{ "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": true, "reason": "intraday_market_repair_confirmed", "enabled": true, "pool_up_ratio": 0.5625, "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": -1.4689, "last": 34.21, "prev_close": 34.72, "vwap": 34.1447 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": 0.2545, "last": 787.73, "prev_close": 785.73, "vwap": 782.314 } ] }, "quote_source": "public_http_sina:34/34", "quote_stale_lock": false, "generated_at": "2026-06-10T09:56:04", "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": "2026-06-10T09:56:04", "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": 34.1447, "price_vs_vwap_pct": 0.1912, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3172, "prev_amount_yi": 0.334, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9497, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 34.29, "high": 34.29, "low": 34.24, "close": 34.24, "amount_yi": 0.1562 }, { "time": "09:55", "open": 34.31, "high": 34.31, "low": 34.31, "close": 34.31, "amount_yi": 0.109 }, { "time": "09:56", "open": 34.21, "high": 34.21, "low": 34.21, "close": 34.21, "amount_yi": 0.052 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 119104.44, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 34.21, "ts": "2026-06-10T09:56:01", "bid1": 34.21, "ask1": 34.25, "bid_qty1": 23200, "ask_qty1": 800 }, "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": "2026-06-10T09:56:04", "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": 782.314, "price_vs_vwap_pct": 0.6923, "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": 787.73, "ts": "2026-06-10T09:56:00", "bid1": 787.39, "ask1": 787.73, "bid_qty1": 100, "ask_qty1": 700 }, "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": "2026-06-10T09:56:04", "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": 14.9194, "price_vs_vwap_pct": 0.4732, "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": 0.1647, "prev_amount_yi": 0.2479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6644, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 14.92, "high": 14.92, "low": 14.92, "close": 14.92, "amount_yi": 0.022 }, { "time": "09:53", "open": 14.93, "high": 14.93, "low": 14.93, "close": 14.93, "amount_yi": 0.0471 }, { "time": "09:54", "open": 14.94, "high": 14.94, "low": 14.93, "close": 14.93, "amount_yi": 0.0415 }, { "time": "09:55", "open": 14.92, "high": 14.95, "low": 14.92, "close": 14.95, "amount_yi": 0.0321 }, { "time": "09:56", "open": 14.99, "high": 14.99, "low": 14.99, "close": 14.99, "amount_yi": 0.022 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 14.99, "ts": "2026-06-10T09:56:00", "bid1": 14.98, "ask1": 14.99, "bid_qty1": 7100, "ask_qty1": 19425 }, "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": "2026-06-10T09:56:04", "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": 95.7782, "price_vs_vwap_pct": 2.4137, "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": 98.09, "ts": "2026-06-10T09:56:00", "bid1": 98.0, "ask1": 98.1, "bid_qty1": 5200, "ask_qty1": 900 }, "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": "2026-06-10T09:56:04", "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": 95.3028, "price_vs_vwap_pct": 0.6371, "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": 0.1227, "prev_amount_yi": 0.081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5148, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 96.11, "high": 96.11, "low": 96.11, "close": 96.11, "amount_yi": 0.0155 }, { "time": "09:53", "open": 96.15, "high": 96.49, "low": 96.15, "close": 96.49, "amount_yi": 0.0369 }, { "time": "09:54", "open": 96.16, "high": 96.16, "low": 96.13, "close": 96.13, "amount_yi": 0.0358 }, { "time": "09:55", "open": 96.01, "high": 96.01, "low": 96.01, "close": 96.01, "amount_yi": 0.0186 }, { "time": "09:56", "open": 95.91, "high": 95.91, "low": 95.91, "close": 95.91, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 95.91, "ts": "2026-06-10T09:56:01", "bid1": 95.78, "ask1": 96.0, "bid_qty1": 200, "ask_qty1": 100 }, "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": "2026-06-10T09:56:04", "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": 