": 0.7121 }, { "time": "09:32", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.2923 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.17, "ts": "2026-06-10T09:32:03", "bid1": 8.17, "ask1": 8.18, "bid_qty1": 61600, "ask_qty1": 31500 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688378:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688378:BREAK_PREV_HIGH", "symbol": "SHSE.688378", "name": "奥来德", "side": "BUY", "priority": "W24", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 54.18, "exec_low": 54.18, "exec_high": 54.99, "invalid_price": 49.756, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 900, "prev_close": 52.8, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 63.36, "max_chase_pct": 1.5, "base_exec_high": 54.99, "dynamic_exec_high": null, "intraday_vwap": 52.1605, "price_vs_vwap_pct": -0.231, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2378, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 52.79, "high": 52.79, "low": 52.79, "close": 52.79, "amount_yi": 0.0828 }, { "time": "09:31", "open": 52.1, "high": 52.11, "low": 52.1, "close": 52.11, "amount_yi": 0.115 }, { "time": "09:32", "open": 52.04, "high": 52.04, "low": 52.04, "close": 52.04, "amount_yi": 0.04 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 52.04, "ts": "2026-06-10T09:32:05", "bid1": 52.05, "ask1": 52.1, "bid_qty1": 2000, "ask_qty1": 1400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.000837:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.000837:BREAK_PREV_HIGH", "symbol": "SZSE.000837", "name": "秦川机床", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 13.6, "exec_low": 13.6, "exec_high": 13.8, "invalid_price": 12.168, "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": "2026-06-10T09:32:07", "sim_reason": "waiting_trigger", "qty": 3700, "prev_close": 13.25, "theme": "3D打印", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.58, "max_chase_pct": 1.5, "base_exec_high": 13.8, "dynamic_exec_high": null, "intraday_vwap": 13.0849, "price_vs_vwap_pct": 0.1154, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.5019, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.2117 }, { "time": "09:31", "open": 13.14, "high": 13.14, "low": 13.1, "close": 13.1, "amount_yi": 0.1955 }, { "time": "09:32", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0947 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 13.1, "ts": "2026-06-10T09:32:06", "bid1": 13.1, "ask1": 13.13, "bid_qty1": 1800, "ask_qty1": 800 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.603859:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.603859:BREAK_PREV_HIGH", "symbol": "SHSE.603859", "name": "能科科技", "side": "BUY", "priority": "W26", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.66, "exec_low": 53.66, "exec_high": 54.46, "invalid_price": 46.396, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 900, "prev_close": 52.95, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.25, "max_chase_pct": 1.5, "base_exec_high": 54.46, "dynamic_exec_high": null, "intraday_vwap": 53.2547, "price_vs_vwap_pct": 2.8078, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.4907, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 53.0, "high": 53.0, "low": 53.0, "close": 53.0, "amount_yi": 0.4116 }, { "time": "09:31", "open": 53.45, "high": 54.0, "low": 53.45, "close": 54.0, "amount_yi": 0.6346 }, { "time": "09:32", "open": 54.75, "high": 54.75, "low": 54.75, "close": 54.75, "amount_yi": 0.4445 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 54.75, "ts": "2026-06-10T09:32:05", "bid1": 54.54, "ask1": 54.75, "bid_qty1": 500, "ask_qty1": 5640 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.301313:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.301313:BREAK_PREV_HIGH", "symbol": "SZSE.301313", "name": "凡拓数创", "side": "BUY", "priority": "W27", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.32, "exec_low": 66.32, "exec_high": 67.31, "invalid_price": 52.312, "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": "2026-06-10T09:32:07", "sim_reason": "near_trigger", "qty": 700, "prev_close": 64.63, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 77.56, "max_chase_pct": 1.5, "base_exec_high": 67.31, "dynamic_exec_high": null, "intraday_vwap": 63.7402, "price_vs_vwap_pct": 3.3884, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.2371, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 