{ "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": 0.4375, "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": -4.4067, "last": 33.19, "prev_close": 34.72, "vwap": 33.7838 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": -2.002, "last": 770.0, "prev_close": 785.73, "vwap": 779.8699 } ] }, "quote_source": "public_http_sina:33/33", "quote_stale_lock": false, "generated_at": "2026-06-10T13:43:47", "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": "2026-06-10T13:43:47", "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": 33.7838, "price_vs_vwap_pct": -1.7576, "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": 0.1444, "prev_amount_yi": 0.1813, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7965, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:41", "open": 33.29, "high": 33.29, "low": 33.29, "close": 33.29, "amount_yi": 0.0593 }, { "time": "13:42", "open": 33.31, "high": 33.32, "low": 33.31, "close": 33.32, "amount_yi": 0.0237 }, { "time": "13:43", "open": 33.3, "high": 33.3, "low": 33.19, "close": 33.19, "amount_yi": 0.0614 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 118501.2, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 33.19, "ts": "2026-06-10T13:43:46", "bid1": 33.18, "ask1": 33.19, "bid_qty1": 14600, "ask_qty1": 26700 }, "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": "2026-06-10T13:43:47", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 785.73, "theme": "科技风格", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 942.88, "max_chase_pct": 3.0, "base_exec_high": 818.85, "dynamic_exec_high": null, "intraday_vwap": 779.8699, "price_vs_vwap_pct": -1.2656, "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": 770.0, "ts": "2026-06-10T13:43:45", "bid1": 770.0, "ask1": 770.38, "bid_qty1": 9300, "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": "2026-06-10T13:43:47", "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": 14.9806, "price_vs_vwap_pct": 0.263, "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": 0.1097, "prev_amount_yi": 0.0988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1103, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 15.01, "high": 15.01, "low": 15.01, "close": 15.01, "amount_yi": 0.0195 }, { "time": "13:40", "open": 15.03, "high": 15.03, "low": 15.02, "close": 15.02, "amount_yi": 0.0159 }, { "time": "13:41", "open": 15.03, "high": 15.04, "low": 15.03, "close": 15.04, "amount_yi": 0.0285 }, { "time": "13:42", "open": 15.05, "high": 15.06, "low": 15.05, "close": 15.06, "amount_yi": 0.0178 }, { "time": "13:43", "open": 15.07, "high": 15.07, "low": 15.02, "close": 15.02, "amount_yi": 0.028 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 15.02, "ts": "2026-06-10T13:43:45", "bid1": 15.02, "ask1": 15.03, "bid_qty1": 17100, "ask_qty1": 1990 }, "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": "2026-06-10T13:43:47", "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": 96.5641, "price_vs_vwap_pct": -0.5013, "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": 96.08, "ts": "2026-06-10T13:43:45", "bid1": 96.05, "ask1": 96.08, "bid_qty1": 400, "ask_qty1": 500 }, "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": "2026-06-10T13:43:47", "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": 95.4138, "price_vs_vwap_pct": -1.2407, "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": 0.0367, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8656, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 94.2, "high": 94.2, "low": 94.08, "close": 94.08, "amount_yi": 0.0055 }, { "time": "13:40", "open": 94.36, "high": 94.36, "low": 94.15, "close": 94.15, "amount_yi": 0.0052 }, { "time": "13:41", "open": 94.14, "high": 94.2, "low": 94.14, "close": 94.2, "amount_yi": 0.0063 }, { "time": "13:42", "open": 94.2, "high": 94.39, "low": 94.2, "close": 94.39, "amount_yi": 0.0033 }, { "time": "13:43", "open": 94.4, "high": 94.4, "low": 94.23, "close": 94.23, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 94.23, "ts": "2026-06-10T13:43:46", "bid1": 94.23, "ask1": 94.24, "bid_qty1": 152, "ask_qty1": 132 }, "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": "2026-06-10T13:43:47", "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": 