54.4617, "price_vs_vwap_pct": -0.2051, "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": 0.2927, "prev_amount_yi": 0.37, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7911, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 54.07, "high": 54.07, "low": 54.07, "close": 54.07, "amount_yi": 0.0325 }, { "time": "09:53", "open": 54.04, "high": 54.39, "low": 54.04, "close": 54.39, "amount_yi": 0.0763 }, { "time": "09:54", "open": 54.37, "high": 54.37, "low": 54.27, "close": 54.27, "amount_yi": 0.1058 }, { "time": "09:55", "open": 54.13, "high": 54.3, "low": 54.13, "close": 54.3, "amount_yi": 0.0545 }, { "time": "09:56", "open": 54.35, "high": 54.35, "low": 54.35, "close": 54.35, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 54.35, "ts": "2026-06-10T09:56:00", "bid1": 54.35, "ask1": 54.36, "bid_qty1": 300, "ask_qty1": 3200 }, "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": "2026-06-10T09:56:04", "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": 24.5004, "price_vs_vwap_pct": 1.1412, "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": 0.1072, "prev_amount_yi": 0.135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7941, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 24.69, "high": 24.69, "low": 24.69, "close": 24.69, "amount_yi": 0.0078 }, { "time": "09:53", "open": 24.67, "high": 24.76, "low": 24.67, "close": 24.76, "amount_yi": 0.0269 }, { "time": "09:54", "open": 24.8, "high": 24.8, "low": 24.78, "close": 24.78, "amount_yi": 0.0447 }, { "time": "09:55", "open": 24.82, "high": 24.82, "low": 24.75, "close": 24.75, "amount_yi": 0.0187 }, { "time": "09:56", "open": 24.78, "high": 24.78, "low": 24.78, "close": 24.78, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.78, "ts": "2026-06-10T09:56:03", "bid1": 24.75, "ask1": 24.78, "bid_qty1": 1724, "ask_qty1": 300 }, "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": "OBSERVE", "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": "2026-06-10T09:56:04", "sim_reason": "minute_energy_ratio_too_low", "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": 185.0677, "price_vs_vwap_pct": 1.0063, "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": 0.3797, "prev_amount_yi": 0.64, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5933, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 186.5, "high": 186.5, "low": 186.5, "close": 186.5, "amount_yi": 0.0298 }, { "time": "09:53", "open": 186.29, "high": 186.86, "low": 186.29, "close": 186.86, "amount_yi": 0.0821 }, { "time": "09:54", "open": 187.1, "high": 187.1, "low": 186.93, "close": 186.93, "amount_yi": 0.1232 }, { "time": "09:55", "open": 187.13, "high": 187.13, "low": 186.93, "close": 186.93, "amount_yi": 0.1119 }, { "time": "09:56", "open": 186.93, "high": 186.93, "low": 186.93, "close": 186.93, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 186.93, "ts": "2026-06-10T09:56:03", "bid1": 186.93, "ask1": 187.07, "bid_qty1": 300, "ask_qty1": 200 }, "previous_state": "ACTIONABLE", "next_state": "OBSERVE", "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": "2026-06-10T09:56:04", "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": 177.5795, "price_vs_vwap_pct": 1.6728, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.375, "prev_amount_yi": 1.8925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8402, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 180.38, "high": 180.38, "low": 180.38, "close": 180.38, "amount_yi": 1.9068 }, { "time": "09:53", "open": 181.01, "high": 182.57, "low": 181.01, "close": 182.57, "amount_yi": 1.1231 }, { "time": "09:54", "open": 182.09, "high": 182.87, "low": 182.09, "close": 182.87, "amount_yi": 1.2898 }, { "time": "09:55", "open": 182.28, "high": 182.28, "low": 180.86, "close": 180.86, "amount_yi": 0.8429 }, { "time": "09:56", "open": 180.55, "high": 180.55, "low": 180.55, "close": 180.55, "amount_yi": 0.2124 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 180.55, "ts": "2026-06-10T09:56:00", "bid1": 180.45, "ask1": 180.53, "bid_qty1": 11000, "ask_qty1": 200 }, "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": "2026-06-10T09:56:04", "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": 56.0257, "price_vs_vwap_pct": -0.4207, "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": 