{ "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": 33.813 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": -1.4369, "last": 774.44, "prev_close": 785.73, "vwap": 780.4118 } ] }, "quote_source": "public_http_sina:33/33", "quote_stale_lock": false, "generated_at": "2026-06-10T13:28:00", "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": "2026-06-10T13:28:00", "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": 33.813, "price_vs_vwap_pct": -1.3693, "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": 0.1063, "prev_amount_yi": 0.0999, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0641, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:26", "open": 33.46, "high": 33.46, "low": 33.44, "close": 33.44, "amount_yi": 0.0676 }, { "time": "13:27", "open": 33.4, "high": 33.4, "low": 33.4, "close": 33.4, "amount_yi": 0.0151 }, { "time": "13:28", "open": 33.35, "high": 33.35, "low": 33.35, "close": 33.35, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 118608.96, "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": "2026-06-10T13:27:58", "bid1": 33.34, "ask1": 33.35, "bid_qty1": 2800, "ask_qty1": 3100 }, "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": "2026-06-10T13:28:00", "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": 780.4118, "price_vs_vwap_pct": -0.7652, "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": 774.44, "ts": "2026-06-10T13:27:57", "bid1": 774.4, "ask1": 774.42, "bid_qty1": 100, "ask_qty1": 2100 }, "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": "2026-06-10T13:28:00", "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": 14.978, "price_vs_vwap_pct": 0.681, "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": 0.1116, "prev_amount_yi": 0.1455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.767, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 15.12, "high": 15.12, "low": 15.1, "close": 15.1, "amount_yi": 0.0403 }, { "time": "13:25", "open": 15.08, "high": 15.09, "low": 15.08, "close": 15.09, "amount_yi": 0.0303 }, { "time": "13:26", "open": 15.1, "high": 15.11, "low": 15.1, "close": 15.11, "amount_yi": 0.0186 }, { "time": "13:27", "open": 15.08, "high": 15.08, "low": 15.08, "close": 15.08, "amount_yi": 0.0114 }, { "time": "13:28", "open": 15.08, "high": 15.08, "low": 15.08, "close": 15.08, "amount_yi": 0.011 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 15.08, "ts": "2026-06-10T13:27:57", "bid1": 15.08, "ask1": 15.09, "bid_qty1": 22370, "ask_qty1": 39410 }, "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": "2026-06-10T13:28:00", "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": 96.5691, "price_vs_vwap_pct": 0.4048, "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": 96.96, "ts": "2026-06-10T13:27:57", "bid1": 96.86, "ask1": 96.96, "bid_qty1": 100, "ask_qty1": 600 }, "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": "2026-06-10T13:28:00", "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": 95.455, "price_vs_vwap_pct": -0.5709, "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": 0.0258, "prev_amount_yi": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4534, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 95.24, "high": 95.24, "low": 95.01, "close": 95.01, "amount_yi": 0.01 }, { "time": "13:25", "open": 94.96, "high": 94.96, "low": 94.9, "close": 94.9, "amount_yi": 0.0055 }, { "time": "13:26", "open": 94.93, "high": 94.93, "low": 94.93, "close": 94.93, "amount_yi": 0.0047 }, { "time": "13:27", "open": 95.01, "high": 95.01, "low": 95.01, "close": 95.01, "amount_yi": 0.0034 }, { "time": "13:28", "open": 94.91, "high": 94.91, "low": 94.91, "close": 94.91, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 94.91, "ts": "2026-06-10T13:27:55", "bid1": 94.91, "ask1": 94.93, "bid_qty1": 140, "ask_qty1": 374 }, "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": "2026-06-10T13:28:00", "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": 54.9006, "price_vs_vwap_pct": 0.1993, "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": 0.2159, "prev_amount_yi": 0.202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0688, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 55.13, "high": 55.13, "low": 55.06, "close": 55.06, "amount_yi": 0.0437 }, { "time": "13:25", "open": 55.12, "high": 55.12, "low": 55.03, "close": 55.03, "amount_yi": 0.0722 }, { "time": "13:26", "open": 55.2, "high": 55.2, "low": 55.18, "close": 55.18, "amount_yi": 0.0631 }, { "time": "13:27", "open": 55.02, "high": 55.02, "low": 55.02, "close": 55.02, "amount_yi": 0.0164 }, { "time": "13:28", "open": 55.01, "high": 55.01, "low": 55.01, "close": 