54.9004, "price_vs_vwap_pct": -0.4015, "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": 0.1259, "prev_amount_yi": 0.1461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8617, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 54.76, "high": 54.76, "low": 54.74, "close": 54.74, "amount_yi": 0.0159 }, { "time": "13:40", "open": 54.77, "high": 54.77, "low": 54.77, "close": 54.77, "amount_yi": 0.0236 }, { "time": "13:41", "open": 54.84, "high": 54.84, "low": 54.8, "close": 54.8, "amount_yi": 0.0255 }, { "time": "13:42", "open": 54.88, "high": 54.88, "low": 54.8, "close": 54.8, "amount_yi": 0.0202 }, { "time": "13:43", "open": 54.79, "high": 54.79, "low": 54.68, "close": 54.68, "amount_yi": 0.0407 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 54.68, "ts": "2026-06-10T13:43:45", "bid1": 54.65, "ask1": 54.68, "bid_qty1": 2900, "ask_qty1": 200 }, "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": "2026-06-10T13:43:47", "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": 24.3982, "price_vs_vwap_pct": -0.9353, "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": 0.0318, "prev_amount_yi": 0.0279, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1398, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 24.17, "high": 24.17, "low": 24.17, "close": 24.17, "amount_yi": 0.0033 }, { "time": "13:40", "open": 24.22, "high": 24.23, "low": 24.22, "close": 24.23, "amount_yi": 0.0086 }, { "time": "13:41", "open": 24.24, "high": 24.24, "low": 24.23, "close": 24.23, "amount_yi": 0.0033 }, { "time": "13:42", "open": 24.23, "high": 24.23, "low": 24.2, "close": 24.2, "amount_yi": 0.0111 }, { "time": "13:43", "open": 24.21, "high": 24.21, "low": 24.17, "close": 24.17, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.17, "ts": "2026-06-10T13:43:45", "bid1": 24.17, "ask1": 24.18, "bid_qty1": 961, "ask_qty1": 578 }, "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": "2026-06-10T13:43:47", "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": 183.4231, "price_vs_vwap_pct": -1.8008, "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": 0.1959, "prev_amount_yi": 0.2563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7643, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 179.82, "high": 179.83, "low": 179.82, "close": 179.83, "amount_yi": 0.029 }, { "time": "13:40", "open": 180.41, "high": 180.46, "low": 180.41, "close": 180.46, "amount_yi": 0.0625 }, { "time": "13:41", "open": 180.68, "high": 180.68, "low": 180.63, "close": 180.63, "amount_yi": 0.021 }, { "time": "13:42", "open": 180.78, "high": 180.78, "low": 180.56, "close": 180.56, "amount_yi": 0.0361 }, { "time": "13:43", "open": 180.52, "high": 180.52, "low": 180.12, "close": 180.12, "amount_yi": 0.0473 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 180.12, "ts": "2026-06-10T13:43:45", "bid1": 180.02, "ask1": 180.16, "bid_qty1": 900, "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": "2026-06-10T13:43:47", "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": 178.1059, "price_vs_vwap_pct": 0.4852, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1747, "prev_amount_yi": 0.5614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0924, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 177.1, "high": 177.12, "low": 177.1, "close": 177.12, "amount_yi": 0.1296 }, { "time": "13:40", "open": 177.64, "high": 177.7, "low": 177.64, "close": 177.7, "amount_yi": 0.1296 }, { "time": "13:41", "open": 178.58, "high": 178.58, "low": 178.46, "close": 178.46, "amount_yi": 0.2017 }, { "time": "13:42", "open": 178.46, "high": 178.72, "low": 178.46, "close": 178.72, "amount_yi": 0.1971 }, { "time": "13:43", "open": 179.08, "high": 179.08, "low": 178.97, "close": 178.97, "amount_yi": 0.5167 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 178.97, "ts": "2026-06-10T13:43:45", "bid1": 178.97, "ask1": 178.98, "bid_qty1": 300, "ask_qty1": 300 }, "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": "2026-06-10T13:43:47", "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": 55.2881, "price_vs_vwap_pct": -2.5649, "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": 0.0777, "prev_amount_yi": 0.1202, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6464, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 