63.33, "high": 63.33, "low": 63.33, "close": 63.33, "amount_yi": 0.2965 }, { "time": "09:31", "open": 64.1, "high": 64.44, "low": 64.1, "close": 64.44, "amount_yi": 0.6289 }, { "time": "09:32", "open": 65.9, "high": 65.9, "low": 65.9, "close": 65.9, "amount_yi": 0.3117 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 65.9, "ts": "2026-06-10T09:32:03", "bid1": 65.9, "ask1": 66.18, "bid_qty1": 100, "ask_qty1": 500 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.64, "exec_low": 53.64, "exec_high": 54.44, "invalid_price": 46.966, "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": "2026-06-10T09:32:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 52.8, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.08, "max_chase_pct": 1.5, "base_exec_high": 54.44, "dynamic_exec_high": null, "intraday_vwap": 55.2, "price_vs_vwap_pct": 3.7319, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 5.6882, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 54.73, "high": 54.73, "low": 54.73, "close": 54.73, "amount_yi": 1.46 }, { "time": "09:31", "open": 55.24, "high": 56.65, "low": 55.24, "close": 56.65, "amount_yi": 2.7412 }, { "time": "09:32", "open": 57.26, "high": 57.26, "low": 57.26, "close": 57.26, "amount_yi": 1.487 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.966, "quote": { "last": 57.26, "ts": "2026-06-10T09:32:05", "bid1": 57.2, "ask1": 57.26, "bid_qty1": 73500, "ask_qty1": 16524 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600367:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600367:BREAK_PREV_HIGH", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "W29", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.58, "exec_low": 55.58, "exec_high": 56.41, "invalid_price": 49.516, "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": "2026-06-10T09:32:07", "sim_reason": "near_trigger", "qty": 900, "prev_close": 55.55, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 61.11, "max_chase_pct": 1.5, "base_exec_high": 56.41, "dynamic_exec_high": null, "intraday_vwap": 55.363, "price_vs_vwap_pct": -0.457, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.5073, "prev_amount_yi": 0, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": null, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:30", "open": 55.2, "high": 55.2, "low": 55.2, "close": 55.2, "amount_yi": 0.5192 }, { "time": "09:31", "open": 55.11, "high": 55.99, "low": 55.11, "close": 55.99, "amount_yi": 0.5881 }, { "time": "09:32", "open": 55.11, "high": 55.11, "low": 55.11, "close": 55.11, "amount_yi": 0.4 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 853918.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 55.11, "ts": "2026-06-10T09:32:05", "bid1": 55.01, "ask1": 55.11, "bid_qty1": 17100, "ask_qty1": 1700 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 853918.0, "market_value": 138977.0, "total_value": 992895.0, "unrealized_pnl": 3197.0000000000027, "total_pnl": -7105.0, "total_pnl_pct": -0.7105000000000028 }, "paper_positions": [ { "symbol": "SZSE.002138", "name": "顺络电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 60.28, "last_price": 60.99, "market_value": 48792.0, "unrealized_pnl": 568.0000000000007, "unrealized_pnl_pct": 1.1778367617783614, "updated_at": "2026-06-10T09:32:07", "position_pct_of_total": 4.914114785551342 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 95.37, "market_value": 47685.0, "unrealized_pnl": 0.0, "unrealized_pnl_pct": 0.0, "updated_at": "2026-06-10T09:32:07", "position_pct_of_total": 4.802622633813243 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 425.0, "market_value": 42500.0, "unrealized_pnl": 2629.000000000002, "unrealized_pnl_pct": 6.593764891775988, "updated_at": "2026-06-10T09:32:07", "position_pct_of_total": 4.280412329601821 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 94.53, "cash_before_order": 901603.0, "chase_ceiling": 98.67, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": 95.37, "energy_floor_hint_yi": null, "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY", "exec_high": 94.53, "exec_low": 94.35, "intraday_vwap": 94.6802, "invalid_price": 90.3, "ma5": 92.672, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.1961, "bar_count": 1, "bars": [ { "amount_yi": 0.1961, "close": 95.6, "high": 95.6, "low": 