{ "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": "signal_pool_breadth_not_repaired", "enabled": true, "pool_up_ratio": 0.5312, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.5, "active_up_ratio_min": 0.5, "active_positive": 1, "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": 34.0954 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": 1.3147, "last": 796.06, "prev_close": 785.73, "vwap": 779.7588 } ] }, "quote_source": "public_http_sina:34/34", "quote_stale_lock": false, "generated_at": "2026-06-10T09:46:54", "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": "2026-06-10T09:46:54", "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": 34.0954, "price_vs_vwap_pct": 0.4534, "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": 0.4785, "prev_amount_yi": 0.4476, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.069, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 34.2, "high": 34.24, "low": 34.2, "close": 34.24, "amount_yi": 0.1192 }, { "time": "09:45", "open": 34.24, "high": 34.24, "low": 34.23, "close": 34.23, "amount_yi": 0.1562 }, { "time": "09:46", "open": 34.17, "high": 34.25, "low": 34.17, "close": 34.25, "amount_yi": 0.2031 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 119028.36, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 34.25, "ts": "2026-06-10T09:46:52", "bid1": 34.24, "ask1": 34.25, "bid_qty1": 4900, "ask_qty1": 900 }, "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": "FILLED", "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": "2026-06-10T09:46:54", "sim_reason": "already_filled_position_tracking", "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": 779.7588, "price_vs_vwap_pct": 2.0905, "energy_floor_hint_yi": 1.0, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "ma5": 763.384, "quote": { "last": 796.06, "ts": "2026-06-10T09:46:51", "bid1": 796.06, "ask1": 796.34, "bid_qty1": 1400, "ask_qty1": 800 }, "previous_state": "FILLED", "next_state": "FILLED", "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": "2026-06-10T09:46:54", "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": 14.925, "price_vs_vwap_pct": -0.3685, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3473, "prev_amount_yi": 0.3965, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8759, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 14.92, "high": 14.93, "low": 14.92, "close": 14.93, "amount_yi": 0.0707 }, { "time": "09:43", "open": 14.9, "high": 14.9, "low": 14.88, "close": 14.88, "amount_yi": 0.0642 }, { "time": "09:44", "open": 14.83, "high": 14.84, "low": 14.83, "close": 14.84, "amount_yi": 0.0991 }, { "time": "09:45", "open": 14.88, "high": 14.89, "low": 14.88, "close": 14.89, "amount_yi": 0.0574 }, { "time": "09:46", "open": 14.9, "high": 14.9, "low": 14.87, "close": 14.87, "amount_yi": 0.0559 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 14.87, "ts": "2026-06-10T09:46:51", "bid1": 14.86, "ask1": 14.88, "bid_qty1": 22595, "ask_qty1": 10200 }, "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": "FILLED", "template_key": "VWAP_RECLAIM", "trigger_price": 93.13, "exec_low": 94.35, "exec_high": 94.53, "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": "2026-06-10T09:46:54", "sim_reason": "already_filled_position_tracking", "qty": 100, "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": null, "intraday_vwap": 95.1007, "price_vs_vwap_pct": 0.483, "energy_floor_hint_yi": null, "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": 92.672, "quote": { "last": 95.56, "ts": "2026-06-10T09:46:51", "bid1": 95.49, "ask1": 95.56, "bid_qty1": 200, "ask_qty1": 3000 }, "previous_state": "FILLED", "next_state": "FILLED", "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": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 92.83, "exec_low": 94.32, "exec_high": 94.22, "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 95.148, "price_vs_vwap_pct": -0.0294, "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": 0.1688, "prev_amount_yi": 0.247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6834, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 96.13, "high": 96.13, "low": 95.97, "close": 95.97, "amount_yi": 0.0565 }, { "time": "09:43", "open": 96.06, "high": 96.06, "low": 95.84, "close": 95.84, "amount_yi": 0.0238 }, { "time": "09:44", "open": 95.37, "high": 95.48, "low": 95.37, "close": 95.48, "amount_yi": 0.0224 }, { "time": "09:45", "open": 95.67, "high": 95.84, "low": 95.67, "close": 95.84, "amount_yi": 0.0276 }, { "time": "09:46", "open": 95.04, "high": 95.12, "low": 95.04, "close": 95.12, "amount_yi": 0.0385 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 95.12, "ts": "2026-06-10T09:46:52", "bid1": 95.12, "ask1": 95.53, "bid_qty1": 300, "ask_qty1": 1592 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 900, "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": 54.5537, "price_vs_vwap_pct": -1.8398, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4619, "prev_amount_yi": 0.8053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5736, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 53.97, "high": 53.97, "low": 53.89, "close": 53.89, "amount_yi": 0.0683 }, { "time": "09:43", "open": 53.52, "high": 53.52, "low": 53.5, "close": 53.5, "amount_yi": 0.0978 }, { "time": "09:44", "open": 53.19, "high": 53.19, "low": 53.12, "close": 53.12, "amount_yi": 0.0985 }, { "time": "09:45", "open": 53.3, "high": 53.32, "low": 53.3, "close": 53.32, "amount_yi": 0.0719 }, { "time": "09:46", "open": 53.32, "high": 53.55, "low": 53.32, "close": 53.55, "amount_yi": 0.1254 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 53.55, "ts": "2026-06-10T09:46:51", "bid1": 53.54, "ask1": 53.55, "bid_qty1": 1400, "ask_qty1": 31600 }, "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": "2026-06-10T09:46:54", "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": 24.4054, "price_vs_vwap_pct": 0.7154, "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": 0.1403, "prev_amount_yi": 0.1332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0533, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 24.47, "high": 24.49, "low": 24.47, "close": 24.49, "amount_yi": 0.0242 }, { "time": "09:43", "open": 24.51, "high": 24.51, "low": 24.48, "close": 24.48, "amount_yi": 0.0311 }, { "time": "09:44", "open": 24.45, "high": 24.58, "low": 24.45, "close": 24.58, "amount_yi": 0.0196 }, { "time": "09:45", "open": 24.62, "high": 24.64, "low": 24.62, "close": 24.64, "amount_yi": 0.033 }, { "time": "09:46", "open": 24.62, "high": 24.62, "low": 24.58, "close": 24.58, "amount_yi": 0.0324 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.58, "ts": "2026-06-10T09:46:51", "bid1": 24.56, "ask1": 24.58, "bid_qty1": 400, "ask_qty1": 7164 }, "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": "2026-06-10T09:46:54", "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": 184.4749, "price_vs_vwap_pct": 1.9326, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9687, "prev_amount_yi": 1.0523, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9206, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 184.0, "high": 184.5, "low": 184.0, "close": 184.5, "amount_yi": 0.1663 }, { "time": "09:43", "open": 185.0, "high": 185.03, "low": 185.0, "close": 185.03, "amount_yi": 0.2761 }, { "time": "09:44", "open": 184.89, "high": 186.27, "low": 184.89, "close": 186.27, "amount_yi": 0.1407 }, { "time": "09:45", "open": 186.28, "high": 186.79, "low": 186.28, "close": 186.79, "amount_yi": 0.1702 }, { "time": "09:46", "open": 187.48, "high": 188.04, "low": 187.48, "close": 188.04, "amount_yi": 0.2154 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 188.04, "ts": "2026-06-10T09:46:51", "bid1": 188.04, "ask1": 188.22, "bid_qty1": 1100, "ask_qty1": 1200 }, "previous_state": "ACTIONABLE", "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": "2026-06-10T09:46:54", "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": 176.3549, "price_vs_vwap_pct": 1.2164, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.7805, "prev_amount_yi": 3.6625, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0322, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:42", "open": 178.45, "high": 179.18, "low": 178.45, "close": 179.18, "amount_yi": 1.6078 }, { "time": "09:43", "open": 179.43, "high": 179.43, "low": 179.29, "close": 179.29, "amount_yi": 0.5691 }, { "time": "09:44", "open": 179.0, "high": 179.0, "low": 178.55, "close": 178.55, "amount_yi": 0.4556 }, { "time": "09:45", "open": 178.42, "high": 178.66, "low": 178.42, "close": 178.66, "amount_yi": 0.704 }, { "time": "09:46", "open": 178.88, "high": 178.88, "low": 178.5, "close": 178.5, "amount_yi": 0.444 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 178.5, "ts": "2026-06-10T09:46:51", "bid1": 178.5, "ask1": 178.51, "bid_qty1": 700, "ask_qty1": 500 }, "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": "2026-06-10T09:46:54", "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": 56.0565, "price_vs_vwap_pct": 