0.2281, "prev_amount_yi": 0.3472, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.657, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 55.83, "high": 55.83, "low": 55.83, "close": 55.83, "amount_yi": 0.0588 }, { "time": "09:53", "open": 55.92, "high": 55.97, "low": 55.92, "close": 55.97, "amount_yi": 0.0306 }, { "time": "09:54", "open": 55.96, "high": 55.96, "low": 55.76, "close": 55.76, "amount_yi": 0.0753 }, { "time": "09:55", "open": 55.78, "high": 55.89, "low": 55.78, "close": 55.89, "amount_yi": 0.0307 }, { "time": "09:56", "open": 55.79, "high": 55.79, "low": 55.79, "close": 55.79, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 55.79, "ts": "2026-06-10T09:56:02", "bid1": 55.78, "ask1": 55.79, "bid_qty1": 3913, "ask_qty1": 1700 }, "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": "2026-06-10T09:56:04", "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": 141.6617, "price_vs_vwap_pct": 0.5565, "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": 0.1633, "prev_amount_yi": 0.3025, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5398, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 142.15, "high": 142.15, "low": 142.15, "close": 142.15, "amount_yi": 0.0195 }, { "time": "09:53", "open": 142.27, "high": 142.94, "low": 142.27, "close": 142.94, "amount_yi": 0.028 }, { "time": "09:54", "open": 142.72, "high": 142.72, "low": 142.63, "close": 142.63, "amount_yi": 0.0371 }, { "time": "09:55", "open": 142.81, "high": 142.81, "low": 142.76, "close": 142.76, "amount_yi": 0.0569 }, { "time": "09:56", "open": 142.45, "high": 142.45, "low": 142.45, "close": 142.45, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 142.45, "ts": "2026-06-10T09:56:03", "bid1": 142.25, "ask1": 142.34, "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": "2026-06-10T09:56:04", "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": 32.4025, "price_vs_vwap_pct": -0.1312, "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": 0.1122, "prev_amount_yi": 0.1923, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5835, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 32.39, "high": 32.39, "low": 32.39, "close": 32.39, "amount_yi": 0.011 }, { "time": "09:53", "open": 32.38, "high": 32.52, "low": 32.38, "close": 32.52, "amount_yi": 0.0309 }, { "time": "09:54", "open": 32.45, "high": 32.45, "low": 32.43, "close": 32.43, "amount_yi": 0.0339 }, { "time": "09:55", "open": 32.44, "high": 32.44, "low": 32.41, "close": 32.41, "amount_yi": 0.0215 }, { "time": "09:56", "open": 32.36, "high": 32.36, "low": 32.36, "close": 32.36, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 32.36, "ts": "2026-06-10T09:56:00", "bid1": 32.36, "ask1": 32.38, "bid_qty1": 100, "ask_qty1": 2100 }, "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": "NEAR_TRIGGER", "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": "2026-06-10T09:56:04", "sim_reason": "near_trigger", "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": 21.7374, "price_vs_vwap_pct": 0.242, "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": 0.1696, "prev_amount_yi": 0.3337, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5082, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 21.87, "high": 21.87, "low": 21.87, "close": 21.87, "amount_yi": 0.0194 }, { "time": "09:53", "open": 21.88, "high": 21.91, "low": 21.88, "close": 21.91, "amount_yi": 0.0422 }, { "time": "09:54", "open": 21.91, "high": 21.91, "low": 21.86, "close": 21.86, "amount_yi": 0.0402 }, { "time": "09:55", "open": 21.81, "high": 21.81, "low": 21.81, "close": 21.81, "amount_yi": 0.0413 }, { "time": "09:56", "open": 21.79, "high": 21.79, "low": 21.79, "close": 21.79, "amount_yi": 0.0265 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.79, "ts": "2026-06-10T09:56:00", "bid1": 21.78, "ask1": 21.79, "bid_qty1": 4500, "ask_qty1": 200 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-10T09:56:04", "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": 628.2662, "price_vs_vwap_pct": 1.3886, "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": 4.1659, "prev_amount_yi": 4.957, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8404, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 