95.6, "open": 95.6, "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": "上海新阳", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM", "price": null, "price_vs_vwap_pct": 0.9715, "qty": 0, "quote_ask1": 95.79, "quote_ask_qty1": 3400, "quote_bid1": 95.72, "quote_bid_qty1": 100, "quote_last": 95.6, "quote_ts": "2026-06-10T09:30:33", "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.300236", "target_amount": 49504.15, "target_position_pct": 5.0, "template_key": "VWAP_RECLAIM", "theme": null, "trade_date": "20260610", "trigger_price": 93.13, "ts": "2026-06-10T09:30:35", "id": 32 }, { "amount": 0.0, "base_exec_high": 94.22, "cash_before_order": 901603.0, "chase_ceiling": 97.75, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": 95.2, "energy_floor_hint_yi": null, "event_id": "20260609:20260610:SHSE.688720:VWAP_RECLAIM:BUY", "exec_high": 94.22, "exec_low": 94.32, "intraday_vwap": 94.2002, "invalid_price": 89.33, "ma5": 92.17, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.0204, "bar_count": 1, "bars": [ { "amount_yi": 0.0204, "close": 94.87, "high": 94.87, "low": 94.87, "open": 94.87, "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": "艾森股份", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SHSE.688720:VWAP_RECLAIM", "price": null, "price_vs_vwap_pct": 0.711, "qty": 0, "quote_ask1": 94.87, "quote_ask_qty1": 3100, "quote_bid1": 94.58, "quote_bid_qty1": 400, "quote_last": 94.87, "quote_ts": "2026-06-10T09:30:34", "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.688720", "target_amount": 49504.15, "target_position_pct": 5.0, "template_key": "VWAP_RECLAIM", "theme": null, "trade_date": "20260610", "trigger_price": 92.83, "ts": "2026-06-10T09:30:35", "id": 33 }, { "amount": 0.0, "base_exec_high": 123.24, "cash_before_order": 901603.0, "chase_ceiling": 145.6, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": 124.33, "energy_floor_hint_yi": 1.0, "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY", "exec_high": 123.24, "exec_low": 121.42, "intraday_vwap": 123.5966, "invalid_price": 118.802, "ma5": 118.802, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0.9407, "bar_count": 1, "bars": [ { "amount_yi": 0.9407, "close": 124.54, "high": 124.54, "low": 124.54, "open": 124.54, "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": "菲利华", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 0.7633, "qty": 0, "quote_ask1": 124.55, "quote_ask_qty1": 2400, "quote_bid1": 124.17, "quote_bid_qty1": 1900, "quote_last": 124.54, "quote_ts": "2026-06-10T09:30:33", "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.300395", "target_amount": 49504.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "光纤概念", "trade_date": "20260610", "trigger_price": 121.42, "ts": "2026-06-10T09:30:35", "id": 34 }, { "amount": 0.0, "base_exec_high": 56.62, "cash_before_order": 901603.0, "chase_ceiling": 66.52, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260609:20260610:SZSE.301322:BREAK_PREV_HIGH:BUY", "exec_high": 56.62, "exec_low": 55.78, "intraday_vwap": 55.9922, "invalid_price": 50.674, "ma5": 50.674, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0.1339, "bar_count": 1, "bars": [ { "amount_yi": 0.1339, "close": 57.3, "high": 57.3, "low": 57.3, "open": 57.3, "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": "绿通科技", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SZSE.301322:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.3357, "qty": 0, "quote_ask1": 57.61, "quote_ask_qty1": 800, "quote_bid1": 57.3, "quote_bid_qty1": 9000, "quote_last": 57.3, "quote_ts": "2026-06-10T09:30:33", "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.301322", "target_amount": 49504.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "中芯概念", "trade_date": "20260610", "trigger_price": 55.78, "ts": "2026-06-10T09:30:35", "id": 35 }, { "amount": 0.0, "base_exec_high": 54.44, "cash_before_order": 901603.0, "chase_ceiling": 58.08, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY", "exec_high": 54.44, "exec_low": 53.64, "intraday_vwap": 54.0378, "invalid_price": 46.966, "ma5": 46.966, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 1.46, "bar_count": 1, "bars": [ { "amount_yi": 1.46, "close": 54.73, "high": 54.73, "low": 54.73, "open": 54.73, "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": "昊华科技", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 1.281, "qty": 0, "quote_ask1": 54.74, "quote_ask_qty1": 400, "quote_bid1": 54.73, "quote_bid_qty1": 1500, "quote_last": 54.73, "quote_ts": "2026-06-10T09:30:32", "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.600378", "target_amount": 49504.