0.4344, "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": 0.301, "prev_amount_yi": 0.3707, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.812, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 56.6, "high": 56.64, "low": 56.6, "close": 56.64, "amount_yi": 0.1003 }, { "time": "09:43", "open": 56.66, "high": 56.66, "low": 56.51, "close": 56.51, "amount_yi": 0.0434 }, { "time": "09:44", "open": 56.42, "high": 56.43, "low": 56.42, "close": 56.43, "amount_yi": 0.0607 }, { "time": "09:45", "open": 56.47, "high": 56.47, "low": 56.43, "close": 56.43, "amount_yi": 0.0463 }, { "time": "09:46", "open": 56.34, "high": 56.34, "low": 56.3, "close": 56.3, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 56.3, "ts": "2026-06-10T09:46:53", "bid1": 56.3, "ask1": 56.35, "bid_qty1": 165, "ask_qty1": 518 }, "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": "OBSERVE", "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": "2026-06-10T09:46:54", "sim_reason": "waiting_trigger", "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": 141.432, "price_vs_vwap_pct": 0.7551, "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": 0.3169, "prev_amount_yi": 0.4712, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6725, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 141.97, "high": 142.02, "low": 141.97, "close": 142.02, "amount_yi": 0.0746 }, { "time": "09:43", "open": 141.73, "high": 142.3, "low": 141.73, "close": 142.3, "amount_yi": 0.0514 }, { "time": "09:44", "open": 141.8, "high": 142.28, "low": 141.8, "close": 142.28, "amount_yi": 0.081 }, { "time": "09:45", "open": 142.2, "high": 142.26, "low": 142.2, "close": 142.26, "amount_yi": 0.0673 }, { "time": "09:46", "open": 142.52, "high": 142.52, "low": 142.5, "close": 142.5, "amount_yi": 0.0426 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 142.5, "ts": "2026-06-10T09:46:51", "bid1": 142.5, "ask1": 142.54, "bid_qty1": 100, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-10T09:46:54", "sim_reason": "invalid_price_broken", "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": 32.3974, "price_vs_vwap_pct": -0.1463, "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": 0.2543, "prev_amount_yi": 0.378, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6728, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 32.34, "high": 32.38, "low": 32.34, "close": 32.38, "amount_yi": 0.0958 }, { "time": "09:43", "open": 32.37, "high": 32.37, "low": 32.36, "close": 32.36, "amount_yi": 0.0553 }, { "time": "09:44", "open": 32.38, "high": 32.42, "low": 32.38, "close": 32.42, "amount_yi": 0.0388 }, { "time": "09:45", "open": 32.4, "high": 32.4, "low": 32.38, "close": 32.38, "amount_yi": 0.0326 }, { "time": "09:46", "open": 32.36, "high": 32.36, "low": 32.35, "close": 32.35, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 32.35, "ts": "2026-06-10T09:46:51", "bid1": 32.35, "ask1": 32.37, "bid_qty1": 5600, "ask_qty1": 68300 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-10T09:46:54", "sim_reason": "minute_energy_amount_too_low", "qty": 2200, "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": 21.7007, "price_vs_vwap_pct": 1.1488, "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": 0.3957, "prev_amount_yi": 0.8865, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4464, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 21.82, "high": 21.82, "low": 21.76, "close": 21.76, "amount_yi": 0.0667 }, { "time": "09:43", "open": 21.71, "high": 21.74, "low": 21.71, "close": 21.74, "amount_yi": 0.0471 }, { "time": "09:44", "open": 21.77, "high": 21.84, "low": 21.77, "close": 21.84, "amount_yi": 0.1042 }, { "time": "09:45", "open": 21.93, "high": 21.94, "low": 21.93, "close": 21.94, "amount_yi": 0.0883 }, { "time": "09:46", "open": 21.95, "high": 21.95, "low": 21.95, "close": 21.95, "amount_yi": 0.0894 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.95, "ts": "2026-06-10T09:46:51", "bid1": 21.95, "ask1": 21.96, "bid_qty1": 1900, "ask_qty1": 14000 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "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": 622.4586, "price_vs_vwap_pct": 1.2533, "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": 4.8159, "prev_amount_yi": 2.4232, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.9874, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 626.35, "high": 628.41, "low": 626.35, "close": 628.41, "amount_yi": 1.1308 }, { "time": "09:43", "open": 627.81, "high": 627.81, "low": 626.64, "close": 