635.85, "high": 635.85, "low": 635.85, "close": 635.85, "amount_yi": 0.1788 }, { "time": "09:53", "open": 637.2, "high": 640.0, "low": 637.2, "close": 640.0, "amount_yi": 0.94 }, { "time": "09:54", "open": 640.0, "high": 640.4, "low": 640.0, "close": 640.4, "amount_yi": 1.3609 }, { "time": "09:55", "open": 640.0, "high": 640.0, "low": 637.27, "close": 637.27, "amount_yi": 0.9809 }, { "time": "09:56", "open": 636.99, "high": 636.99, "low": 636.99, "close": 636.99, "amount_yi": 0.7053 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 609.608, "quote": { "last": 636.99, "ts": "2026-06-10T09:56:03", "bid1": 636.0, "ask1": 636.99, "bid_qty1": 700, "ask_qty1": 200 }, "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": "2026-06-10T09:56:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1200, "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": 36.8718, "price_vs_vwap_pct": 4.904, "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": 0.3466, "prev_amount_yi": 0.2983, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1619, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 37.75, "high": 37.75, "low": 37.75, "close": 37.75, "amount_yi": 0.0223 }, { "time": "09:53", "open": 37.72, "high": 37.81, "low": 37.72, "close": 37.81, "amount_yi": 0.0517 }, { "time": "09:54", "open": 37.83, "high": 37.94, "low": 37.83, "close": 37.94, "amount_yi": 0.0307 }, { "time": "09:55", "open": 38.28, "high": 38.56, "low": 38.28, "close": 38.56, "amount_yi": 0.1211 }, { "time": "09:56", "open": 38.68, "high": 38.68, "low": 38.68, "close": 38.68, "amount_yi": 0.1208 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.66, "quote": { "last": 38.68, "ts": "2026-06-10T09:56:03", "bid1": 38.67, "ask1": 38.68, "bid_qty1": 900, "ask_qty1": 1800 }, "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": "2026-06-10T09:56:04", "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": 21.9668, "price_vs_vwap_pct": 1.6989, "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": 0.0908, "prev_amount_yi": 0.1903, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4771, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 0.009 }, { "time": "09:53", "open": 22.29, "high": 22.29, "low": 22.27, "close": 22.27, "amount_yi": 0.0185 }, { "time": "09:54", "open": 22.22, "high": 22.3, "low": 22.22, "close": 22.3, "amount_yi": 0.0369 }, { "time": "09:55", "open": 22.32, "high": 22.32, "low": 22.31, "close": 22.31, "amount_yi": 0.0178 }, { "time": "09:56", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 22.34, "ts": "2026-06-10T09:56:00", "bid1": 22.32, "ask1": 22.34, "bid_qty1": 1200, "ask_qty1": 900 }, "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": "2026-06-10T09:56:04", "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": 56.8812, "price_vs_vwap_pct": -1.3206, "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": 1.5355, "prev_amount_yi": 2.6097, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5884, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 56.39, "high": 56.39, "low": 56.39, "close": 56.39, "amount_yi": 0.141 }, { "time": "09:53", "open": 56.24, "high": 56.4, "low": 56.24, "close": 56.4, "amount_yi": 0.4047 }, { "time": "09:54", "open": 56.54, "high": 56.54, "low": 56.51, "close": 56.51, "amount_yi": 0.3992 }, { "time": "09:55", "open": 56.46, "high": 56.46, "low": 56.4, "close": 56.4, "amount_yi": 0.3381 }, { "time": "09:56", "open": 56.13, "high": 56.13, "low": 56.13, "close": 56.13, "amount_yi": 0.2525 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 56.13, "ts": "2026-06-10T09:56:01", "bid1": 56.11, "ask1": 56.13, "bid_qty1": 40200, "ask_qty1": 1600 }, "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": "2026-06-10T09:56:04", "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": 42.0056, "price_vs_vwap_pct": -0.9656, "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": 0.0638, "prev_amount_yi": 0.138, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4623, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 41.68, "high": 41.68, "low": 41.68, "close": 41.68, "amount_yi": 0.0053 }, { "time": "09:53", "open": 41.57, "high": 41.71, "low": 41.57, "close": 41.71, "amount_yi": 0.0316 }, { "time": "09:54", "open": 41.78, "high": 41.78, "low": 41.52, "close": 41.52, "amount_yi": 0.0196 }, { "time": "09:55", "open": 41.54, "high": 41.6, "low": 41.54, "close": 41.6, "amount_yi": 0.0049 }, { "time": "09:56", "open": 41.6, "high": 41.6, "low": 41.6, "close": 41.6, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 41.6, "ts": "2026-06-10T09:56:00", "bid1": 41.57, "ask1": 41.59, "bid_qty1": 700, "ask_qty1": 2200 }, "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": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 121.42, "exec_low": 121.42, "exec_high": 123.24, "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": "2026-06-10T09:56:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "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": null, "intraday_vwap": 123.9147, "price_vs_vwap_pct": 0.7225, "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": 1.3527, "prev_amount_yi": 1.805, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7494, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 124.0, "high": 124.0, "low": 124.0, "close": 124.0, "amount_yi": 0.1589 }, { "time": "09:53", "open": 124.4, "high": 124.79, "low": 124.4, "close": 124.79, "amount_yi": 0.2162 }, { "time": "09:54", "open": 124.67, "high": 124.67, "low": 124.57, "close": 124.57, "amount_yi": 0.4744 }, { "time": "09:55", "open": 124.48, "high": 124.78, "low": 124.48, "close": 124.78, "amount_yi": 0.3515 }, { "time": "09:56", "open": 124.81, "high": 124.81, "low": 124.81, "close": 124.81, "amount_yi": 0.1517 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 124.81, "ts": "2026-06-10T09:56:00", "bid1": 124.81, "ask1": 124.96, "bid_qty1": 500, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:56:04", "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": 28.6745, "price_vs_vwap_pct": 1.4839, "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": 1.0407, "prev_amount_yi": 1.0521, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9892, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 28.78, "high": 28.78, "low": 28.78, "close": 28.78, "amount_yi": 0.0999 }, { "time": "09:53", "open": 28.78, "high": 29.13, "low": 28.78, "close": 29.13, "amount_yi": 0.3338 }, { "time": "09:54", "open": 29.15, "high": 29.15, "low": 29.02, "close": 29.02, "amount_yi": 0.2733 }, { "time": "09:55", "open": 29.05, "high": 29.23, "low": 29.05, "close": 29.23, "amount_yi": 0.2349 }, { "time": "09:56", "open": 29.1, "high": 29.1, "low": 29.1, "close": 29.1, "amount_yi": 0.0988 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 29.1, "ts": "2026-06-10T09:56:03", "bid1": 29.1, "ask1": 29.12, "bid_qty1": 300, "ask_qty1": 200 }, "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": "2026-06-10T09:56:04", "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": 53.9521, "price_vs_vwap_pct": -1.0048, "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": 1.7366, "prev_amount_yi": 3.2092, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5411, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 53.42, "high": 53.42, "low": 53.42, "close": 53.42, "amount_yi": 0.2571 }, { "time": "09:53", "open": 53.39, "high": 53.73, "low": 53.39, "close": 53.73, "amount_yi": 0.5765 }, { "time": "09:54", "open": 53.79, "high": 53.79, "low": 53.66, "close": 53.66, "amount_yi": 0.3172 }, { "time": "09:55", "open": 53.77, "high": 53.77, "low": 53.6, "close": 53.6, "amount_yi": 0.3496 }, { "time": "09:56", "open": 53.41, "high": 53.41, "low": 53.41, "close": 53.41, "amount_yi": 0.2362 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 53.41, "ts": "2026-06-10T09:56:01", "bid1": 53.4, "ask1": 53.41, "bid_qty1": 8100, "ask_qty1": 111500 }, "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": "2026-06-10T09:56:04", "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": 58.2454, "price_vs_vwap_pct": -0.593, "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": 0.0842, "prev_amount_yi": 0.1276, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6599, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 57.98, "high": 57.98, "low": 57.98, "close": 57.98, "amount_yi": 0.0154 }, { "time": "09:53", "open": 57.92, "high": 57.98, "low": 57.92, "close": 57.98, "amount_yi": 