{ "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,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.4688, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 2, "sample_total": 32, "active_samples": [ { "symbol": "SHSE.600460", "name": "士兰微", "paper_scope": "active", "ret_pct": -3.9459, "last": 33.35, "prev_close": 34.72, "vwap": 33.8193 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": -1.3312, "last": 775.27, "prev_close": 785.73, "vwap": 780.475 } ] }, "quote_source": "public_http_sina:33/33", "quote_stale_lock": false, "generated_at": "2026-06-10T13:21:53", "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": "CANCELLED", "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 3500, "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": 33.8193, "price_vs_vwap_pct": -1.3877, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1139, "prev_amount_yi": 0.1989, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5726, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:19", "open": 33.45, "high": 33.45, "low": 33.44, "close": 33.44, "amount_yi": 0.0276 }, { "time": "13:20", "open": 33.5, "high": 33.5, "low": 33.4, "close": 33.4, "amount_yi": 0.0559 }, { "time": "13:21", "open": 33.36, "high": 33.36, "low": 33.35, "close": 33.35, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 118564.68, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 33.35, "ts": "2026-06-10T13:21:52", "bid1": 33.34, "ask1": 33.35, "bid_qty1": 900, "ask_qty1": 17800 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-10T13:21:53", "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": 780.475, "price_vs_vwap_pct": -0.6669, "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": 775.27, "ts": "2026-06-10T13:21:51", "bid1": 775.0, "ask1": 775.34, "bid_qty1": 1000, "ask_qty1": 400 }, "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": "TOUCHED", "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2000, "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": 14.9757, "price_vs_vwap_pct": 0.7632, "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": 0.1608, "prev_amount_yi": 0.1741, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9236, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 15.1, "high": 15.1, "low": 15.09, "close": 15.09, "amount_yi": 0.0333 }, { "time": "13:18", "open": 15.09, "high": 15.09, "low": 15.07, "close": 15.07, "amount_yi": 0.0198 }, { "time": "13:19", "open": 15.09, "high": 15.09, "low": 15.09, "close": 15.09, "amount_yi": 0.036 }, { "time": "13:20", "open": 15.11, "high": 15.11, "low": 15.09, "close": 15.09, "amount_yi": 0.0383 }, { "time": "13:21", "open": 15.08, "high": 15.09, "low": 15.08, "close": 15.09, "amount_yi": 0.0334 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 15.09, "ts": "2026-06-10T13:21:51", "bid1": 15.09, "ask1": 15.1, "bid_qty1": 5600, "ask_qty1": 5100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "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": "2026-06-10T13:21:53", "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": 96.565, "price_vs_vwap_pct": 0.3055, "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": 96.86, "ts": "2026-06-10T13:21:51", "bid1": 96.86, "ask1": 96.87, "bid_qty1": 19750, "ask_qty1": 1200 }, "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "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": 95.4615, "price_vs_vwap_pct": -0.5987, "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": 0.0538, "prev_amount_yi": 0.0545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9872, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 95.18, "high": 95.18, "low": 95.17, "close": 95.17, "amount_yi": 0.0023 }, { "time": "13:18", "open": 95.1, "high": 95.1, "low": 95.1, "close": 95.1, "amount_yi": 0.0067 }, { "time": "13:19", "open": 95.19, "high": 95.19, "low": 95.1, "close": 95.1, "amount_yi": 0.0049 }, { "time": "13:20", "open": 95.12, "high": 95.12, "low": 95.01, "close": 95.01, "amount_yi": 0.0134 }, { "time": "13:21", "open": 95.03, "high": 95.03, "low": 94.89, "close": 94.89, "amount_yi": 0.0265 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 94.89, "ts": "2026-06-10T13:21:52", "bid1": 94.89, "ask1": 95.0, "bid_qty1": 275, "ask_qty1": 204 }, "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": "2026-06-10T13:21:53", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 500, "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": 54.8963, "price_vs_vwap_pct": 