53.86, "high": 53.86, "low": 53.86, "close": 53.86, "amount_yi": 0.0095 }, { "time": "13:40", "open": 53.93, "high": 53.93, "low": 53.91, "close": 53.91, "amount_yi": 0.0084 }, { "time": "13:41", "open": 53.95, "high": 53.99, "low": 53.95, "close": 53.99, "amount_yi": 0.0127 }, { "time": "13:42", "open": 54.01, "high": 54.01, "low": 53.98, "close": 53.98, "amount_yi": 0.0259 }, { "time": "13:43", "open": 53.95, "high": 53.95, "low": 53.87, "close": 53.87, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 53.87, "ts": "2026-06-10T13:43:44", "bid1": 53.87, "ask1": 53.9, "bid_qty1": 1860, "ask_qty1": 800 }, "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": "2026-06-10T13:43:47", "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": 141.1149, "price_vs_vwap_pct": -0.8609, "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": 0.1093, "prev_amount_yi": 0.1326, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8243, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 139.59, "high": 139.59, "low": 139.55, "close": 139.55, "amount_yi": 0.0152 }, { "time": "13:40", "open": 139.99, "high": 139.99, "low": 139.75, "close": 139.75, "amount_yi": 0.026 }, { "time": "13:41", "open": 139.89, "high": 139.89, "low": 139.86, "close": 139.86, "amount_yi": 0.014 }, { "time": "13:42", "open": 140.0, "high": 140.1, "low": 140.0, "close": 140.1, "amount_yi": 0.016 }, { "time": "13:43", "open": 140.08, "high": 140.08, "low": 139.9, "close": 139.9, "amount_yi": 0.0381 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 139.9, "ts": "2026-06-10T13:43:45", "bid1": 139.9, "ask1": 139.91, "bid_qty1": 2600, "ask_qty1": 800 }, "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": "2026-06-10T13:43:47", "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": 31.8936, "price_vs_vwap_pct": -2.0807, "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": 0.0793, "prev_amount_yi": 0.0922, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8601, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 31.18, "high": 31.22, "low": 31.18, "close": 31.22, "amount_yi": 0.0142 }, { "time": "13:40", "open": 31.26, "high": 31.26, "low": 31.23, "close": 31.23, "amount_yi": 0.0096 }, { "time": "13:41", "open": 31.26, "high": 31.27, "low": 31.26, "close": 31.27, "amount_yi": 0.0078 }, { "time": "13:42", "open": 31.3, "high": 31.32, "low": 31.3, "close": 31.32, "amount_yi": 0.0235 }, { "time": "13:43", "open": 31.32, "high": 31.32, "low": 31.23, "close": 31.23, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 31.23, "ts": "2026-06-10T13:43:45", "bid1": 31.23, "ask1": 31.25, "bid_qty1": 2900, "ask_qty1": 2500 }, "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": "2026-06-10T13:43:47", "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": 21.5204, "price_vs_vwap_pct": -2.0464, "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": 0.1034, "prev_amount_yi": 0.0824, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2549, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 21.03, "high": 21.04, "low": 21.03, "close": 21.04, "amount_yi": 0.0484 }, { "time": "13:40", "open": 21.1, "high": 21.1, "low": 21.09, "close": 21.09, "amount_yi": 0.0116 }, { "time": "13:41", "open": 21.1, "high": 21.1, "low": 21.09, "close": 21.09, "amount_yi": 0.005 }, { "time": "13:42", "open": 21.12, "high": 21.17, "low": 21.12, "close": 21.17, "amount_yi": 0.0118 }, { "time": "13:43", "open": 21.17, "high": 21.17, "low": 21.08, "close": 21.08, "amount_yi": 0.0266 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.08, "ts": "2026-06-10T13:43:45", "bid1": 21.08, "ask1": 21.09, "bid_qty1": 1600, "ask_qty1": 2800 }, "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": "2026-06-10T13:43:47", "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": 626.152, "price_vs_vwap_pct": -1.8385, "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": 0.9467, "prev_amount_yi": 2.0718, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4569, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 610.67, "high": 610.78, "low": 610.67, "close": 610.78, "amount_yi": 0.262 }, { "time": "13:40", "open": 611.73, "high": 611.73, "low": 611.14, "close": 611.14, "amount_yi": 0.2427 }, { "time": "13:41", "open": 613.68, "high": 613.68, "low": 613.0, "close": 613.0, "amount_yi": 0.1703 }, { "time": "13:42", "open": 613.89, "high": 615.0, "low": 613.89, "close": 615.0, "amount_yi": 0.1142 }, { "time": "13:43", "open": 615.15, "high": 615.15, "low": 614.64, "close": 614.64, "amount_yi": 0.1575 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 609.608, "quote": { "last": 614.64, "ts": "2026-06-10T13:43:45", "bid1": 614.0, "ask1": 614.63, "bid_qty1": 100, "ask_qty1": 300 }, "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": "2026-06-10T13:43:47", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "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": 37.6531, "price_vs_vwap_pct": 3.0725, "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": 0.0062, "prev_amount_yi": 0.0017, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 3.6471, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:38", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0009 }, { "time": "13:39", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0006 }, { "time": "13:40", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0033 }, { "time": "13:42", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.001 }, { "time": "13:43", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "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": "2026-06-10T13:43:39", "bid1": 38.81, "ask1": 0.0, "bid_qty1": 2839727, "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": "2026-06-10T13:43:47", "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": 22.1833, "price_vs_vwap_pct": 0.6162, "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": 0.0505, "prev_amount_yi": 0.0394, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2817, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 22.4, "high": 22.4, "low": 22.37, "close": 22.37, "amount_yi": 0.008 }, { "time": "13:40", "open": 22.37, "high": 22.37, "low": 22.36, "close": 22.36, "amount_yi": 0.0228 }, { "time": "13:41", "open": 22.38, "high": 22.38, "low": 22.34, "close": 22.34, "amount_yi": 0.0051 }, { "time": "13:42", "open": 22.36, "high": 22.36, "low": 22.32, "close": 22.32, "amount_yi": 0.0088 }, { "time": "13:43", "open": 22.35, "high": 22.35, "low": 22.32, "close": 22.32, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 22.32, "ts": "2026-06-10T13:43:45", "bid1": 22.32, "ask1": 22.33, "bid_qty1": 2100, "ask_qty1": 12200 }, "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": "2026-06-10T13:43:47", "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": 56.1565, "price_vs_vwap_pct": -1.9704, "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": 0.5537, "prev_amount_yi": 0.5858, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9452, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 55.12, "high": 55.12, "low": 55.07, "close": 55.07, "amount_yi": 0.0511 }, { "time": "13:40", "open": 55.13, "high": 55.13, "low": 55.11, "close": 55.11, "amount_yi": 0.1821 }, { "time": "13:41", "open": 55.25, "high": 55.25, "low": 55.2, "close": 55.2, "amount_yi": 0.1794 }, { "time": "13:42", "open": 55.21, "high": 55.28, "low": 55.21, "close": 55.28, "amount_yi": 0.0454 }, { "time": "13:43", "open": 55.32, "high": 55.32, "low": 55.05, "close": 55.05, "amount_yi": 0.0957 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 55.05, "ts": "2026-06-10T13:43:46", "bid1": 55.05, "ask1": 55.1, "bid_qty1": 12000, "ask_qty1": 300 }, "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": "2026-06-10T13:43:47", "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": 41.3692, "price_vs_vwap_pct": -2.1011, "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": 0.0353, "prev_amount_yi": 0.0292, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2089, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 40.59, "high": 40.59, "low": 40.56, "close": 40.56, "amount_yi": 0.0026 }, { "time": "13:40", "open": 40.54, "high": 40.54, "low": 40.53, "close": 40.53, "amount_yi": 0.0019 }, { "time": "13:41", "open": 40.57, "high": 40.57, "low": 40.57, "close": 40.57, "amount_yi": 0.0045 }, { "time": "13:42", "open": 40.53, "high": 40.53, "low": 40.53, "close": 40.53, "amount_yi": 0.0036 }, { "time": "13:43", "open": 40.53, "high": 