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "题材股", "trade_date": "20260610", "trigger_price": 53.64, "ts": "2026-06-10T09:30:35", "id": 36 }, { "amount": 47685.0, "base_exec_high": 94.53, "cash_before_order": 901603.0, "chase_ceiling": 98.67, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": 95.37, "energy_floor_hint_yi": null, "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY", "exec_high": 95.37, "exec_low": 94.94, "intraday_vwap": 94.9425, "invalid_price": 90.3, "ma5": 92.672, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.5717, "bar_count": 3, "bars": [ { "amount_yi": 0.1961, "close": 95.6, "high": 95.6, "low": 95.6, "open": 95.6, "time": "09:30" }, { "amount_yi": 0.2249, "close": 95.02, "high": 95.45, "low": 95.02, "open": 95.45, "time": "09:31" }, { "amount_yi": 0.1507, "close": 95.37, "high": 95.37, "low": 95.37, "open": 95.37, "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": "VWAP_RECLAIM", "window_min": 5 }, "name": "上海新阳", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM", "price": 95.37, "price_vs_vwap_pct": 0.4503, "qty": 500, "quote_ask1": 95.37, "quote_ask_qty1": 1400, "quote_bid1": 95.24, "quote_bid_qty1": 100, "quote_last": 95.37, "quote_ts": "2026-06-10T09:32:03", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "intraday_vwap_anchor_reclaim", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 240.52, "status": "FILLED", "suggested_position_pct": 6.0, "symbol": "SZSE.300236", "target_amount": 49629.9, "target_position_pct": 5.0, "template_key": "VWAP_RECLAIM", "theme": null, "trade_date": "20260610", "trigger_price": 93.13, "ts": "2026-06-10T09:32:07", "id": 37 } ], "orders_this_tick": [ { "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM", "plan_date": "20260609", "trade_date": "20260610", "ts": "2026-06-10T09:32:07", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "status": "FILLED", "qty": 500, "price": 95.37, "amount": 47685.0, "reason": "paper_fill_at_ask1", "template_key": "VWAP_RECLAIM", "decision": "conditional_plan", "paper_scope": "conditional_watch", "theme": null, "trigger_price": 93.13, "exec_low": 94.94, "exec_high": 95.37, "chase_ceiling": 98.67, "max_chase_pct": 1.5, "base_exec_high": 94.53, "dynamic_exec_high": 95.37, "intraday_vwap": 94.9425, "price_vs_vwap_pct": 0.4503, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.5717, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:30", "open": 95.6, "high": 95.6, "low": 95.6, "close": 95.6, "amount_yi": 0.1961 }, { "time": "09:31", "open": 95.45, "high": 95.45, "low": 95.02, "close": 95.02, "amount_yi": 0.2249 }, { "time": "09:32", "open": 95.37, "high": 95.37, "low": 95.37, "close": 95.37, "amount_yi": 0.1507 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49629.9, "current_position_value": 0.0, "cash_before_order": 901603.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.672, "invalid_price": 90.3, "sim_reason": "intraday_vwap_anchor_reclaim", "slippage_bps": 240.52, "participation_rate": null, "quote_last": 95.37, "quote_bid1": 95.24, "quote_ask1": 95.37, "quote_bid_qty1": 100, "quote_ask_qty1": 1400, "quote_ts": "2026-06-10T09:32:03" } ], "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": 60.0, "max_shadow_total_position_pct": 35.0, "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": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "盘中确认时间窗未满足，保持中性总仓", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 60.0, "effective_shadow_total_position_pct": 35.0, "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": 0.4062, "active_up_ratio": 0.0, "active_above_vwap": 2, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": false, "market_gate_reason": "wait_until_09:45,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough" } }, "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": 32, "active_plan_contracts": 2, "watch_candidate_contracts": 30, "watch_only_contracts": 0, "actionable": 5, "filled_orders": 1, "filled_watch_orders": 1, "filled_shadow_orders": 0, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0 } }