626.64, "amount_yi": 1.0843 }, { "time": "09:44", "open": 626.29, "high": 629.21, "low": 626.29, "close": 629.21, "amount_yi": 0.4775 }, { "time": "09:45", "open": 628.88, "high": 632.32, "low": 628.88, "close": 632.32, "amount_yi": 1.3033 }, { "time": "09:46", "open": 631.11, "high": 631.11, "low": 630.26, "close": 630.26, "amount_yi": 0.82 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 609.608, "quote": { "last": 630.26, "ts": "2026-06-10T09:46:51", "bid1": 630.0, "ask1": 630.36, "bid_qty1": 100, "ask_qty1": 500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "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": 36.6665, "price_vs_vwap_pct": 3.5823, "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": 0.7801, "prev_amount_yi": 0.9421, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.828, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 38.0, "high": 38.28, "low": 38.0, "close": 38.28, "amount_yi": 0.1462 }, { "time": "09:43", "open": 38.0, "high": 38.0, "low": 37.84, "close": 37.84, "amount_yi": 0.1535 }, { "time": "09:44", "open": 37.87, "high": 37.87, "low": 37.72, "close": 37.72, "amount_yi": 0.178 }, { "time": "09:45", "open": 37.74, "high": 37.74, "low": 37.71, "close": 37.71, "amount_yi": 0.1563 }, { "time": "09:46", "open": 37.65, "high": 37.98, "low": 37.65, "close": 37.98, "amount_yi": 0.1461 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.66, "quote": { "last": 37.98, "ts": "2026-06-10T09:46:54", "bid1": 37.9, "ask1": 37.98, "bid_qty1": 11400, "ask_qty1": 500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2200, "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": 21.8913, "price_vs_vwap_pct": 1.6842, "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": 0.4432, "prev_amount_yi": 0.4366, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0151, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 22.14, "high": 22.28, "low": 22.14, "close": 22.28, "amount_yi": 0.0878 }, { "time": "09:43", "open": 22.45, "high": 22.45, "low": 22.44, "close": 22.44, "amount_yi": 0.1205 }, { "time": "09:44", "open": 22.42, "high": 22.44, "low": 22.42, "close": 22.44, "amount_yi": 0.086 }, { "time": "09:45", "open": 22.36, "high": 22.49, "low": 22.36, "close": 22.49, "amount_yi": 0.0833 }, { "time": "09:46", "open": 22.38, "high": 22.38, "low": 22.26, "close": 22.26, "amount_yi": 0.0656 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 22.26, "ts": "2026-06-10T09:46:51", "bid1": 22.26, "ask1": 22.28, "bid_qty1": 11000, "ask_qty1": 4100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:46:54", "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": 56.9533, "price_vs_vwap_pct": -0.9715, "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": 4.364, "prev_amount_yi": 7.3918, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5904, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 56.2, "high": 56.2, "low": 56.07, "close": 56.07, "amount_yi": 1.0271 }, { "time": "09:43", "open": 55.88, "high": 55.9, "low": 55.88, "close": 55.9, "amount_yi": 1.2812 }, { "time": "09:44", "open": 55.99, "high": 56.28, "low": 55.99, "close": 56.28, "amount_yi": 0.6213 }, { "time": "09:45", "open": 56.0, "high": 56.38, "low": 56.0, "close": 56.38, "amount_yi": 0.8671 }, { "time": "09:46", "open": 56.3, "high": 56.4, "low": 56.3, "close": 56.4, "amount_yi": 0.5673 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 56.4, "ts": "2026-06-10T09:46:52", "bid1": 56.37, "ask1": 56.4, "bid_qty1": 500, "ask_qty1": 9300 }, "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": "2026-06-10T09:46:54", "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": 42.0989, "price_vs_vwap_pct": -1.2326, "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": 0.1473, "prev_amount_yi": 0.2112, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6974, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 41.69, "high": 41.69, "low": 41.64, "close": 41.64, "amount_yi": 0.0332 }, { "time": "09:43", "open": 41.58, "high": 41.67, "low": 41.58, "close": 41.67, "amount_yi": 0.0288 }, { "time": "09:44", "open": 41.56, "high": 41.56, "low": 41.54, "close": 41.54, "amount_yi": 0.0342 }, { "time": "09:45", "open": 41.53, "high": 41.53, "low": 41.52, "close": 41.52, "amount_yi": 0.0299 }, { "time": "09:46", "open": 41.6, "high": 41.6, "low": 41.58, "close": 41.58, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 41.58, "ts": "2026-06-10T09:46:51", "bid1": 41.54, "ask1": 41.58, "bid_qty1": 2800, "ask_qty1": 1300 }, "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": 123.84, "exec_high": 124.39, "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": "2026-06-10T09:46:54", "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": 124.39, "intraday_vwap": 123.8364, "price_vs_vwap_pct": 0.011, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.2874, "prev_amount_yi": 5.0101, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6562, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 125.08, "high": 125.08, "low": 125.0, "close": 125.0, "amount_yi": 1.0707 }, { "time": "09:43", "open": 124.31, "high": 124.52, "low": 124.31, "close": 124.52, "amount_yi": 0.5797 }, { "time": "09:44", "open": 124.4, "high": 125.0, "low": 124.4, "close": 125.0, "amount_yi": 0.5404 }, { "time": "09:45", "open": 124.89, "high": 124.89, "low": 124.45, "close": 124.45, "amount_yi": 0.6576 }, { "time": "09:46", "open": 124.08, "high": 124.08, "low": 123.85, "close": 123.85, "amount_yi": 0.439 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 123.85, "ts": "2026-06-10T09:46:51", "bid1": 123.83, "ask1": 123.85, "bid_qty1": 800, "ask_qty1": 700 }, "previous_state": "ACTIONABLE", "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": "2026-06-10T09:46:54", "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": 28.6242, "price_vs_vwap_pct": 0.4046, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2795, "prev_amount_yi": 1.8023, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7099, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 28.88, "high": 28.98, "low": 28.88, "close": 28.98, "amount_yi": 0.3292 }, { "time": "09:43", "open": 28.78, "high": 28.78, "low": 28.72, "close": 28.72, "amount_yi": 0.2463 }, { "time": "09:44", "open": 28.62, "high": 28.65, "low": 28.62, "close": 28.65, "amount_yi": 0.2631 }, { "time": "09:45", "open": 28.64, "high": 28.76, "low": 28.64, "close": 28.76, "amount_yi": 0.2428 }, { "time": "09:46", "open": 28.8, "high": 28.8, "low": 28.74, "close": 28.74, "amount_yi": 0.1981 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 28.74, "ts": "2026-06-10T09:46:54", "bid1": 28.7, "ask1": 28.74, "bid_qty1": 17000, "ask_qty1": 100 }, "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": "CANCELLED", "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": "2026-06-10T09:46:54", "sim_reason": "invalid_price_broken", "qty": 900, "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": 53.9892, "price_vs_vwap_pct": -0.7765, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.5428, "prev_amount_yi": 7.7877, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4549, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 53.46, "high": 53.46, "low": 53.41, "close": 53.41, "amount_yi": 0.7988 }, { "time": "09:43", "open": 53.31, "high": 53.39, "low": 53.31, "close": 53.39, "amount_yi": 0.5209 }, { "time": "09:44", "open": 53.34, "high": 53.4, "low": 53.34, "close": 53.4, "amount_yi": 0.746 }, { "time": "09:45", "open": 53.39, "high": 53.6, "low": 53.39, "close": 53.6, "amount_yi": 0.6676 }, { "time": "09:46", "open": 53.57, "high": 53.57, "low": 53.57, "close": 53.57, "amount_yi": 0.8095 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 53.57, "ts": "2026-06-10T09:46:52", "bid1": 53.55, "ask1": 53.58, "bid_qty1": 6100, "ask_qty1": 15800 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-10T09:46:54", "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": 58.2875, "price_vs_vwap_pct": -1.4197, "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": 0.3297, "prev_amount_yi": 0.9605, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3433, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 57.25, "high": 57.28, "low": 57.25, "close": 57.28, "amount_yi": 0.0554 }, { "time": "09:43", "open": 57.27, "high": 57.5, "low": 57.27, "close": 57.5, "amount_yi": 0.0673 }, { "time": "09:44", "open": 57.45, "high": 57.6, "low": 57.45, "close": 57.6, "amount_yi": 0.0536 }, { "time": "09:45", "open": 57.15, "high": 57.28, "low": 57.15, "close": 57.28, "amount_yi": 0.107 }, { "time": "09:46", "open": 57.3, "high": 57.46, "low": 57.3, "close": 57.46, "amount_yi": 0.0464 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 57.46, "ts": "2026-06-10T09:46:51", "bid1": 57.39, "ask1": 57.4, "bid_qty1": 700, "ask_qty1": 4000 }, "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "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": 294.4304, "price_vs_vwap_pct": 2.0751, "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": 8.9089, "prev_amount_yi": 