0.4257, "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": 0.2369, "prev_amount_yi": 0.244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9709, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 55.12, "high": 55.16, "low": 55.12, "close": 55.16, "amount_yi": 0.0309 }, { "time": "13:18", "open": 55.04, "high": 55.04, "low": 55.0, "close": 55.0, "amount_yi": 0.0433 }, { "time": "13:19", "open": 54.93, "high": 55.0, "low": 54.93, "close": 55.0, "amount_yi": 0.044 }, { "time": "13:20", "open": 55.21, "high": 55.21, "low": 54.96, "close": 54.96, "amount_yi": 0.0551 }, { "time": "13:21", "open": 55.0, "high": 55.13, "low": 55.0, "close": 55.13, "amount_yi": 0.0636 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 55.13, "ts": "2026-06-10T13:21:51", "bid1": 55.1, "ask1": 55.17, "bid_qty1": 1400, "ask_qty1": 100 }, "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": "2026-06-10T13:21:53", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 1200, "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": 24.4085, "price_vs_vwap_pct": -0.2806, "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": 0.0243, "prev_amount_yi": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7764, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 24.42, "high": 24.42, "low": 24.42, "close": 24.42, "amount_yi": 0.0061 }, { "time": "13:18", "open": 24.4, "high": 24.4, "low": 24.4, "close": 24.4, "amount_yi": 0.0053 }, { "time": "13:19", "open": 24.39, "high": 24.39, "low": 24.35, "close": 24.35, "amount_yi": 0.0032 }, { "time": "13:20", "open": 24.38, "high": 24.38, "low": 24.33, "close": 24.33, "amount_yi": 0.0077 }, { "time": "13:21", "open": 24.33, "high": 24.34, "low": 24.33, "close": 24.34, "amount_yi": 0.002 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.34, "ts": "2026-06-10T13:21:51", "bid1": 24.34, "ask1": 24.35, "bid_qty1": 494, "ask_qty1": 7100 }, "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": "CANCELLED", "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 100, "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": 183.7073, "price_vs_vwap_pct": -1.9146, "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": 0.1956, "prev_amount_yi": 0.3131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6247, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 180.36, "high": 180.36, "low": 180.3, "close": 180.3, "amount_yi": 0.0306 }, { "time": "13:18", "open": 180.1, "high": 180.1, "low": 179.98, "close": 179.98, "amount_yi": 0.0324 }, { "time": "13:19", "open": 179.99, "high": 180.11, "low": 179.99, "close": 180.11, "amount_yi": 0.0344 }, { "time": "13:20", "open": 180.63, "high": 180.63, "low": 180.14, "close": 180.14, "amount_yi": 0.0566 }, { "time": "13:21", "open": 180.2, "high": 180.2, "low": 180.19, "close": 180.19, "amount_yi": 0.0416 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 180.19, "ts": "2026-06-10T13:21:51", "bid1": 180.18, "ask1": 180.35, "bid_qty1": 300, "ask_qty1": 400 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-10T13:21:53", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "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": 178.1083, "price_vs_vwap_pct": 0.1638, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5229, "prev_amount_yi": 0.7938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6587, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:17", "open": 179.07, "high": 179.07, "low": 178.9, "close": 178.9, "amount_yi": 0.0898 }, { "time": "13:18", "open": 178.84, "high": 178.84, "low": 178.66, "close": 178.66, "amount_yi": 0.1078 }, { "time": "13:19", "open": 178.83, "high": 178.83, "low": 178.83, "close": 178.83, "amount_yi": 0.1038 }, { "time": "13:20", "open": 179.03, "high": 179.03, "low": 178.39, "close": 178.39, "amount_yi": 0.1277 }, { "time": "13:21", "open": 178.38, "high": 178.4, "low": 178.38, "close": 178.4, "amount_yi": 0.0938 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 178.4, "ts": "2026-06-10T13:21:51", "bid1": 178.4, "ask1": 178.41, "bid_qty1": 300, "ask_qty1": 100 }, "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 500, "prev_close": 57.9, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 69.48, "max_chase_pct": 1.5, "base_exec_high": 59.06, "dynamic_exec_high": null, "intraday_vwap": 55.4058, "price_vs_vwap_pct": -2.6095, "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": 0.1051, "prev_amount_yi": 0.1726, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6089, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 