55.01, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 55.01, "ts": "2026-06-10T13:27:57", "bid1": 55.01, "ask1": 55.02, "bid_qty1": 4100, "ask_qty1": 900 }, "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": "2026-06-10T13:28:00", "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": 24.4076, "price_vs_vwap_pct": -0.3999, "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": 0.0166, "prev_amount_yi": 0.019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8737, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 24.35, "high": 24.35, "low": 24.32, "close": 24.32, "amount_yi": 0.0063 }, { "time": "13:25", "open": 24.3, "high": 24.31, "low": 24.3, "close": 24.31, "amount_yi": 0.0034 }, { "time": "13:26", "open": 24.35, "high": 24.35, "low": 24.31, "close": 24.31, "amount_yi": 0.0044 }, { "time": "13:27", "open": 24.33, "high": 24.33, "low": 24.33, "close": 24.33, "amount_yi": 0.0011 }, { "time": "13:28", "open": 24.31, "high": 24.31, "low": 24.31, "close": 24.31, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.31, "ts": "2026-06-10T13:27:57", "bid1": 24.3, "ask1": 24.31, "bid_qty1": 6297, "ask_qty1": 429 }, "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": "2026-06-10T13:28:00", "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": 183.6518, "price_vs_vwap_pct": -1.7652, "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": 0.1181, "prev_amount_yi": 0.2016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5858, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 180.8, "high": 180.8, "low": 180.69, "close": 180.69, "amount_yi": 0.0284 }, { "time": "13:25", "open": 180.28, "high": 180.43, "low": 180.28, "close": 180.43, "amount_yi": 0.0364 }, { "time": "13:26", "open": 180.79, "high": 180.83, "low": 180.79, "close": 180.83, "amount_yi": 0.0305 }, { "time": "13:27", "open": 180.82, "high": 180.82, "low": 180.82, "close": 180.82, "amount_yi": 0.0132 }, { "time": "13:28", "open": 180.41, "high": 180.41, "low": 180.41, "close": 180.41, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 180.41, "ts": "2026-06-10T13:27:57", "bid1": 180.4, "ask1": 180.42, "bid_qty1": 100, "ask_qty1": 400 }, "previous_state": "OBSERVE", "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": "2026-06-10T13:28:00", "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": 178.1093, "price_vs_vwap_pct": -0.1287, "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": 0.3475, "prev_amount_yi": 0.4989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6965, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 178.33, "high": 178.33, "low": 178.24, "close": 178.24, "amount_yi": 0.0599 }, { "time": "13:25", "open": 177.87, "high": 177.9, "low": 177.87, "close": 177.9, "amount_yi": 0.1251 }, { "time": "13:26", "open": 178.32, "high": 178.32, "low": 178.23, "close": 178.23, "amount_yi": 0.1188 }, { "time": "13:27", "open": 178.0, "high": 178.0, "low": 178.0, "close": 178.0, "amount_yi": 0.0232 }, { "time": "13:28", "open": 177.88, "high": 177.88, "low": 177.88, "close": 177.88, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 177.88, "ts": "2026-06-10T13:27:57", "bid1": 177.86, "ask1": 177.88, "bid_qty1": 300, "ask_qty1": 2800 }, "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": "2026-06-10T13:28:00", "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": 55.3671, "price_vs_vwap_pct": -2.1441, "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": 0.119, "prev_amount_yi": 0.114, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0439, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 54.07, "high": 54.08, "low": 54.07, "close": 54.08, "amount_yi": 0.0167 }, { "time": "13:25", "open": 54.07, "high": 54.07, "low": 54.06, "close": 54.06, "amount_yi": 0.0224 }, { "time": "13:26", "open": 54.13, "high": 54.28, "low": 54.13, "close": 54.28, "amount_yi": 0.0619 }, { "time": "13:27", "open": 54.24, "high": 54.24, "low": 54.24, "close": 54.24, "amount_yi": 0.0094 }, { "time": "13:28", "open": 54.18, "high": 54.18, "low": 54.18, "close": 54.18, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 54.18, "ts": "2026-06-10T13:27:59", "bid1": 54.12, "ask1": 54.18, "bid_qty1": 200, "ask_qty1": 832 }, "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": "2026-06-10T13:28:00", "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": 141.1703, "price_vs_vwap_pct": -0.5032, "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": 0.0707, "prev_amount_yi": 0.1013, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6979, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 140.56, "high": 140.56, "low": 140.43, "close": 140.43, "amount_yi": 