9.0208, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9876, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 299.3, "high": 300.6, "low": 299.3, "close": 300.6, "amount_yi": 2.3195 }, { "time": "09:43", "open": 300.0, "high": 300.0, "low": 299.12, "close": 299.12, "amount_yi": 1.692 }, { "time": "09:44", "open": 299.12, "high": 302.2, "low": 299.12, "close": 302.2, "amount_yi": 1.5372 }, { "time": "09:45", "open": 302.03, "high": 302.8, "low": 302.03, "close": 302.8, "amount_yi": 2.03 }, { "time": "09:46", "open": 302.35, "high": 302.35, "low": 300.54, "close": 300.54, "amount_yi": 1.3302 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 300.54, "ts": "2026-06-10T09:46:53", "bid1": 300.34, "ask1": 300.72, "bid_qty1": 200, "ask_qty1": 2216 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "minute_energy_ratio_too_low", "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": 465.2463, "price_vs_vwap_pct": 1.6881, "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": 0.7081, "prev_amount_yi": 1.1553, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6129, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 474.0, "high": 474.07, "low": 474.0, "close": 474.07, "amount_yi": 0.162 }, { "time": "09:43", "open": 476.0, "high": 476.0, "low": 475.88, "close": 475.88, "amount_yi": 0.1481 }, { "time": "09:44", "open": 472.8, "high": 473.98, "low": 472.8, "close": 473.98, "amount_yi": 0.119 }, { "time": "09:45", "open": 472.4, "high": 475.97, "low": 472.4, "close": 475.97, "amount_yi": 0.1701 }, { "time": "09:46", "open": 475.76, "high": 475.76, "low": 473.1, "close": 473.1, "amount_yi": 0.1089 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 431.824, "quote": { "last": 473.1, "ts": "2026-06-10T09:46:54", "bid1": 473.1, "ask1": 474.01, "bid_qty1": 555, "ask_qty1": 675 }, "previous_state": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "waiting_trigger", "qty": 2100, "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": 23.3248, "price_vs_vwap_pct": -0.7923, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4713, "prev_amount_yi": 2.0726, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7099, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 23.0, "high": 23.04, "low": 23.0, "close": 23.04, "amount_yi": 0.221 }, { "time": "09:43", "open": 23.0, "high": 23.03, "low": 23.0, "close": 23.03, "amount_yi": 0.2455 }, { "time": "09:44", "open": 22.93, "high": 22.95, "low": 22.93, "close": 22.95, "amount_yi": 0.2626 }, { "time": "09:45", "open": 22.98, "high": 23.0, "low": 22.98, "close": 23.0, "amount_yi": 0.3858 }, { "time": "09:46", "open": 23.16, "high": 23.16, "low": 23.14, "close": 23.14, "amount_yi": 0.3564 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 23.14, "ts": "2026-06-10T09:46:51", "bid1": 23.14, "ask1": 23.16, "bid_qty1": 23500, "ask_qty1": 38500 }, "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": "2026-06-10T09:46:54", "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": 8.1625, "price_vs_vwap_pct": 0.2144, "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": 0.684, "prev_amount_yi": 1.579, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4332, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 8.18, "high": 8.22, "low": 8.18, "close": 8.22, "amount_yi": 0.1588 }, { "time": "09:43", "open": 8.2, "high": 8.2, "low": 8.19, "close": 8.19, "amount_yi": 0.149 }, { "time": "09:44", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.1382 }, { "time": "09:45", "open": 8.19, "high": 8.21, "low": 8.19, "close": 8.21, "amount_yi": 0.1256 }, { "time": "09:46", "open": 8.2, "high": 8.2, "low": 8.18, "close": 8.18, "amount_yi": 0.1124 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.18, "ts": "2026-06-10T09:46:51", "bid1": 8.18, "ask1": 8.19, "bid_qty1": 89500, "ask_qty1": 43500 }, "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": "2026-06-10T09:46:54", "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": 51.773, "price_vs_vwap_pct": -0.6432, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2801, "prev_amount_yi": 0.3946, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7098, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 51.54, "high": 51.54, "low": 51.52, "close": 51.52, "amount_yi": 0.0471 }, { "time": "09:43", "open": 51.4, "high": 51.4, "low": 51.36, "close": 51.36, "amount_yi": 0.0555 }, { "time": "09:44", "open": 51.22, "high": 51.24, "low": 51.22, "close": 51.24, "amount_yi": 0.0486 }, { "time": "09:45", "open": 51.46, "high": 