40.53, "low": 40.5, "close": 40.5, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 40.5, "ts": "2026-06-10T13:43:45", "bid1": 40.43, "ask1": 40.51, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH", "symbol": "SZSE.300395", "name": "菲利华", "side": "BUY", "priority": "W16", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 121.42, "exec_low": 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": "2026-06-10T13:43:47", "sim_reason": "trigger_touched", "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": 123.1793, "price_vs_vwap_pct": -1.1847, "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": 0.5864, "prev_amount_yi": 0.4499, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3034, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 121.12, "high": 121.29, "low": 121.12, "close": 121.29, "amount_yi": 0.0844 }, { "time": "13:40", "open": 121.52, "high": 121.65, "low": 121.52, "close": 121.65, "amount_yi": 0.0767 }, { "time": "13:41", "open": 121.87, "high": 121.98, "low": 121.87, "close": 121.98, "amount_yi": 0.1103 }, { "time": "13:42", "open": 122.32, "high": 122.32, "low": 122.1, "close": 122.1, "amount_yi": 0.1961 }, { "time": "13:43", "open": 121.8, "high": 121.8, "low": 121.72, "close": 121.72, "amount_yi": 0.1189 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 121.72, "ts": "2026-06-10T13:43:45", "bid1": 121.66, "ask1": 121.7, "bid_qty1": 4400, "ask_qty1": 3000 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600869:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600869:BREAK_PREV_HIGH", "symbol": "SHSE.600869", "name": "远东股份", "side": "BUY", "priority": "W17", "status": "TOUCHED", "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": "2026-06-10T13:43:47", "sim_reason": "trigger_touched_but_above_exec_high", "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": 29.2318, "price_vs_vwap_pct": 4.7489, "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": 2.2015, "prev_amount_yi": 1.2841, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7144, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 30.22, "high": 30.4, "low": 30.22, "close": 30.4, "amount_yi": 0.3981 }, { "time": "13:40", "open": 30.57, "high": 30.69, "low": 30.57, "close": 30.69, "amount_yi": 0.5991 }, { "time": "13:41", "open": 30.6, "high": 30.76, "low": 30.6, "close": 30.76, "amount_yi": 0.3715 }, { "time": "13:42", "open": 30.72, "high": 30.72, "low": 30.64, "close": 30.64, "amount_yi": 0.445 }, { "time": "13:43", "open": 30.71, "high": 30.71, "low": 30.62, "close": 30.62, "amount_yi": 0.3878 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 30.62, "ts": "2026-06-10T13:43:45", "bid1": 30.58, "ask1": 30.62, "bid_qty1": 5400, "ask_qty1": 2700 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-10T13:43:47", "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": 53.2999, "price_vs_vwap_pct": -2.3075, "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": 0.379, "prev_amount_yi": 0.5562, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6814, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 52.02, "high": 52.02, "low": 52.02, "close": 52.02, "amount_yi": 0.0674 }, { "time": "13:40", "open": 52.12, "high": 52.12, "low": 52.12, "close": 52.12, "amount_yi": 0.1135 }, { "time": "13:41", "open": 52.18, "high": 52.18, "low": 52.13, "close": 52.13, "amount_yi": 0.0565 }, { "time": "13:42", "open": 52.11, "high": 52.11, "low": 52.11, "close": 52.11, "amount_yi": 0.062 }, { "time": "13:43", "open": 52.13, "high": 52.13, "low": 52.07, "close": 52.07, "amount_yi": 0.0796 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 52.07, "ts": "2026-06-10T13:43:46", "bid1": 52.06, "ask1": 52.07, "bid_qty1": 7900, "ask_qty1": 2200 }, "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": "OBSERVE", "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": "2026-06-10T13:43:47", "sim_reason": "minute_energy_amount_too_low", "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": 57.7233, "price_vs_vwap_pct": -2.3445, "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": 0.0306, "prev_amount_yi": 0.0269, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1375, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 56.32, "high": 56.35, "low": 