0.0193 }, { "time": "13:25", "open": 140.25, "high": 140.31, "low": 140.25, "close": 140.31, "amount_yi": 0.0122 }, { "time": "13:26", "open": 140.53, "high": 140.53, "low": 140.52, "close": 140.52, "amount_yi": 0.018 }, { "time": "13:27", "open": 140.38, "high": 140.38, "low": 140.38, "close": 140.38, "amount_yi": 0.0052 }, { "time": "13:28", "open": 140.46, "high": 140.46, "low": 140.46, "close": 140.46, "amount_yi": 0.016 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "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": "2026-06-10T13:27:57", "bid1": 140.42, "ask1": 140.46, "bid_qty1": 100, "ask_qty1": 300 }, "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": "2026-06-10T13:28:00", "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": 31.9259, "price_vs_vwap_pct": -1.9292, "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": 0.0837, "prev_amount_yi": 0.096, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8719, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 31.33, "high": 31.33, "low": 31.31, "close": 31.31, "amount_yi": 0.0167 }, { "time": "13:25", "open": 31.27, "high": 31.29, "low": 31.27, "close": 31.29, "amount_yi": 0.0247 }, { "time": "13:26", "open": 31.36, "high": 31.36, "low": 31.34, "close": 31.34, "amount_yi": 0.0347 }, { "time": "13:27", "open": 31.33, "high": 31.33, "low": 31.33, "close": 31.33, "amount_yi": 0.004 }, { "time": "13:28", "open": 31.31, "high": 31.31, "low": 31.31, "close": 31.31, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 31.31, "ts": "2026-06-10T13:27:57", "bid1": 31.31, "ask1": 31.32, "bid_qty1": 400, "ask_qty1": 700 }, "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": "2026-06-10T13:28:00", "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": 21.5403, "price_vs_vwap_pct": -1.6263, "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": 0.0677, "prev_amount_yi": 0.0657, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0304, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 21.26, "high": 21.26, "low": 21.2, "close": 21.2, "amount_yi": 0.0173 }, { "time": "13:25", "open": 21.19, "high": 21.2, "low": 21.19, "close": 21.2, "amount_yi": 0.0088 }, { "time": "13:26", "open": 21.24, "high": 21.24, "low": 21.22, "close": 21.22, "amount_yi": 0.0159 }, { "time": "13:27", "open": 21.23, "high": 21.23, "low": 21.23, "close": 21.23, "amount_yi": 0.0058 }, { "time": "13:28", "open": 21.19, "high": 21.19, "low": 21.19, "close": 21.19, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.19, "ts": "2026-06-10T13:27:57", "bid1": 21.19, "ask1": 21.2, "bid_qty1": 2300, "ask_qty1": 2600 }, "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": "2026-06-10T13:28:00", "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": 627.2745, "price_vs_vwap_pct": -1.4307, "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": 0.2797, "prev_amount_yi": 0.4915, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5691, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 619.32, "high": 619.32, "low": 618.99, "close": 618.99, "amount_yi": 0.0824 }, { "time": "13:25", "open": 618.0, "high": 618.0, "low": 618.0, "close": 618.0, "amount_yi": 0.0742 }, { "time": "13:26", "open": 619.4, "high": 619.4, "low": 618.98, "close": 618.98, "amount_yi": 0.0606 }, { "time": "13:27", "open": 618.81, "high": 618.81, "low": 618.81, "close": 618.81, "amount_yi": 0.0204 }, { "time": "13:28", "open": 618.3, "high": 618.3, "low": 618.3, "close": 618.3, "amount_yi": 0.0421 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 609.608, "quote": { "last": 618.3, "ts": "2026-06-10T13:27:57", "bid1": 618.3, "ask1": 618.52, "bid_qty1": 100, "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": "2026-06-10T13:28:00", "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": 37.6514, "price_vs_vwap_pct": 3.0772, "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": 0.0024, "prev_amount_yi": 0.0122, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.1967, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.001 }, { "time": "13:24", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0001 }, { "time": "13:25", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0003 }, { "time": "13:26", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0005 }, { "time": "13:27", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "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": "2026-06-10T13:27:54", "bid1": 38.81, "ask1": 0.0, "bid_qty1": 2928227, "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": "2026-06-10T13:28:00", "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": 22.1752, "price_vs_vwap_pct": 