51.5, "low": 51.46, "close": 51.5, "amount_yi": 0.0864 }, { "time": "09:46", "open": 51.5, "high": 51.5, "low": 51.44, "close": 51.44, "amount_yi": 0.0425 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 51.44, "ts": "2026-06-10T09:46:53", "bid1": 51.36, "ask1": 51.44, "bid_qty1": 1626, "ask_qty1": 345 }, "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": "2026-06-10T09:46:54", "sim_reason": "waiting_trigger", "qty": 3800, "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": 12.9715, "price_vs_vwap_pct": -0.6283, "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": 0.335, "prev_amount_yi": 0.3946, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.849, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 12.95, "high": 12.95, "low": 12.95, "close": 12.95, "amount_yi": 0.0561 }, { "time": "09:43", "open": 12.9, "high": 12.9, "low": 12.87, "close": 12.87, "amount_yi": 0.0688 }, { "time": "09:44", "open": 12.94, "high": 12.94, "low": 12.93, "close": 12.93, "amount_yi": 0.1023 }, { "time": "09:45", "open": 12.91, "high": 12.93, "low": 12.91, "close": 12.93, "amount_yi": 0.0614 }, { "time": "09:46", "open": 12.91, "high": 12.91, "low": 12.89, "close": 12.89, "amount_yi": 0.0464 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 12.89, "ts": "2026-06-10T09:46:51", "bid1": 12.88, "ask1": 12.89, "bid_qty1": 43500, "ask_qty1": 1900 }, "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "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": 55.2071, "price_vs_vwap_pct": 2.2151, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.426, "prev_amount_yi": 2.1047, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6775, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 56.0, "high": 56.0, "low": 55.91, "close": 55.91, "amount_yi": 0.2648 }, { "time": "09:43", "open": 55.8, "high": 55.8, "low": 55.45, "close": 55.45, "amount_yi": 0.2695 }, { "time": "09:44", "open": 56.21, "high": 56.21, "low": 56.18, "close": 56.18, "amount_yi": 0.4109 }, { "time": "09:45", "open": 55.83, "high": 56.02, "low": 55.83, "close": 56.02, "amount_yi": 0.1988 }, { "time": "09:46", "open": 56.58, "high": 56.58, "low": 56.43, "close": 56.43, "amount_yi": 0.282 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 56.43, "ts": "2026-06-10T09:46:53", "bid1": 56.34, "ask1": 56.43, "bid_qty1": 600, "ask_qty1": 200 }, "previous_state": "TOUCHED", "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "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": 65.9847, "price_vs_vwap_pct": 2.8723, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8359, "prev_amount_yi": 1.588, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1561, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 67.74, "high": 67.74, "low": 67.23, "close": 67.23, "amount_yi": 0.7099 }, { "time": "09:43", "open": 67.23, "high": 67.23, "low": 67.0, "close": 67.0, "amount_yi": 0.3035 }, { "time": "09:44", "open": 67.77, "high": 67.8, "low": 67.77, "close": 67.8, "amount_yi": 0.409 }, { "time": "09:45", "open": 67.47, "high": 67.66, "low": 67.47, "close": 67.66, "amount_yi": 0.2253 }, { "time": "09:46", "open": 67.81, "high": 67.88, "low": 67.81, "close": 67.88, "amount_yi": 0.1882 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 67.88, "ts": "2026-06-10T09:46:51", "bid1": 67.78, "ask1": 67.88, "bid_qty1": 1000, "ask_qty1": 19300 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:46:54", "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": 56.7398, "price_vs_vwap_pct": 1.1107, "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": 6.0825, "prev_amount_yi": 4.4968, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3526, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0856 }, { "time": "09:43", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.1267 }, { "time": "09:44", "open": 57.55, "high": 57.55, "low": 57.41, "close": 57.41, "amount_yi": 3.6647 }, { "time": "09:45", "open": 57.5, "high": 57.67, "low": 57.5, "close": 57.67, "amount_yi": 1.1844 }, { "time": "09:46", "open": 57.46, "high": 57.46, "low": 57.37, "close": 57.37, "amount_yi": 1.0211 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.966, "quote": { "last": 57.37, "ts": "2026-06-10T09:46:53", "bid1": 57.36, "ask1": 57.37, "bid_qty1": 5300, "ask_qty1": 14300 }, "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": "TOUCHED", "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": "2026-06-10T09:46:54", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "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": 