0.0171 }, { "time": "09:54", "open": 57.7, "high": 57.7, "low": 57.63, "close": 57.63, "amount_yi": 0.0296 }, { "time": "09:55", "open": 57.58, "high": 57.71, "low": 57.58, "close": 57.71, "amount_yi": 0.0154 }, { "time": "09:56", "open": 57.9, "high": 57.9, "low": 57.9, "close": 57.9, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 57.9, "ts": "2026-06-10T09:56:00", "bid1": 57.9, "ask1": 57.97, "bid_qty1": 4700, "ask_qty1": 200 }, "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": "2026-06-10T09:56:04", "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": 297.0623, "price_vs_vwap_pct": 0.9889, "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": 3.2598, "prev_amount_yi": 7.6241, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4276, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 303.92, "high": 303.92, "low": 303.92, "close": 303.92, "amount_yi": 0.4546 }, { "time": "09:53", "open": 304.09, "high": 304.41, "low": 304.09, "close": 304.41, "amount_yi": 0.9576 }, { "time": "09:54", "open": 302.58, "high": 302.58, "low": 302.5, "close": 302.5, "amount_yi": 0.7858 }, { "time": "09:55", "open": 302.36, "high": 302.36, "low": 300.01, "close": 300.01, "amount_yi": 0.573 }, { "time": "09:56", "open": 300.0, "high": 300.0, "low": 300.0, "close": 300.0, "amount_yi": 0.4888 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 300.0, "ts": "2026-06-10T09:56:02", "bid1": 300.01, "ask1": 300.07, "bid_qty1": 1000, "ask_qty1": 200 }, "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": "TOUCHED", "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": "2026-06-10T09:56:04", "sim_reason": "trigger_touched_but_above_exec_high", "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": 467.7354, "price_vs_vwap_pct": 2.1261, "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": 0.4534, "prev_amount_yi": 0.5278, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.859, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 475.76, "high": 475.76, "low": 475.76, "close": 475.76, "amount_yi": 0.0435 }, { "time": "09:53", "open": 479.0, "high": 479.5, "low": 479.0, "close": 479.5, "amount_yi": 0.122 }, { "time": "09:54", "open": 479.99, "high": 479.99, "low": 479.8, "close": 479.8, "amount_yi": 0.1422 }, { "time": "09:55", "open": 479.79, "high": 479.79, "low": 477.6, "close": 477.6, "amount_yi": 0.1182 }, { "time": "09:56", "open": 477.68, "high": 477.68, "low": 477.68, "close": 477.68, "amount_yi": 0.0275 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 431.824, "quote": { "last": 477.68, "ts": "2026-06-10T09:56:03", "bid1": 475.52, "ask1": 477.68, "bid_qty1": 200, "ask_qty1": 526 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T09:56:04", "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": 23.3051, "price_vs_vwap_pct": -0.923, "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": 0.6997, "prev_amount_yi": 1.1279, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6204, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 23.18, "high": 23.18, "low": 23.18, "close": 23.18, "amount_yi": 0.0643 }, { "time": "09:53", "open": 23.13, "high": 23.28, "low": 23.13, "close": 23.28, "amount_yi": 0.2093 }, { "time": "09:54", "open": 23.2, "high": 23.2, "low": 23.08, "close": 23.08, "amount_yi": 0.2071 }, { "time": "09:55", "open": 23.02, "high": 23.07, "low": 23.02, "close": 23.07, "amount_yi": 0.1522 }, { "time": "09:56", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0668 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 23.09, "ts": "2026-06-10T09:56:00", "bid1": 23.09, "ask1": 23.1, "bid_qty1": 3900, "ask_qty1": 1400 }, "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": "2026-06-10T09:56:04", "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": 8.1816, "price_vs_vwap_pct": 0.836, "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": 0.4552, "prev_amount_yi": 0.9268, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4912, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 8.28, "high": 8.28, "low": 8.28, "close": 8.28, "amount_yi": 0.0606 }, { "time": "09:53", "open": 8.32, "high": 8.32, "low": 8.32, "close": 8.32, "amount_yi": 0.1774 }, { "time": "09:54", "open": 8.3, "high": 8.3, "low": 