54.09, "high": 54.09, "low": 54.09, "close": 54.09, "amount_yi": 0.0159 }, { "time": "13:18", "open": 54.08, "high": 54.08, "low": 54.04, "close": 54.04, "amount_yi": 0.0116 }, { "time": "13:19", "open": 54.02, "high": 54.02, "low": 54.02, "close": 54.02, "amount_yi": 0.0215 }, { "time": "13:20", "open": 54.08, "high": 54.08, "low": 54.01, "close": 54.01, "amount_yi": 0.0191 }, { "time": "13:21", "open": 54.05, "high": 54.05, "low": 53.96, "close": 53.96, "amount_yi": 0.037 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 53.96, "ts": "2026-06-10T13:21:53", "bid1": 53.96, "ask1": 53.97, "bid_qty1": 1200, "ask_qty1": 239 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W8", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 145.58, "exec_low": 145.58, "exec_high": 147.76, "invalid_price": 142.448, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 200, "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": 141.1807, "price_vs_vwap_pct": -0.5105, "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": 0.0955, "prev_amount_yi": 0.136, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7022, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 140.41, "high": 140.68, "low": 140.41, "close": 140.68, "amount_yi": 0.0208 }, { "time": "13:18", "open": 140.51, "high": 140.51, "low": 140.36, "close": 140.36, "amount_yi": 0.0083 }, { "time": "13:19", "open": 140.37, "high": 140.37, "low": 140.35, "close": 140.35, "amount_yi": 0.0121 }, { "time": "13:20", "open": 140.67, "high": 140.67, "low": 140.3, "close": 140.3, "amount_yi": 0.0351 }, { "time": "13:21", "open": 140.2, "high": 140.46, "low": 140.2, "close": 140.46, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 140.46, "ts": "2026-06-10T13:21:51", "bid1": 140.37, "ask1": 140.42, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300623:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300623:BREAK_PREV_HIGH", "symbol": "SZSE.300623", "name": "捷捷微电", "side": "BUY", "priority": "W9", "status": "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 900, "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": 31.9386, "price_vs_vwap_pct": -1.9995, "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": 0.105, "prev_amount_yi": 0.0761, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3798, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 31.4, "high": 31.41, "low": 31.4, "close": 31.41, "amount_yi": 0.0156 }, { "time": "13:18", "open": 31.4, "high": 31.4, "low": 31.37, "close": 31.37, "amount_yi": 0.0126 }, { "time": "13:19", "open": 31.37, "high": 31.37, "low": 31.36, "close": 31.36, "amount_yi": 0.0065 }, { "time": "13:20", "open": 31.4, "high": 31.4, "low": 31.31, "close": 31.31, "amount_yi": 0.0254 }, { "time": "13:21", "open": 31.31, "high": 31.31, "low": 31.3, "close": 31.3, "amount_yi": 0.0449 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 31.3, "ts": "2026-06-10T13:21:51", "bid1": 31.29, "ask1": 31.3, "bid_qty1": 11500, "ask_qty1": 3100 }, "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": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.94, "exec_low": 21.94, "exec_high": 22.27, "invalid_price": 21.442, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 1400, "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": 21.5457, "price_vs_vwap_pct": -1.7901, "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": 0.0537, "prev_amount_yi": 0.0862, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.623, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 21.15, "high": 21.15, "low": 21.15, "close": 21.15, "amount_yi": 0.0076 }, { "time": "13:18", "open": 21.14, "high": 21.14, "low": 21.14, "close": 21.14, "amount_yi": 0.0101 }, { "time": "13:19", "open": 21.15, "high": 21.15, "low": 21.14, "close": 21.14, "amount_yi": 0.0083 }, { "time": "13:20", "open": 21.19, "high": 21.19, "low": 21.16, "close": 21.16, "amount_yi": 0.0186 }, { "time": "13:21", "open": 21.25, "high": 21.25, "low": 21.16, "close": 21.16, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.16, "ts": "2026-06-10T13:21:51", "bid1": 21.16, "ask1": 21.17, "bid_qty1": 2600, "ask_qty1": 1600 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.002371:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.002371:BREAK_PREV_HIGH", "symbol": "SZSE.002371", "name": "北方华创", "side": "BUY", "priority": "W11", "status": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "near_trigger", "qty": 