56.32, "close": 56.35, "amount_yi": 0.0138 }, { "time": "13:40", "open": 56.47, "high": 56.47, "low": 56.39, "close": 56.39, "amount_yi": 0.0055 }, { "time": "13:41", "open": 56.52, "high": 56.52, "low": 56.44, "close": 56.44, "amount_yi": 0.0048 }, { "time": "13:42", "open": 56.48, "high": 56.48, "low": 56.43, "close": 56.43, "amount_yi": 0.0024 }, { "time": "13:43", "open": 56.44, "high": 56.44, "low": 56.37, "close": 56.37, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 56.37, "ts": "2026-06-10T13:43:42", "bid1": 56.36, "ask1": 56.37, "bid_qty1": 200, "ask_qty1": 620 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-10T13:43:47", "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": 295.1812, "price_vs_vwap_pct": -2.5073, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0684, "prev_amount_yi": 1.0384, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0289, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 287.43, "high": 287.43, "low": 287.32, "close": 287.32, "amount_yi": 0.4017 }, { "time": "13:40", "open": 287.83, "high": 287.87, "low": 287.83, "close": 287.87, "amount_yi": 0.1295 }, { "time": "13:41", "open": 288.06, "high": 288.12, "low": 288.06, "close": 288.12, "amount_yi": 0.1633 }, { "time": "13:42", "open": 288.1, "high": 288.25, "low": 288.1, "close": 288.25, "amount_yi": 0.1522 }, { "time": "13:43", "open": 288.2, "high": 288.2, "low": 287.78, "close": 287.78, "amount_yi": 0.2217 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 287.78, "ts": "2026-06-10T13:43:44", "bid1": 287.76, "ask1": 287.79, "bid_qty1": 4, "ask_qty1": 983 }, "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": "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": "2026-06-10T13:43:47", "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": 466.0208, "price_vs_vwap_pct": -2.6009, "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": 0.202, "prev_amount_yi": 0.5148, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3924, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 452.01, "high": 452.42, "low": 452.01, "close": 452.42, "amount_yi": 0.0572 }, { "time": "13:40", "open": 453.52, "high": 453.52, "low": 452.89, "close": 452.89, "amount_yi": 0.0285 }, { "time": "13:41", "open": 452.88, "high": 453.82, "low": 452.88, "close": 453.82, "amount_yi": 0.0307 }, { "time": "13:42", "open": 453.52, "high": 453.52, "low": 453.42, "close": 453.42, "amount_yi": 0.0461 }, { "time": "13:43", "open": 454.83, "high": 454.83, "low": 453.9, "close": 453.9, "amount_yi": 0.0395 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 431.824, "quote": { "last": 453.9, "ts": "2026-06-10T13:43:45", "bid1": 453.91, "ask1": 454.55, "bid_qty1": 200, "ask_qty1": 651 }, "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": "2026-06-10T13:43:47", "sim_reason": "waiting_trigger", "qty": 1400, "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": 22.8804, "price_vs_vwap_pct": -3.8041, "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": 0.2705, "prev_amount_yi": 0.3012, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8981, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 22.01, "high": 22.02, "low": 22.01, "close": 22.02, "amount_yi": 0.0562 }, { "time": "13:40", "open": 22.09, "high": 22.09, "low": 22.05, "close": 22.05, "amount_yi": 0.0656 }, { "time": "13:41", "open": 22.12, "high": 22.12, "low": 22.08, "close": 22.08, "amount_yi": 0.059 }, { "time": "13:42", "open": 22.08, "high": 22.08, "low": 22.08, "close": 22.08, "amount_yi": 0.0416 }, { "time": "13:43", "open": 22.07, "high": 22.07, "low": 22.01, "close": 22.01, "amount_yi": 0.0481 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 22.01, "ts": "2026-06-10T13:43:45", "bid1": 22.0, "ask1": 22.01, "bid_qty1": 37300, "ask_qty1": 7600 }, "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": "2026-06-10T13:43:47", "sim_reason": "invalid_price_broken", "qty": 3800, "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": 8.1777, "price_vs_vwap_pct": -0.7056, "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": 0.1494, "prev_amount_yi": 0.1296, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1528, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 8.12, "high": 8.12, "low": 8.12, "close": 