8.29, "close": 8.29, "amount_yi": 0.081 }, { "time": "09:55", "open": 8.26, "high": 8.26, "low": 8.26, "close": 8.26, "amount_yi": 0.0989 }, { "time": "09:56", "open": 8.25, "high": 8.25, "low": 8.25, "close": 8.25, "amount_yi": 0.0373 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.25, "ts": "2026-06-10T09:56:00", "bid1": 8.25, "ask1": 8.26, "bid_qty1": 800, "ask_qty1": 43983 }, "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": "2026-06-10T09:56:04", "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": 51.6697, "price_vs_vwap_pct": -1.3155, "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": 0.2424, "prev_amount_yi": 0.1859, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3039, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 51.15, "high": 51.15, "low": 51.15, "close": 51.15, "amount_yi": 0.0458 }, { "time": "09:53", "open": 51.12, "high": 51.32, "low": 51.12, "close": 51.32, "amount_yi": 0.0605 }, { "time": "09:54", "open": 51.37, "high": 51.37, "low": 51.3, "close": 51.3, "amount_yi": 0.0358 }, { "time": "09:55", "open": 51.2, "high": 51.2, "low": 51.1, "close": 51.1, "amount_yi": 0.0436 }, { "time": "09:56", "open": 50.99, "high": 50.99, "low": 50.99, "close": 50.99, "amount_yi": 0.0567 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 50.99, "ts": "2026-06-10T09:56:02", "bid1": 50.99, "ask1": 51.0, "bid_qty1": 543, "ask_qty1": 6762 }, "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": "2026-06-10T09:56:04", "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": 12.9504, "price_vs_vwap_pct": -1.2386, "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": 0.2486, "prev_amount_yi": 0.2432, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0222, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 12.86, "high": 12.86, "low": 12.86, "close": 12.86, "amount_yi": 0.0132 }, { "time": "09:53", "open": 12.87, "high": 12.88, "low": 12.87, "close": 12.88, "amount_yi": 0.0613 }, { "time": "09:54", "open": 12.89, "high": 12.89, "low": 12.85, "close": 12.85, "amount_yi": 0.0426 }, { "time": "09:55", "open": 12.84, "high": 12.84, "low": 12.8, "close": 12.8, "amount_yi": 0.0794 }, { "time": "09:56", "open": 12.79, "high": 12.79, "low": 12.79, "close": 12.79, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 12.79, "ts": "2026-06-10T09:56:03", "bid1": 12.77, "ask1": 12.79, "bid_qty1": 3300, "ask_qty1": 31000 }, "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": "2026-06-10T09:56:04", "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": 55.4707, "price_vs_vwap_pct": 3.0274, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8653, "prev_amount_yi": 0.9912, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.873, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 56.86, "high": 56.86, "low": 56.86, "close": 56.86, "amount_yi": 0.1233 }, { "time": "09:53", "open": 56.95, "high": 57.16, "low": 56.95, "close": 57.16, "amount_yi": 0.2916 }, { "time": "09:54", "open": 57.24, "high": 57.24, "low": 57.15, "close": 57.15, "amount_yi": 0.2439 }, { "time": "09:55", "open": 57.17, "high": 57.17, "low": 57.17, "close": 57.17, "amount_yi": 0.1382 }, { "time": "09:56", "open": 57.15, "high": 57.15, "low": 57.15, "close": 57.15, "amount_yi": 0.0683 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 57.15, "ts": "2026-06-10T09:56:03", "bid1": 57.11, "ask1": 57.13, "bid_qty1": 7100, "ask_qty1": 500 }, "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": "2026-06-10T09:56:04", "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": 66.4581, "price_vs_vwap_pct": 2.922, "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": 0.6698, "prev_amount_yi": 1.1907, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5625, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 68.22, "high": 68.22, "low": 68.22, "close": 68.22, "amount_yi": 0.1232 }, { "time": "09:53", "open": 68.85, "high": 69.02, "low": 68.85, "close": 69.02, "amount_yi": 0.1255 }, { "time": "09:54", "open": 69.66, "high": 69.66, "low": 69.3, "close": 69.3, "amount_yi": 0.1786 }, { "time": "09:55", "open": 68.82, "high": 69.0, "low": 68.82, "close": 69.0, "amount_yi": 0.1749 }, { "time": "09:56", "open": 68.4, "high": 68.4, "low": 68.4, "close": 