1.6451, "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": 0.0169, "prev_amount_yi": 0.0385, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.439, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 22.62, "high": 22.62, "low": 22.6, "close": 22.6, "amount_yi": 0.0039 }, { "time": "13:25", "open": 22.59, "high": 22.59, "low": 22.57, "close": 22.57, "amount_yi": 0.0042 }, { "time": "13:26", "open": 22.57, "high": 22.59, "low": 22.57, "close": 22.59, "amount_yi": 0.0074 }, { "time": "13:27", "open": 22.56, "high": 22.56, "low": 22.56, "close": 22.56, "amount_yi": 0.0003 }, { "time": "13:28", "open": 22.54, "high": 22.54, "low": 22.54, "close": 22.54, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "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": "2026-06-10T13:27:57", "bid1": 22.54, "ask1": 22.55, "bid_qty1": 2200, "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": "2026-06-10T13:28:00", "sim_reason": "waiting_trigger", "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": 56.1912, "price_vs_vwap_pct": -1.408, "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": 0.5729, "prev_amount_yi": 0.5749, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9965, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 55.15, "high": 55.16, "low": 55.15, "close": 55.16, "amount_yi": 0.1725 }, { "time": "13:25", "open": 54.91, "high": 54.97, "low": 54.91, "close": 54.97, "amount_yi": 0.1435 }, { "time": "13:26", "open": 55.18, "high": 55.28, "low": 55.18, "close": 55.28, "amount_yi": 0.1047 }, { "time": "13:27", "open": 55.4, "high": 55.4, "low": 55.4, "close": 55.4, "amount_yi": 0.0684 }, { "time": "13:28", "open": 55.4, "high": 55.4, "low": 55.4, "close": 55.4, "amount_yi": 0.0838 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 55.4, "ts": "2026-06-10T13:27:58", "bid1": 55.4, "ask1": 55.41, "bid_qty1": 9700, "ask_qty1": 1700 }, "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": "2026-06-10T13:28:00", "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": 41.4059, "price_vs_vwap_pct": -1.1735, "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": 0.053, "prev_amount_yi": 0.025, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.12, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 40.85, "high": 40.87, "low": 40.85, "close": 40.87, "amount_yi": 0.0102 }, { "time": "13:25", "open": 40.73, "high": 40.86, "low": 40.73, "close": 40.86, "amount_yi": 0.0204 }, { "time": "13:26", "open": 40.9, "high": 40.98, "low": 40.9, "close": 40.98, "amount_yi": 0.0129 }, { "time": "13:27", "open": 41.0, "high": 41.0, "low": 41.0, "close": 41.0, "amount_yi": 0.0065 }, { "time": "13:28", "open": 40.92, "high": 40.92, "low": 40.92, "close": 40.92, "amount_yi": 0.003 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 40.92, "ts": "2026-06-10T13:27:57", "bid1": 40.92, "ask1": 40.93, "bid_qty1": 700, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH", "symbol": "SZSE.300395", "name": "菲利华", "side": "BUY", "priority": "W16", "status": "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": "2026-06-10T13:28:00", "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": 123.2512, "price_vs_vwap_pct": -1.5344, "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": 0.339, "prev_amount_yi": 0.4744, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7146, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 121.63, "high": 121.63, "low": 121.44, "close": 121.44, "amount_yi": 0.1089 }, { "time": "13:25", "open": 121.31, "high": 121.33, "low": 121.31, "close": 121.33, "amount_yi": 0.1116 }, { "time": "13:26", "open": 121.5, "high": 121.62, "low": 121.5, "close": 121.62, "amount_yi": 0.064 }, { "time": "13:27", "open": 121.48, "high": 121.48, "low": 121.48, "close": 121.48, "amount_yi": 0.0368 }, { "time": "13:28", "open": 121.36, "high": 121.36, "low": 121.36, "close": 121.36, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 121.36, "ts": "2026-06-10T13:27:57", "bid1": 121.33, "ask1": 121.35, "bid_qty1": 2400, "ask_qty1": 200 }, "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": "2026-06-10T13:28:00", "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": 28.9548, "price_vs_vwap_pct": 2.1592, "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": 0.3496, "prev_amount_yi": 0.3722, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9393, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 29.46, "high": 29.47, "low": 29.46, "close": 29.47, "amount_yi": 0.1057 }, { "time": "13:25", "open": 29.42, "high": 29.42, "low": 29.4, "close": 29.4, "amount_yi": 0.0518 }, { "time": "13:26", "open": 29.5, "high": 29.55, "low": 29.5, "close": 29.55, "amount_yi": 