0, "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": 627.3488, "price_vs_vwap_pct": -1.2973, "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": 0.6824, "prev_amount_yi": 0.8114, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.841, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 620.82, "high": 620.82, "low": 620.72, "close": 620.72, "amount_yi": 0.2782 }, { "time": "13:18", "open": 619.42, "high": 619.42, "low": 619.1, "close": 619.1, "amount_yi": 0.0607 }, { "time": "13:19", "open": 619.57, "high": 619.57, "low": 618.75, "close": 618.75, "amount_yi": 0.0718 }, { "time": "13:20", "open": 619.19, "high": 619.19, "low": 617.8, "close": 617.8, "amount_yi": 0.1707 }, { "time": "13:21", "open": 618.0, "high": 619.21, "low": 618.0, "close": 619.21, "amount_yi": 0.101 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 609.608, "quote": { "last": 619.21, "ts": "2026-06-10T13:21:51", "bid1": 618.76, "ask1": 618.77, "bid_qty1": 400, "ask_qty1": 100 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 700, "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": 37.65, "price_vs_vwap_pct": 3.081, "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": 0.0053, "prev_amount_yi": 0.013, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4077, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0002 }, { "time": "13:18", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0007 }, { "time": "13:19", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0017 }, { "time": "13:20", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0015 }, { "time": "13:21", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.66, "quote": { "last": 38.81, "ts": "2026-06-10T13:21:36", "bid1": 38.81, "ask1": 0.0, "bid_qty1": 2865227, "ask_qty1": 0 }, "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1300, "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": 22.1715, "price_vs_vwap_pct": 1.662, "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": 0.0472, "prev_amount_yi": 0.1018, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4637, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 22.6, "high": 22.64, "low": 22.6, "close": 22.64, "amount_yi": 0.0209 }, { "time": "13:18", "open": 22.61, "high": 22.61, "low": 22.59, "close": 22.59, "amount_yi": 0.0048 }, { "time": "13:19", "open": 22.56, "high": 22.56, "low": 22.55, "close": 22.55, "amount_yi": 0.0042 }, { "time": "13:20", "open": 22.56, "high": 22.56, "low": 22.52, "close": 22.52, "amount_yi": 0.0082 }, { "time": "13:21", "open": 22.54, "high": 22.54, "low": 22.54, "close": 22.54, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 22.54, "ts": "2026-06-10T13:21:51", "bid1": 22.5, "ask1": 22.54, "bid_qty1": 8800, "ask_qty1": 4200 }, "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": "CANCELLED", "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 500, "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": 56.2088, "price_vs_vwap_pct": -2.6487, "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": 0.5621, "prev_amount_yi": 1.072, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5243, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 54.68, "high": 54.82, "low": 54.68, "close": 54.82, "amount_yi": 0.0866 }, { "time": "13:18", "open": 54.88, "high": 54.88, "low": 54.87, "close": 54.87, "amount_yi": 0.1546 }, { "time": "13:19", "open": 54.87, "high": 54.88, "low": 54.87, "close": 54.88, "amount_yi": 0.1109 }, { "time": "13:20", "open": 55.06, "high": 55.06, "low": 54.86, "close": 54.86, "amount_yi": 0.1272 }, { "time": "13:21", "open": 54.73, "high": 54.73, "low": 54.72, "close": 54.72, "amount_yi": 0.0828 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 54.72, "ts": "2026-06-10T13:21:52", "bid1": 54.72, "ask1": 54.73, "bid_qty1": 800, "ask_qty1": 5600 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 700, "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": 41.4229, "price_vs_vwap_pct": -2.4453, "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": 0.0329, "prev_amount_yi": 0.0364, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9038, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 40.4, "high": 40.43, "low": 40.4, "close": 40.43, "amount_yi": 0.0089 }, { "time": "13:18", "open": 40.38, "high": 40.38, "low": 40.36, "close": 40.36, "amount_yi": 0.0087 }, { "time": "13:19", "open": 40.43, "high": 40.43, "low": 40.4, "close": 40.4, "amount_yi": 0.0032 }, { "time": "13:20", "open": 40.45, "high": 40.45, "low": 40.45, "close": 40.45, "amount_yi": 0.0042 }, { "time": "13:21", "open": 40.44, "high": 40.44, "low": 40.41, "close": 40.41, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 40.41, "ts": "2026-06-10T13:21:51", "bid1": 40.41, "ask1": 40.42, "bid_qty1": 100, "ask_qty1": 5900 }, "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": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "near_trigger", "qty": 200, "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": 123.2755, "price_vs_vwap_pct": -1.5133, "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": 0.4956, "prev_amount_yi": 0.7153, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6929, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 121.88, "high": 121.88, "low": 121.83, "close": 121.83, "amount_yi": 0.1089 }, { "time": "13:18", "open": 121.5, "high": 121.5, "low": 121.5, "close": 121.5, "amount_yi": 0.1226 }, { "time": "13:19", "open": 121.51, "high": 121.51, "low": 121.51, "close": 121.51, "amount_yi": 0.0798 }, { "time": "13:20", "open": 121.82, "high": 121.82, "low": 121.3, "close": 121.3, "amount_yi": 0.0896 }, { "time": "13:21", "open": 121.42, "high": 121.42, "low": 121.41, "close": 121.41, "amount_yi": 0.0947 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 121.41, "ts": "2026-06-10T13:21:51", "bid1": 121.4, "ask1": 121.41, "bid_qty1": 100, "ask_qty1": 1100 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 1000, "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": 28.9435, "price_vs_vwap_pct": 1.4736, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3865, "prev_amount_yi": 0.2895, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3351, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 29.37, "high": 29.37, "low": 29.36, "close": 29.36, "amount_yi": 0.105 }, { "time": "13:18", "open": 29.33, "high": 29.33, "low": 29.28, "close": 29.28, "amount_yi": 0.0556 }, { "time": "13:19", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.03 }, { "time": "13:20", "open": 29.44, "high": 29.44, "low": 29.37, "close": 29.37, "amount_yi": 0.1486 }, { "time": "13:21", "open": 29.37, "high": 29.37, "low": 29.37, "close": 29.37, "amount_yi": 0.0473 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 29.37, "ts": "2026-06-10T13:21:51", "bid1": 29.35, "ask1": 29.37, "bid_qty1": 4500, "ask_qty1": 54500 }, "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 500, "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": 53.348, "price_vs_vwap_pct": -2.3768, "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": 0.6551, "prev_amount_yi": 0.8684, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7544, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 52.26, "high": 52.28, "low": 52.26, "close": 52.28, "amount_yi": 0.1397 }, { "time": "13:18", "open": 52.2, "high": 52.2, "low": 52.16, "close": 52.16, "amount_yi": 0.1459 }, { "time": "13:19", "open": 52.15, "high": 52.19, "low": 52.15, "close": 52.19, "amount_yi": 0.1119 }, { "time": "13:20", "open": 52.31, "high": 52.31, "low": 52.17, "close": 52.17, "amount_yi": 0.1623 }, { "time": "13:21", "open": 52.17, "high": 52.17, "low": 52.08, "close": 52.08, "amount_yi": 0.0953 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 52.08, "ts": "2026-06-10T13:21:52", "bid1": 52.07, "ask1": 52.08, "bid_qty1": 11000, "ask_qty1": 4000 }, "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "prev_close": 55.43, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 66.52, "max_chase_pct": 1.5, "base_exec_high": 56.62, "dynamic_exec_high": null, "intraday_vwap": 57.754, "price_vs_vwap_pct": -1.6172, "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": 0.0662, "prev_amount_yi": 0.0364, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8187, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 56.7, "high": 56.71, "low": 56.7, "close": 56.71, "amount_yi": 0.0078 }, { "time": "13:18", "open": 56.83, "high": 56.83, "low": 56.81, "close": 56.81, "amount_yi": 0.0196 }, { "time": "13:19", "open": 56.97, "high": 57.07, "low": 56.97, "close": 57.07, "amount_yi": 0.0177 }, { "time": "13:20", "open": 56.97, "high": 56.97, "low": 56.75, "close": 56.75, "amount_yi": 0.0128 }, { "time": "13:21", "open": 56.76, "high": 56.82, "low": 56.76, "close": 56.82, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 56.82, "ts": "2026-06-10T13:21:51", "bid1": 56.77, "ask1": 56.82, "bid_qty1": 100, "ask_qty1": 800 