68.4, "amount_yi": 0.0676 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 68.4, "ts": "2026-06-10T09:56:00", "bid1": 68.35, "ask1": 68.4, "bid_qty1": 200, "ask_qty1": 500 }, "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": "2026-06-10T09:56:04", "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": 56.9328, "price_vs_vwap_pct": 2.015, "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": 0.4949, "prev_amount_yi": 4.7348, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.1045, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.1336 }, { "time": "09:53", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.1321 }, { "time": "09:54", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.1658 }, { "time": "09:55", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0307 }, { "time": "09:56", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.966, "quote": { "last": 58.08, "ts": "2026-06-10T09:56:02", "bid1": 58.08, "ask1": 0.0, "bid_qty1": 8022405, "ask_qty1": 0 }, "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": "2026-06-10T09:56:04", "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": 56.3106, "price_vs_vwap_pct": 1.615, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9212, "prev_amount_yi": 1.9164, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4807, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:52", "open": 57.75, "high": 57.75, "low": 57.75, "close": 57.75, "amount_yi": 0.1547 }, { "time": "09:53", "open": 57.49, "high": 57.87, "low": 57.49, "close": 57.87, "amount_yi": 0.2164 }, { "time": "09:54", "open": 57.74, "high": 57.74, "low": 57.11, "close": 57.11, "amount_yi": 0.2852 }, { "time": "09:55", "open": 57.23, "high": 57.38, "low": 57.23, "close": 57.38, "amount_yi": 0.1639 }, { "time": "09:56", "open": 57.22, "high": 57.22, "low": 57.22, "close": 57.22, "amount_yi": 0.101 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49626.85, "current_position_value": 0.0, "cash_before_order": 774418.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 57.22, "ts": "2026-06-10T09:56:02", "bid1": 57.21, "ask1": 57.23, "bid_qty1": 800, "ask_qty1": 500 }, "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": 217714.0, "total_value": 992132.0, "unrealized_pnl": 2434.0000000000005, "total_pnl": -7868.0, "total_pnl_pct": -0.7867999999999986 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 787.73, "market_value": 78773.0, "unrealized_pnl": -726.9999999999982, "unrealized_pnl_pct": -0.9144654088050319, "updated_at": "2026-06-10T09:56:04", "position_pct_of_total": 7.939770111235199 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 98.09, "market_value": 49045.0, "unrealized_pnl": 1359.9999999999995, "unrealized_pnl_pct": 2.8520499108734443, "updated_at": "2026-06-10T09:56:04", "position_pct_of_total": 4.943394628940504 }, { "symbol": "SZSE.002138", "name": "顺络电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 60.28, "last_price": 60.37, "market_value": 48296.0, "unrealized_pnl": 71.99999999999704, "unrealized_pnl_pct": 0.14930325149302703, "updated_at": "2026-06-10T09:56:04", "position_pct_of_total": 4.8679006422532485 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 416.0, "market_value": 41600.0, "unrealized_pnl": 1729.000000000002, "unrealized_pnl_pct": 4.336485164656012, "updated_at": "2026-06-10T09:56:04", "position_pct_of_total": 4.192990448851564 } ], "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": null, "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": 75.0, "max_shadow_total_position_pct": 45.0, "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": "WARM", "dynamic_total_cap_reason": "盘中市场修复确认，总仓从中性档上调", "dynamic_total_cap": { "enabled": true, "regime": "WARM", "reason": "盘中市场修复确认，总仓从中性档上调", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 75.0, "effective_shadow_total_position_pct": 45.0, "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": 0.5625, "active_up_ratio": 0.5, "active_above_vwap": 2, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": true, "market_gate_reason": "intraday_market_repair_confirmed" } }, "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": 0, "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 } }