0.0973 }, { "time": "13:27", "open": 29.56, "high": 29.56, "low": 29.56, "close": 29.56, "amount_yi": 0.0437 }, { "time": "13:28", "open": 29.58, "high": 29.58, "low": 29.58, "close": 29.58, "amount_yi": 0.0511 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 29.58, "ts": "2026-06-10T13:27:57", "bid1": 29.57, "ask1": 29.58, "bid_qty1": 2500, "ask_qty1": 400 }, "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": "2026-06-10T13:28:00", "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": 53.3346, "price_vs_vwap_pct": -2.1648, "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": 0.395, "prev_amount_yi": 0.5974, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6612, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 52.31, "high": 52.31, "low": 52.24, "close": 52.24, "amount_yi": 0.1174 }, { "time": "13:25", "open": 52.12, "high": 52.12, "low": 52.09, "close": 52.09, "amount_yi": 0.1133 }, { "time": "13:26", "open": 52.27, "high": 52.28, "low": 52.27, "close": 52.28, "amount_yi": 0.102 }, { "time": "13:27", "open": 52.27, "high": 52.27, "low": 52.27, "close": 52.27, "amount_yi": 0.0318 }, { "time": "13:28", "open": 52.18, "high": 52.18, "low": 52.18, "close": 52.18, "amount_yi": 0.0305 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 52.18, "ts": "2026-06-10T13:27:58", "bid1": 52.16, "ask1": 52.18, "bid_qty1": 300, "ask_qty1": 3300 }, "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": "2026-06-10T13:28:00", "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": 57.7467, "price_vs_vwap_pct": -1.7606, "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": 0.031, "prev_amount_yi": 0.0437, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7094, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 56.8, "high": 56.8, "low": 56.8, "close": 56.8, "amount_yi": 0.0115 }, { "time": "13:25", "open": 56.72, "high": 56.74, "low": 56.72, "close": 56.74, "amount_yi": 0.0012 }, { "time": "13:26", "open": 56.73, "high": 56.87, "low": 56.73, "close": 56.87, "amount_yi": 0.007 }, { "time": "13:27", "open": 56.88, "high": 56.88, "low": 56.88, "close": 56.88, "amount_yi": 0.0081 }, { "time": "13:28", "open": 56.73, "high": 56.73, "low": 56.73, "close": 56.73, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 56.73, "ts": "2026-06-10T13:27:57", "bid1": 56.72, "ask1": 56.74, "bid_qty1": 100, "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": "OBSERVE", "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": "2026-06-10T13:28:00", "sim_reason": "minute_energy_ratio_too_low", "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": 295.5109, "price_vs_vwap_pct": -2.0848, "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": 0.5406, "prev_amount_yi": 0.8489, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6368, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 289.62, "high": 289.62, "low": 289.52, "close": 289.52, "amount_yi": 0.1485 }, { "time": "13:25", "open": 289.03, "high": 289.03, "low": 289.02, "close": 289.02, "amount_yi": 0.1627 }, { "time": "13:26", "open": 289.84, "high": 289.97, "low": 289.84, "close": 289.97, "amount_yi": 0.1312 }, { "time": "13:27", "open": 289.63, "high": 289.63, "low": 289.63, "close": 289.63, "amount_yi": 0.0553 }, { "time": "13:28", "open": 289.35, "high": 289.35, "low": 289.35, "close": 289.35, "amount_yi": 0.0429 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 289.35, "ts": "2026-06-10T13:27:56", "bid1": 289.42, "ask1": 289.5, "bid_qty1": 205, "ask_qty1": 561 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688200:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688200:BREAK_PREV_HIGH", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 468.65, "exec_low": 468.65, "exec_high": 475.68, "invalid_price": 431.824, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:28:00", "sim_reason": "waiting_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": 467.4272, "price_vs_vwap_pct": -1.9912, "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": 0.4525, "prev_amount_yi": 0.2415, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8737, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 463.0, "high": 464.14, "low": 463.0, "close": 464.14, "amount_yi": 0.0512 }, { "time": "13:25", "open": 460.1, "high": 460.1, "low": 459.54, "close": 459.54, "amount_yi": 0.2327 }, { "time": "13:26", "open": 459.54, "high": 459.54, "low": 458.36, "close": 458.36, "amount_yi": 0.0996 }, { "time": "13:27", "open": 458.03, "high": 458.03, "low": 458.03, "close": 458.03, "amount_yi": 0.0558 }, { "time": "13:28", "open": 458.12, "high": 458.12, "low": 458.12, "close": 