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688012:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688012:BREAK_PREV_HIGH", "symbol": "SHSE.688012", "name": "中微公司", "side": "BUY", "priority": "W20", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 286.0, "exec_low": 286.0, "exec_high": 290.29, "invalid_price": 280.364, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:21:53", "sim_reason": "trigger_touched", "qty": 100, "prev_close": 285.04, "theme": "LED概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 342.05, "max_chase_pct": 1.5, "base_exec_high": 290.29, "dynamic_exec_high": null, "intraday_vwap": 295.5894, "price_vs_vwap_pct": -2.3375, "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": 0.9476, "prev_amount_yi": 0.841, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1268, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 290.0, "high": 290.28, "low": 290.0, "close": 290.28, "amount_yi": 0.2009 }, { "time": "13:18", "open": 289.97, "high": 290.06, "low": 289.97, "close": 290.06, "amount_yi": 0.1902 }, { "time": "13:19", "open": 289.93, "high": 289.93, "low": 289.52, "close": 289.52, "amount_yi": 0.1518 }, { "time": "13:20", "open": 289.68, "high": 289.68, "low": 288.75, "close": 288.75, "amount_yi": 0.2302 }, { "time": "13:21", "open": 288.76, "high": 288.76, "low": 288.68, "close": 288.68, "amount_yi": 0.1745 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 288.68, "ts": "2026-06-10T13:21:50", "bid1": 288.68, "ask1": 289.03, "bid_qty1": 1044, "ask_qty1": 400 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688200:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688200:BREAK_PREV_HIGH", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W21", "status": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "near_trigger", "qty": 0, "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": 467.8223, "price_vs_vwap_pct": -0.4558, "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": 0.2368, "prev_amount_yi": 0.3167, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7477, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 466.23, "high": 466.23, "low": 466.0, "close": 466.0, "amount_yi": 0.0643 }, { "time": "13:18", "open": 466.0, "high": 467.91, "low": 466.0, "close": 467.91, "amount_yi": 0.0321 }, { "time": "13:19", "open": 465.2, "high": 465.2, "low": 464.88, "close": 464.88, "amount_yi": 0.0368 }, { "time": "13:20", "open": 465.99, "high": 465.99, "low": 464.5, "close": 464.5, "amount_yi": 0.0619 }, { "time": "13:21", "open": 464.5, "high": 465.69, "low": 464.5, "close": 465.69, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 431.824, "quote": { "last": 465.69, "ts": "2026-06-10T13:21:51", "bid1": 464.5, "ask1": 465.68, "bid_qty1": 1080, "ask_qty1": 330 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 1300, "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": 22.9302, "price_vs_vwap_pct": -4.4928, "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": 0.8751, "prev_amount_yi": 0.96, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9116, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 22.06, "high": 22.07, "low": 22.06, "close": 22.07, "amount_yi": 0.1105 }, { "time": "13:18", "open": 22.03, "high": 22.03, "low": 22.02, "close": 22.02, "amount_yi": 0.0814 }, { "time": "13:19", "open": 22.05, "high": 22.08, "low": 22.05, "close": 22.08, "amount_yi": 0.0992 }, { "time": "13:20", "open": 22.13, "high": 22.13, "low": 21.99, "close": 21.99, "amount_yi": 0.1527 }, { "time": "13:21", "open": 21.91, "high": 21.91, "low": 21.9, "close": 21.9, "amount_yi": 0.4313 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 21.9, "ts": "2026-06-10T13:21:51", "bid1": 21.9, "ask1": 21.91, "bid_qty1": 8400, "ask_qty1": 22100 }, "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": "2026-06-10T13:21:53", "sim_reason": "invalid_price_broken", "qty": 3700, "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": 8.1797, "price_vs_vwap_pct": -1.0966, "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": 0.2035, "prev_amount_yi": 0.1861, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0935, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 8.14, "high": 8.15, "low": 8.14, "close": 8.15, "amount_yi": 0.032 }, { "time": "13:18", "open": 8.13, "high": 8.13, "low": 8.13, "close": 8.13, "amount_yi": 0.0334 }, { "time": "13:19", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0432 }, { "time": "13:20", "open": 8.12, "high": 8.12, "low": 