{ "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": "after_14:30_no_new_upgrade,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.5312, "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": -3.6002, "last": 33.47, "prev_close": 34.72, "vwap": 33.7322 }, { "symbol": "SZSE.300502", "name": "新易盛", "paper_scope": "active", "ret_pct": -1.1162, "last": 776.96, "prev_close": 785.73, "vwap": 778.7307 } ] }, "quote_source": "public_http_sina:33/33", "quote_stale_lock": false, "generated_at": "2026-06-10T14:30:40", "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": "2026-06-10T14:30:40", "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": 33.7322, "price_vs_vwap_pct": -0.7773, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2071, "prev_amount_yi": 0.1211, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7102, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 33.44, "high": 33.47, "low": 33.44, "close": 33.47, "amount_yi": 0.0385 }, { "time": "14:29", "open": 33.43, "high": 33.46, "low": 33.43, "close": 33.46, "amount_yi": 0.0828 }, { "time": "14:30", "open": 33.51, "high": 33.51, "low": 33.47, "close": 33.47, "amount_yi": 0.0858 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 118734.24, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 34.164, "quote": { "last": 33.47, "ts": "2026-06-10T14:30:37", "bid1": 33.45, "ask1": 33.47, "bid_qty1": 6300, "ask_qty1": 3800 }, "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": "2026-06-10T14:30:40", "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": 778.7307, "price_vs_vwap_pct": -0.2274, "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": 776.96, "ts": "2026-06-10T14:30:36", "bid1": 776.2, "ask1": 776.82, "bid_qty1": 100, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 3200, "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": 14.999, "price_vs_vwap_pct": 1.3401, "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": 0.1412, "prev_amount_yi": 0.135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0459, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 15.14, "high": 15.14, "low": 15.12, "close": 15.12, "amount_yi": 0.0138 }, { "time": "14:27", "open": 15.14, "high": 15.14, "low": 15.13, "close": 15.13, "amount_yi": 0.0145 }, { "time": "14:28", "open": 15.12, "high": 15.13, "low": 15.12, "close": 15.13, "amount_yi": 0.0147 }, { "time": "14:29", "open": 15.13, "high": 15.19, "low": 15.13, "close": 15.19, "amount_yi": 0.044 }, { "time": "14:30", "open": 15.19, "high": 15.2, "low": 15.19, "close": 15.2, "amount_yi": 0.0542 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.53, "quote": { "last": 15.2, "ts": "2026-06-10T14:30:36", "bid1": 15.19, "ask1": 15.2, "bid_qty1": 880, "ask_qty1": 118043 }, "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": "2026-06-10T14:30:40", "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": 96.545, "price_vs_vwap_pct": 0.0984, "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": 96.64, "ts": "2026-06-10T14:30:36", "bid1": 96.62, "ask1": 96.64, "bid_qty1": 100, "ask_qty1": 100 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 92.83, "exec_low": 95.39, "exec_high": 95.61, "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": "2026-06-10T14:30:40", "sim_reason": "minute_energy_amount_too_low", "qty": 500, "prev_close": 94.9, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 97.75, "max_chase_pct": 1.5, "base_exec_high": 94.22, "dynamic_exec_high": 95.61, "intraday_vwap": 95.3914, "price_vs_vwap_pct": 0.2292, "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": 0.0806, "prev_amount_yi": 0.0811, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9938, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 95.74, "high": 95.74, "low": 95.7, "close": 95.7, "amount_yi": 0.0121 }, { "time": "14:27", "open": 95.76, "high": 95.76, "low": 95.76, "close": 95.76, "amount_yi": 0.0202 }, { "time": "14:28", "open": 95.55, "high": 95.6, "low": 95.55, "close": 95.6, "amount_yi": 0.0192 }, { "time": "14:29", "open": 95.56, "high": 95.56, "low": 95.53, "close": 95.53, "amount_yi": 0.0063 }, { "time": "14:30", "open": 95.67, "high": 95.67, "low": 95.61, "close": 95.61, "amount_yi": 0.0228 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 92.17, "quote": { "last": 95.61, "ts": "2026-06-10T14:30:37", "bid1": 95.63, "ask1": 95.73, "bid_qty1": 800, "ask_qty1": 529 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "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": "2026-06-10T14:30:40", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 800, "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": 55.0729, "price_vs_vwap_pct": 3.2268, "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": 