458.12, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 431.824, "quote": { "last": 458.12, "ts": "2026-06-10T13:27:57", "bid1": 458.12, "ask1": 459.29, "bid_qty1": 504, "ask_qty1": 364 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300319:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300319:BREAK_PREV_HIGH", "symbol": "SZSE.300319", "name": "麦捷科技", "side": "BUY", "priority": "W22", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.81, "exec_low": 24.81, "exec_high": 25.18, "invalid_price": 21.426, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:28:00", "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": 22.9088, "price_vs_vwap_pct": -3.8797, "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": 0.395, "prev_amount_yi": 0.9299, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4248, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 22.05, "high": 22.05, "low": 22.0, "close": 22.0, "amount_yi": 0.1099 }, { "time": "13:25", "open": 21.97, "high": 22.04, "low": 21.97, "close": 22.04, "amount_yi": 0.1065 }, { "time": "13:26", "open": 22.09, "high": 22.11, "low": 22.09, "close": 22.11, "amount_yi": 0.0921 }, { "time": "13:27", "open": 22.06, "high": 22.06, "low": 22.06, "close": 22.06, "amount_yi": 0.0347 }, { "time": "13:28", "open": 22.02, "high": 22.02, "low": 22.02, "close": 22.02, "amount_yi": 0.0518 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 22.02, "ts": "2026-06-10T13:27:57", "bid1": 22.02, "ask1": 22.03, "bid_qty1": 5900, "ask_qty1": 5700 }, "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": "2026-06-10T13:28:00", "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": 8.1792, "price_vs_vwap_pct": -0.357, "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": 0.1049, "prev_amount_yi": 0.1842, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5695, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0212 }, { "time": "13:25", "open": 8.12, "high": 8.13, "low": 8.12, "close": 8.13, "amount_yi": 0.0269 }, { "time": "13:26", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0342 }, { "time": "13:27", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0085 }, { "time": "13:28", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.15, "ts": "2026-06-10T13:27:57", "bid1": 8.14, "ask1": 8.15, "bid_qty1": 87364, "ask_qty1": 8300 }, "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": "2026-06-10T13:28:00", "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": 50.9993, "price_vs_vwap_pct": -1.5477, "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": 0.0558, "prev_amount_yi": 0.1312, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4253, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 50.25, "high": 50.25, "low": 50.22, "close": 50.22, "amount_yi": 0.0126 }, { "time": "13:25", "open": 50.19, "high": 50.19, "low": 50.18, "close": 50.18, "amount_yi": 0.0085 }, { "time": "13:26", "open": 50.22, "high": 50.35, "low": 50.22, "close": 50.35, "amount_yi": 0.0153 }, { "time": "13:27", "open": 50.31, "high": 50.31, "low": 50.31, "close": 50.31, "amount_yi": 0.0083 }, { "time": "13:28", "open": 50.21, "high": 50.21, "low": 50.21, "close": 50.21, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 50.21, "ts": "2026-06-10T13:27:56", "bid1": 50.2, "ask1": 50.28, "bid_qty1": 5000, "ask_qty1": 636 }, "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": "2026-06-10T13:28:00", "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": 12.8063, "price_vs_vwap_pct": -1.8452, "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": 0.0458, "prev_amount_yi": 0.0794, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5768, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0075 }, { "time": "13:25", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0151 }, { "time": "13:26", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.0096 }, { "time": "13:27", "open": 12.59, "high": 12.59, "low": 12.59, "close": 12.59, "amount_yi": 0.0053 }, { "time": "13:28", "open": 12.57, "high": 12.57, "low": 12.57, "close": 12.57, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 12.57, "ts": "2026-06-10T13:27:57", "bid1": 12.57, "ask1": 12.58, "bid_qty1": 21300, "ask_qty1": 26100 }, "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": "2026-06-10T13:28:00", "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": 56.0336, "price_vs_vwap_pct": -0.4883, "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": 0.1328, "prev_amount_yi": 0.2903, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4575, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 56.14, "high": 56.2, "low": 56.14, "close": 56.2, "amount_yi": 0.0313 }, { "time": "13:25", "open": 56.0, "high": 56.0, "low": 55.9, "close": 55.9, "amount_yi": 0.0405 }, { "time": "13:26", "open": 55.84, "high": 55.84, "low": 55.81, "close": 55.81, "amount_yi": 0.0422 }, { "time": "13:27", "open": 55.79, "high": 55.79, "low": 55.79, "close": 55.79, "amount_yi": 0.0122 }, { "time": "13:28", "open": 55.76, "high": 55.76, "low": 55.76, "close": 55.76, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 55.76, "ts": "2026-06-10T13:27:56", "bid1": 55.76, "ask1": 55.78, "bid_qty1": 700, "ask_qty1": 5200 }, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.32, "exec_low": 66.32, "exec_high": 67.31, "invalid_price": 52.312, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:28:00", "sim_reason": "near_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": 67.0595, "price_vs_vwap_pct": -1.4457, "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": 0.2013, "prev_amount_yi": 0.2152, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9354, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 66.73, "high": 66.73, "low": 66.72, "close": 66.72, "amount_yi": 0.0784 }, { "time": "13:25", "open": 66.65, "high": 66.65, "low": 66.53, "close": 66.53, "amount_yi": 0.0497 }, { "time": "13:26", "open": 66.05, "high": 66.05, "low": 65.96, "close": 65.96, "amount_yi": 0.0454 }, { "time": "13:27", "open": 66.08, "high": 66.08, "low": 66.08, "close": 66.08, "amount_yi": 0.0194 }, { "time": "13:28", "open": 66.09, "high": 66.09, "low": 66.09, "close": 66.09, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 66.09, "ts": "2026-06-10T13:27:57", "bid1": 66.1, "ask1": 66.33, "bid_qty1": 4100, "ask_qty1": 400 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.64, "exec_low": 53.64, "exec_high": 54.44, "invalid_price": 46.966, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:28:00", "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": 57.0819, "price_vs_vwap_pct": 1.7485, "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": 0.0428, "prev_amount_yi": 0.0975, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.439, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0143 }, { "time": "13:25", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0058 }, { "time": "13:26", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0047 }, { "time": "13:27", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0145 }, { "time": "13:28", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "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": "2026-06-10T13:27:56", "bid1": 58.08, "ask1": 0.0, "bid_qty1": 5774662, "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": "2026-06-10T13:28:00", "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": 57.0805, "price_vs_vwap_pct": 1.4532, "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": 0.125, "prev_amount_yi": 0.2677, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4669, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 57.94, "high": 57.94, "low": 57.8, "close": 57.8, "amount_yi": 0.0372 }, { "time": "13:25", "open": 57.78, "high": 57.86, "low": 57.78, "close": 57.86, "amount_yi": 0.0376 }, { "time": "13:26", "open": 58.0, "high": 58.05, "low": 58.0, "close": 58.05, "amount_yi": 0.0237 }, { "time": "13:27", "open": 57.96, "high": 57.96, "low": 57.96, "close": 57.96, "amount_yi": 0.015 }, { "time": "13:28", "open": 57.91, "high": 57.91, "low": 57.91, "close": 57.91, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49420.4, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 57.91, "ts": "2026-06-10T13:27:59", "bid1": 57.9, "ask1": 57.92, "bid_qty1": 2500, "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": 167087.0, "total_value": 988185.0, "unrealized_pnl": 31.00000000000159, "total_pnl": -11815.0, "total_pnl_pct": -1.181500000000002 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 774.44, "market_value": 77444.0, "unrealized_pnl": -2055.9999999999945, "unrealized_pnl_pct": -2.5861635220125745, "updated_at": "2026-06-10T13:28:00", "position_pct_of_total": 7.8369940851156406 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 96.96, "market_value": 48480.0, "unrealized_pnl": 794.9999999999945, "unrealized_pnl_pct": 1.667190940547325, "updated_at": "2026-06-10T13:28:00", "position_pct_of_total": 4.905963964237466 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 411.63, "market_value": 41163.0, "unrealized_pnl": 1292.0000000000016, "unrealized_pnl_pct": 3.2404504527099975, "updated_at": "2026-06-10T13:28:00", "position_pct_of_total": 4.16551556641722 } ], "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": 0, "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 } }