8.12, "amount_yi": 0.018 }, { "time": "13:40", "open": 8.12, "high": 8.12, "low": 8.12, "close": 8.12, "amount_yi": 0.0155 }, { "time": "13:41", "open": 8.12, "high": 8.13, "low": 8.12, "close": 8.13, "amount_yi": 0.0219 }, { "time": "13:42", "open": 8.14, "high": 8.14, "low": 8.13, "close": 8.13, "amount_yi": 0.0337 }, { "time": "13:43", "open": 8.14, "high": 8.14, "low": 8.12, "close": 8.12, "amount_yi": 0.0603 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 8.298, "quote": { "last": 8.12, "ts": "2026-06-10T13:43:45", "bid1": 8.11, "ask1": 8.12, "bid_qty1": 946064, "ask_qty1": 80800 }, "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": "2026-06-10T13:43:47", "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": 50.9456, "price_vs_vwap_pct": -1.6794, "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": 0.1349, "prev_amount_yi": 0.1087, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.241, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 50.05, "high": 50.07, "low": 50.05, "close": 50.07, "amount_yi": 0.0305 }, { "time": "13:40", "open": 50.15, "high": 50.2, "low": 50.15, "close": 50.2, "amount_yi": 0.0364 }, { "time": "13:41", "open": 50.26, "high": 50.31, "low": 50.26, "close": 50.31, "amount_yi": 0.0101 }, { "time": "13:42", "open": 50.24, "high": 50.24, "low": 50.22, "close": 50.22, "amount_yi": 0.0138 }, { "time": "13:43", "open": 50.23, "high": 50.23, "low": 50.09, "close": 50.09, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 50.09, "ts": "2026-06-10T13:43:44", "bid1": 50.09, "ask1": 50.1, "bid_qty1": 424, "ask_qty1": 249 }, "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": "2026-06-10T13:43:47", "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": 12.7931, "price_vs_vwap_pct": -2.1347, "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": 0.1062, "prev_amount_yi": 0.0887, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1973, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 12.51, "high": 12.52, "low": 12.51, "close": 12.52, "amount_yi": 0.0331 }, { "time": "13:40", "open": 12.53, "high": 12.53, "low": 12.52, "close": 12.52, "amount_yi": 0.0152 }, { "time": "13:41", "open": 12.51, "high": 12.52, "low": 12.51, "close": 12.52, "amount_yi": 0.0114 }, { "time": "13:42", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.0101 }, { "time": "13:43", "open": 12.55, "high": 12.55, "low": 12.52, "close": 12.52, "amount_yi": 0.0364 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 12.168, "quote": { "last": 12.52, "ts": "2026-06-10T13:43:45", "bid1": 12.51, "ask1": 12.52, "bid_qty1": 41500, "ask_qty1": 14600 }, "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": "2026-06-10T13:43:47", "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": 56.0335, "price_vs_vwap_pct": 0.2258, "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": 0.1326, "prev_amount_yi": 0.1554, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8533, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 56.11, "high": 56.11, "low": 56.04, "close": 56.04, "amount_yi": 0.0148 }, { "time": "13:40", "open": 56.08, "high": 56.08, "low": 56.03, "close": 56.03, "amount_yi": 0.0224 }, { "time": "13:41", "open": 56.09, "high": 56.12, "low": 56.09, "close": 56.12, "amount_yi": 0.0284 }, { "time": "13:42", "open": 56.19, "high": 56.24, "low": 56.19, "close": 56.24, "amount_yi": 0.0391 }, { "time": "13:43", "open": 56.26, "high": 56.26, "low": 56.16, "close": 56.16, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 56.16, "ts": "2026-06-10T13:43:44", "bid1": 56.11, "ask1": 56.16, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.301313:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SZSE.301313:BREAK_PREV_HIGH", "symbol": "SZSE.301313", "name": "凡拓数创", "side": "BUY", "priority": "W27", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.32, "exec_low": 66.32, "exec_high": 67.31, "invalid_price": 52.312, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:43:47", "sim_reason": "trigger_touched_but_above_exec_high", "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": 67.0784, "price_vs_vwap_pct": 0.4794, "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": 0.1454, "prev_amount_yi": 