8.12, "close": 8.12, "amount_yi": 0.0405 }, { "time": "13:21", "open": 8.11, "high": 8.11, "low": 8.09, "close": 8.09, "amount_yi": 0.0544 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.09, "ts": "2026-06-10T13:21:51", "bid1": 8.09, "ask1": 8.1, "bid_qty1": 474800, "ask_qty1": 24900 }, "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 600, "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": 51.0113, "price_vs_vwap_pct": -1.7865, "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": 0.1365, "prev_amount_yi": 0.1253, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0894, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 50.32, "high": 50.34, "low": 50.32, "close": 50.34, "amount_yi": 0.0178 }, { "time": "13:18", "open": 50.24, "high": 50.24, "low": 50.22, "close": 50.22, "amount_yi": 0.0116 }, { "time": "13:19", "open": 50.21, "high": 50.21, "low": 50.05, "close": 50.05, "amount_yi": 0.0585 }, { "time": "13:20", "open": 50.18, "high": 50.18, "low": 50.1, "close": 50.1, "amount_yi": 0.0114 }, { "time": "13:21", "open": 50.09, "high": 50.1, "low": 50.09, "close": 50.1, "amount_yi": 0.0372 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 50.1, "ts": "2026-06-10T13:21:50", "bid1": 50.1, "ask1": 50.2, "bid_qty1": 985, "ask_qty1": 11995 }, "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 2400, "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": 12.8094, "price_vs_vwap_pct": -1.7909, "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": 0.0944, "prev_amount_yi": 0.0813, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1611, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 12.6, "high": 12.61, "low": 12.6, "close": 12.61, "amount_yi": 0.014 }, { "time": "13:18", "open": 12.6, "high": 12.61, "low": 12.6, "close": 12.61, "amount_yi": 0.0285 }, { "time": "13:19", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0124 }, { "time": "13:20", "open": 12.6, "high": 12.6, "low": 12.57, "close": 12.57, "amount_yi": 0.021 }, { "time": "13:21", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 12.58, "ts": "2026-06-10T13:21:51", "bid1": 12.57, "ask1": 12.59, "bid_qty1": 22100, "ask_qty1": 25400 }, "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "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": 56.0354, "price_vs_vwap_pct": -0.6342, "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": 0.4229, "prev_amount_yi": 0.3974, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0642, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 55.92, "high": 55.92, "low": 55.75, "close": 55.75, "amount_yi": 0.0588 }, { "time": "13:18", "open": 55.65, "high": 55.65, "low": 55.64, "close": 55.64, "amount_yi": 0.1602 }, { "time": "13:19", "open": 55.62, "high": 55.62, "low": 55.58, "close": 55.58, "amount_yi": 0.0696 }, { "time": "13:20", "open": 55.62, "high": 55.72, "low": 55.62, "close": 55.72, "amount_yi": 0.0954 }, { "time": "13:21", "open": 55.69, "high": 55.69, "low": 55.68, "close": 55.68, "amount_yi": 0.0389 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 55.68, "ts": "2026-06-10T13:21:51", "bid1": 55.67, "ask1": 55.69, "bid_qty1": 8800, "ask_qty1": 1300 }, "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": "OBSERVE", "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": "2026-06-10T13:21:53", "sim_reason": "waiting_trigger", "qty": 400, "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": 67.0712, "price_vs_vwap_pct": -2.3277, "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": 0.2095, "prev_amount_yi": 0.2583, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8111, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 65.16, "high": 65.16, "low": 64.9, "close": 64.9, "amount_yi": 0.0558 }, { "time": "13:18", "open": 64.9, "high": 65.05, "low": 64.9, "close": 65.05, "amount_yi": 0.0561 }, { "time": "13:19", "open": 65.69, "high": 65.69, "low": 65.29, "close": 65.29, "amount_yi": 0.0619 }, { "time": "13:20", "open": 65.38, "high": 65.38, "low": 65.2, "close": 65.2, "amount_yi": 0.0176 }, { "time": "13:21", "open": 65.29, "high": 65.51, "low": 65.29, "close": 65.51, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 65.51, "ts": "2026-06-10T13:21:51", "bid1": 65.5, "ask1": 65.51, "bid_qty1": 2200, "ask_qty1": 2700 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "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": 57.0791, "price_vs_vwap_pct": 1.7535, "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": 