55.9641, "price_vs_vwap_pct": 2.4049, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9683, "prev_amount_yi": 2.986, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6592, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:42", "open": 55.32, "high": 55.66, "low": 55.32, "close": 55.66, "amount_yi": 0.4147 }, { "time": "09:43", "open": 55.95, "high": 56.3, "low": 55.95, "close": 56.3, "amount_yi": 0.3699 }, { "time": "09:44", "open": 56.5, "high": 56.55, "low": 56.5, "close": 56.55, "amount_yi": 0.399 }, { "time": "09:45", "open": 56.56, "high": 56.8, "low": 56.56, "close": 56.8, "amount_yi": 0.3073 }, { "time": "09:46", "open": 57.25, "high": 57.31, "low": 57.25, "close": 57.31, "amount_yi": 0.4774 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49595.15, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 57.31, "ts": "2026-06-10T09:46:53", "bid1": 57.31, "ask1": 57.5, "bid_qty1": 2000, "ask_qty1": 23100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 774418.0, "market_value": 217665.0, "total_value": 992083.0, "unrealized_pnl": 2384.9999999999964, "total_pnl": -7917.0, "total_pnl_pct": -0.7916999999999952 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 796.06, "market_value": 79606.0, "unrealized_pnl": 105.99999999999454, "unrealized_pnl_pct": 0.13333333333331865, "updated_at": "2026-06-10T09:46:54", "position_pct_of_total": 8.024127013566405 }, { "symbol": "SZSE.002138", "name": "顺络电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 60.28, "last_price": 60.6, "market_value": 48480.0, "unrealized_pnl": 256.0000000000002, "unrealized_pnl_pct": 0.5308560053085554, "updated_at": "2026-06-10T09:46:54", "position_pct_of_total": 4.886687908168974 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 95.56, "market_value": 47780.0, "unrealized_pnl": 94.99999999999886, "unrealized_pnl_pct": 0.19922407465660097, "updated_at": "2026-06-10T09:46:54", "position_pct_of_total": 4.81612929563353 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 417.99, "market_value": 41799.0, "unrealized_pnl": 1928.000000000003, "unrealized_pnl_pct": 4.835594793208098, "updated_at": "2026-06-10T09:46:54", "position_pct_of_total": 4.213256350527123 } ], "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": null, "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": null, "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": 124.39, "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 }, { "amount": 79500.0, "base_exec_high": 818.85, "cash_before_order": 853918.0, "chase_ceiling": 942.88, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY", "exec_high": 818.85, "exec_low": 795.0, "intraday_vwap": 776.1923, "invalid_price": 763.384, "ma5": 763.384, "max_chase_pct": 3.0, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.3, "amount_yi": 11.9155, "bar_count": 3, "bars": [ { "amount_yi": 3.1436, "close": 792.68, "high": 792.68, "low": 791.0, "open": 791.0, "time": "09:41" }, { "amount_yi": 4.4143, "close": 793.8, "high": 793.8, "low": 792.89, "open": 792.89, "time": "09:42" }, { "amount_yi": 4.3576, "close": 795.28, "high": 795.28, "low": 791.45, "open": 791.45, "time": "09:43" } ], "energy_ratio": 1.8187, "min_samples": 2, "passed": true, "prev_amount_yi": 6.5515, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 3 }, "name": "新易盛", "paper_scope": "active", "participation_rate": null, "plan_date": "20260609", "plan_id": "20260609:SZSE.300502:BREAK_PREV_HIGH", "price": 795.0, "price_vs_vwap_pct": 2.4591, "qty": 100, "quote_ask1": 795.0, "quote_ask_qty1": 100, "quote_bid1": 794.07, "quote_bid_qty1": 400, "quote_last": 795.28, "quote_ts": "2026-06-10T09:43:48", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.300502", "target_amount": 118909.2, "target_position_pct": 12.0, "template_key": "BREAK_PREV_HIGH", "theme": "科技风格", "trade_date": "20260610", "trigger_price": 795.0, "ts": "2026-06-10T09:43:50", "id": 38 } ], "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": 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": "市场未达到强修复，也未明显转弱，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "市场未达到强修复，也未明显转弱，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": 0.5312, "active_up_ratio": 0.5, "active_above_vwap": 2, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": false, "market_gate_reason": "signal_pool_breadth_not_repaired" } }, "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": 2, "filled_orders": 2, "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 } }