0.1864, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.78, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 67.02, "high": 67.02, "low": 66.97, "close": 66.97, "amount_yi": 0.0187 }, { "time": "13:40", "open": 66.52, "high": 66.99, "low": 66.52, "close": 66.99, "amount_yi": 0.0235 }, { "time": "13:41", "open": 66.99, "high": 67.57, "low": 66.99, "close": 67.57, "amount_yi": 0.0305 }, { "time": "13:42", "open": 67.85, "high": 67.85, "low": 67.2, "close": 67.2, "amount_yi": 0.0251 }, { "time": "13:43", "open": 67.25, "high": 67.4, "low": 67.25, "close": 67.4, "amount_yi": 0.0476 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 67.4, "ts": "2026-06-10T13:43:45", "bid1": 67.4, "ask1": 67.42, "bid_qty1": 500, "ask_qty1": 3100 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.64, "exec_low": 53.64, "exec_high": 54.44, "invalid_price": 46.966, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T13:43:47", "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": 57.0923, "price_vs_vwap_pct": 1.73, "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": 0.0349, "prev_amount_yi": 0.1682, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.2075, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0084 }, { "time": "13:40", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0145 }, { "time": "13:41", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0036 }, { "time": "13:42", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0053 }, { "time": "13:43", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "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": "2026-06-10T13:43:44", "bid1": 58.08, "ask1": 0.0, "bid_qty1": 5484562, "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": "2026-06-10T13:43:47", "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": 57.1028, "price_vs_vwap_pct": 1.0984, "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": 0.2279, "prev_amount_yi": 0.4115, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5538, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:39", "open": 57.67, "high": 57.67, "low": 57.67, "close": 57.67, "amount_yi": 0.0629 }, { "time": "13:40", "open": 57.65, "high": 57.66, "low": 57.65, "close": 57.66, "amount_yi": 0.0209 }, { "time": "13:41", "open": 57.72, "high": 57.83, "low": 57.72, "close": 57.83, "amount_yi": 0.0322 }, { "time": "13:42", "open": 57.83, "high": 57.88, "low": 57.83, "close": 57.88, "amount_yi": 0.0678 }, { "time": "13:43", "open": 57.95, "high": 57.95, "low": 57.73, "close": 57.73, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49375.5, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 57.73, "ts": "2026-06-10T13:43:44", "bid1": 57.73, "ask1": 57.75, "bid_qty1": 16300, "ask_qty1": 100 }, "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": 166236.0, "total_value": 987334.0, "unrealized_pnl": -820.0000000000032, "total_pnl": -12666.0, "total_pnl_pct": -1.2665999999999955 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 770.0, "market_value": 77000.0, "unrealized_pnl": -2500.0, "unrealized_pnl_pct": -3.1446540880503138, "updated_at": "2026-06-10T13:43:47", "position_pct_of_total": 7.798779339109156 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 96.08, "market_value": 48040.0, "unrealized_pnl": 354.9999999999969, "unrealized_pnl_pct": 0.7444689105588598, "updated_at": "2026-06-10T13:43:47", "position_pct_of_total": 4.865628044815635 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 411.96, "market_value": 41196.0, "unrealized_pnl": 1325.0, "unrealized_pnl_pct": 3.3232173760377126, "updated_at": "2026-06-10T13:43:47", "position_pct_of_total": 4.172448229271959 } ], "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": [ { "symbol": "SZSE.300502", "name": "新易盛", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 770.0, "avg_cost": 795.0, "pnl_pct": -3.1447, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 38, "source_event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY" } ], "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": 0.4375, "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": 2, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 0, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 1, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 1 } }