0.2478, "prev_amount_yi": 0.3219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7698, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 56.87, "high": 56.87, "low": 56.83, "close": 56.83, "amount_yi": 0.0361 }, { "time": "14:27", "open": 56.92, "high": 56.92, "low": 56.9, "close": 56.9, "amount_yi": 0.0539 }, { "time": "14:28", "open": 56.68, "high": 56.7, "low": 56.68, "close": 56.7, "amount_yi": 0.0573 }, { "time": "14:29", "open": 56.55, "high": 56.64, "low": 56.55, "close": 56.64, "amount_yi": 0.0215 }, { "time": "14:30", "open": 56.96, "high": 56.96, "low": 56.85, "close": 56.85, "amount_yi": 0.079 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 51.44, "quote": { "last": 56.85, "ts": "2026-06-10T14:30:36", "bid1": 56.85, "ask1": 56.86, "bid_qty1": 2700, "ask_qty1": 500 }, "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": "TOUCHED", "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2000, "prev_close": 24.44, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.17, "max_chase_pct": 1.5, "base_exec_high": 24.15, "dynamic_exec_high": null, "intraday_vwap": 24.3905, "price_vs_vwap_pct": -0.002, "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": 0.0357, "prev_amount_yi": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1406, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 24.41, "high": 24.42, "low": 24.41, "close": 24.42, "amount_yi": 0.0076 }, { "time": "14:27", "open": 24.43, "high": 24.43, "low": 24.42, "close": 24.42, "amount_yi": 0.0082 }, { "time": "14:28", "open": 24.38, "high": 24.42, "low": 24.38, "close": 24.42, "amount_yi": 0.0048 }, { "time": "14:29", "open": 24.39, "high": 24.39, "low": 24.39, "close": 24.39, "amount_yi": 0.0072 }, { "time": "14:30", "open": 24.4, "high": 24.4, "low": 24.39, "close": 24.39, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 24.122, "quote": { "last": 24.39, "ts": "2026-06-10T14:30:36", "bid1": 24.38, "ask1": 24.39, "bid_qty1": 10004, "ask_qty1": 710 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.001389:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.001389:VWAP_RECLAIM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 185.59, "exec_low": 187.71, "exec_high": 188.37, "invalid_price": 180.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 200, "prev_close": 189.25, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 194.93, "max_chase_pct": 1.5, "base_exec_high": 188.37, "dynamic_exec_high": null, "intraday_vwap": 183.0433, "price_vs_vwap_pct": -0.9633, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1561, "prev_amount_yi": 0.0851, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8343, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 181.19, "high": 181.19, "low": 181.18, "close": 181.18, "amount_yi": 0.0169 }, { "time": "14:27", "open": 181.23, "high": 181.23, "low": 181.22, "close": 181.22, "amount_yi": 0.0161 }, { "time": "14:28", "open": 181.13, "high": 181.62, "low": 181.13, "close": 181.62, "amount_yi": 0.0573 }, { "time": "14:29", "open": 181.17, "high": 181.35, "low": 181.17, "close": 181.35, "amount_yi": 0.0259 }, { "time": "14:30", "open": 181.22, "high": 181.28, "low": 181.22, "close": 181.28, "amount_yi": 0.0399 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 179.806, "quote": { "last": 181.28, "ts": "2026-06-10T14:30:39", "bid1": 181.15, "ask1": 181.27, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SZSE.300475:VWAP_RECLAIM:BUY", "plan_id": "20260609:SZSE.300475:VWAP_RECLAIM", "symbol": "SZSE.300475", "name": "香农芯创", "side": "BUY", "priority": "W6", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 166.84, "exec_low": 169.0, "exec_high": 169.34, "invalid_price": 161.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T14:30:40", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 200, "prev_close": 173.3, "theme": null, "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 178.5, "max_chase_pct": 1.5, "base_exec_high": 169.34, "dynamic_exec_high": null, "intraday_vwap": 178.1704, "price_vs_vwap_pct": 0.3085, "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": 0.3293, "prev_amount_yi": 0.4836, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6809, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:26", "open": 178.96, "high": 178.96, "low": 178.87, "close": 178.87, "amount_yi": 0.0573 }, { "time": "14:27", "open": 178.88, "high": 178.94, "low": 178.88, "close": 178.94, "amount_yi": 0.0547 }, { "time": "14:28", "open": 178.7, "high": 178.81, "low": 178.7, "close": 178.81, "amount_yi": 0.0574 }, { "time": "14:29", "open": 178.76, "high": 178.76, "low": 178.73, "close": 178.73, "amount_yi": 0.0427 }, { "time": "14:30", "open": 178.98, "high": 178.98, "low": 178.72, "close": 