0.0623, "prev_amount_yi": 0.0546, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.141, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0107 }, { "time": "13:18", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0098 }, { "time": "13:19", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0244 }, { "time": "13:20", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0086 }, { "time": "13:21", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.966, "quote": { "last": 58.08, "ts": "2026-06-10T13:21:50", "bid1": 58.08, "ask1": 0.0, "bid_qty1": 5772362, "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": "2026-06-10T13:21:53", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "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": 57.0739, "price_vs_vwap_pct": 1.0094, "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": 0.2777, "prev_amount_yi": 0.3673, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7561, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:17", "open": 57.6, "high": 57.61, "low": 57.6, "close": 57.61, "amount_yi": 0.0434 }, { "time": "13:18", "open": 57.6, "high": 57.6, "low": 57.58, "close": 57.58, "amount_yi": 0.0406 }, { "time": "13:19", "open": 57.55, "high": 57.55, "low": 57.54, "close": 57.54, "amount_yi": 0.0814 }, { "time": "13:20", "open": 57.79, "high": 57.8, "low": 57.79, "close": 57.8, "amount_yi": 0.0646 }, { "time": "13:21", "open": 57.69, "high": 57.69, "low": 57.65, "close": 57.65, "amount_yi": 0.0477 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49401.95, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 57.65, "ts": "2026-06-10T13:21:53", "bid1": 57.65, "ask1": 57.68, "bid_qty1": 200, "ask_qty1": 700 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 821098.0, "market_value": 166860.0, "total_value": 987958.0, "unrealized_pnl": -196.000000000005, "total_pnl": -12042.0, "total_pnl_pct": -1.2041999999999997 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 775.27, "market_value": 77527.0, "unrealized_pnl": -1973.0000000000018, "unrealized_pnl_pct": -2.481761006289307, "updated_at": "2026-06-10T13:21:53", "position_pct_of_total": 7.847195933430369 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 96.86, "market_value": 48430.0, "unrealized_pnl": 744.9999999999975, "unrealized_pnl_pct": 1.5623361644122813, "updated_at": "2026-06-10T13:21:53", "position_pct_of_total": 4.902030248249419 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 409.03, "market_value": 40903.0, "unrealized_pnl": 1031.9999999999993, "unrealized_pnl_pct": 2.588347420430881, "updated_at": "2026-06-10T13:21:53", "position_pct_of_total": 4.140155755609045 } ], "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 }, { "amount": 46680.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260610:SZSE.002138:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 51.694, "max_chase_pct": null, "minute_energy": null, "name": "顺络电子", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260609", "plan_id": "RISK:20260609:SZSE.002138:position_stop_loss", "position_pnl_pct": -3.2017252820172537, "price": 58.35, "price_vs_vwap_pct": null, "qty": 800, "quote_ask1": 58.38, "quote_ask_qty1": 100, "quote_bid1": 58.35, "quote_bid_qty1": 3000, "quote_last": 58.35, "quote_ts": "2026-06-10T10:38:21", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 800, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002138", "template_key": "POSITION_RISK_EXIT", "theme": "题材股", "trade_date": "20260610", "trigger_price": -3.0, "ts": "2026-06-10T10:38:23", "id": 39 } ], "orders_this_tick": [], "position_risk_events": [], "risk_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 30.0, "max_shadow_total_position_pct": 20.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "信号池或 active 龙头承接不足，总仓降到防守档", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 30.0, "effective_shadow_total_position_pct": 20.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.4688, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": false, "market_gate_reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 5.0 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true }, "summary": { "active_contracts": 32, "active_plan_contracts": 2, "watch_candidate_contracts": 30, "watch_only_contracts": 0, "actionable": 1, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 0, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 0, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0 } }