178.72, "amount_yi": 0.1172 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 173.264, "quote": { "last": 178.72, "ts": "2026-06-10T14:30:36", "bid1": 178.72, "ask1": 178.73, "bid_qty1": 400, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688187:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688187:BREAK_PREV_HIGH", "symbol": "SHSE.688187", "name": "时代电气", "side": "BUY", "priority": "W7", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 58.19, "exec_low": 58.19, "exec_high": 59.06, "invalid_price": 56.356, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 900, "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": 55.1167, "price_vs_vwap_pct": -1.5181, "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": 0.0747, "prev_amount_yi": 0.0567, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3175, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 54.28, "high": 54.28, "low": 54.25, "close": 54.25, "amount_yi": 0.0244 }, { "time": "14:27", "open": 54.27, "high": 54.37, "low": 54.27, "close": 54.37, "amount_yi": 0.0148 }, { "time": "14:28", "open": 54.35, "high": 54.35, "low": 54.33, "close": 54.33, "amount_yi": 0.0055 }, { "time": "14:29", "open": 54.32, "high": 54.32, "low": 54.28, "close": 54.28, "amount_yi": 0.0092 }, { "time": "14:30", "open": 54.34, "high": 54.34, "low": 54.28, "close": 54.28, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 56.356, "quote": { "last": 54.28, "ts": "2026-06-10T14:30:38", "bid1": 54.28, "ask1": 54.29, "bid_qty1": 6376, "ask_qty1": 294 }, "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": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 300, "prev_close": 143.79, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 158.17, "max_chase_pct": 1.5, "base_exec_high": 147.76, "dynamic_exec_high": null, "intraday_vwap": 141.0436, "price_vs_vwap_pct": -0.5485, "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": 0.2513, "prev_amount_yi": 0.1754, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4327, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 141.02, "high": 141.02, "low": 141.01, "close": 141.01, "amount_yi": 0.0295 }, { "time": "14:27", "open": 140.92, "high": 141.13, "low": 140.92, "close": 141.13, "amount_yi": 0.0102 }, { "time": "14:28", "open": 140.71, "high": 140.77, "low": 140.71, "close": 140.77, "amount_yi": 0.0635 }, { "time": "14:29", "open": 140.5, "high": 140.5, "low": 140.15, "close": 140.15, "amount_yi": 0.0584 }, { "time": "14:30", "open": 140.33, "high": 140.33, "low": 140.27, "close": 140.27, "amount_yi": 0.0897 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 142.448, "quote": { "last": 140.27, "ts": "2026-06-10T14:30:39", "bid1": 140.21, "ask1": 140.36, "bid_qty1": 100, "ask_qty1": 200 }, "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": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 1500, "prev_close": 32.94, "theme": "IGBT概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.53, "max_chase_pct": 1.5, "base_exec_high": 33.65, "dynamic_exec_high": null, "intraday_vwap": 31.837, "price_vs_vwap_pct": -1.2784, "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": 0.0656, "prev_amount_yi": 0.0682, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9619, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 31.44, "high": 31.44, "low": 31.43, "close": 31.43, "amount_yi": 0.0273 }, { "time": "14:27", "open": 31.44, "high": 31.44, "low": 31.44, "close": 31.44, "amount_yi": 0.0041 }, { "time": "14:28", "open": 31.41, "high": 31.42, "low": 31.41, "close": 31.42, "amount_yi": 0.0166 }, { "time": "14:29", "open": 31.42, "high": 31.42, "low": 31.42, "close": 31.42, "amount_yi": 0.0058 }, { "time": "14:30", "open": 31.48, "high": 31.48, "low": 31.43, "close": 31.43, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.498, "quote": { "last": 31.43, "ts": "2026-06-10T14:30:36", "bid1": 31.41, "ask1": 31.43, "bid_qty1": 2100, "ask_qty1": 3800 }, "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": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 2300, "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": 21.4789, "price_vs_vwap_pct": -1.1123, "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": 0.0495, "prev_amount_yi": 0.0782, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.633, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 21.22, "high": 21.22, "low": 21.22, "close": 21.22, "amount_yi": 0.0069 }, { "time": "14:27", "open": 21.24, "high": 21.24, "low": 21.23, "close": 21.23, "amount_yi": 0.0052 }, { "time": "14:28", "open": 21.21, "high": 21.22, "low": 21.21, "close": 21.22, "amount_yi": 0.0054 }, { "time": "14:29", "open": 21.18, "high": 21.2, "low": 21.18, "close": 21.2, "amount_yi": 0.0203 }, { "time": "14:30", "open": 21.25, "high": 21.25, "low": 21.24, "close": 21.24, "amount_yi": 0.0117 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.442, "quote": { "last": 21.24, "ts": "2026-06-10T14:30:36", "bid1": 21.23, "ask1": 21.24, "bid_qty1": 600, "ask_qty1": 6000 }, "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": "ACTIONABLE", "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched", "qty": 100, "prev_close": 617.1, "theme": "氮化镓", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 678.81, "max_chase_pct": 1.5, "base_exec_high": 629.1, "dynamic_exec_high": null, "intraday_vwap": 625.3549, "price_vs_vwap_pct": -0.69, "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": 0.8897, "prev_amount_yi": 1.0953, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8123, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 620.15, "high": 620.15, "low": 619.85, "close": 619.85, "amount_yi": 0.2566 }, { "time": "14:27", "open": 619.89, "high": 620.97, "low": 619.89, "close": 620.97, "amount_yi": 0.1044 }, { "time": "14:28", "open": 620.02, "high": 620.02, "low": 620.02, "close": 620.02, "amount_yi": 0.1805 }, { "time": "14:29", "open": 620.37, "high": 620.37, "low": 620.18, "close": 620.18, "amount_yi": 0.1085 }, { "time": "14:30", "open": 620.99, "high": 621.04, "low": 620.99, "close": 621.04, "amount_yi": 0.2397 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 609.608, "quote": { "last": 621.04, "ts": "2026-06-10T14:30:39", "bid1": 621.04, "ask1": 621.45, "bid_qty1": 1400, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1200, "prev_close": 35.28, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 38.81, "max_chase_pct": 1.5, "base_exec_high": 36.06, "dynamic_exec_high": null, "intraday_vwap": 37.6599, "price_vs_vwap_pct": 3.0539, "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": 0.0035, "prev_amount_yi": 0.0018, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.9444, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:25", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0017 }, { "time": "14:26", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0005 }, { "time": "14:27", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0002 }, { "time": "14:28", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.001 }, { "time": "14:30", "open": 38.81, "high": 38.81, "low": 38.81, "close": 38.81, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "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": "2026-06-10T14:30:36", "bid1": 38.81, "ask1": 0.0, "bid_qty1": 2676283, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2200, "prev_close": 21.61, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.93, "max_chase_pct": 1.5, "base_exec_high": 22.03, "dynamic_exec_high": null, "intraday_vwap": 22.2022, "price_vs_vwap_pct": 0.8459, "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": 0.045, "prev_amount_yi": 0.0496, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9073, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 22.4, "high": 22.41, "low": 22.4, "close": 22.41, "amount_yi": 0.0051 }, { "time": "14:27", "open": 22.42, "high": 22.42, "low": 22.4, "close": 22.4, "amount_yi": 0.0072 }, { "time": "14:28", "open": 22.38, "high": 22.38, "low": 22.38, "close": 22.38, "amount_yi": 0.0077 }, { "time": "14:29", "open": 22.37, "high": 22.37, "low": 22.35, "close": 22.35, "amount_yi": 0.017 }, { "time": "14:30", "open": 22.39, "high": 22.39, "low": 22.39, "close": 22.39, "amount_yi": 0.008 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.486, "quote": { "last": 22.39, "ts": "2026-06-10T14:30:36", "bid1": 22.38, "ask1": 22.39, "bid_qty1": 100, "ask_qty1": 4000 }, "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": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 58.85, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 64.74, "max_chase_pct": 1.5, "base_exec_high": 60.34, "dynamic_exec_high": null, "intraday_vwap": 56.0814, "price_vs_vwap_pct": -1.1615, "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": 0.3877, "prev_amount_yi": 0.6055, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6403, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 55.35, "high": 55.39, "low": 55.35, "close": 55.39, "amount_yi": 0.0957 }, { "time": "14:27", "open": 55.4, "high": 55.4, "low": 55.4, "close": 55.4, "amount_yi": 0.0762 }, { "time": "14:28", "open": 55.35, "high": 55.4, "low": 55.35, "close": 55.4, "amount_yi": 0.0893 }, { "time": "14:29", "open": 55.36, "high": 55.36, "low": 55.36, "close": 55.36, "amount_yi": 0.0507 }, { "time": "14:30", "open": 55.45, "high": 55.45, "low": 55.43, "close": 55.43, "amount_yi": 0.0758 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.92, "quote": { "last": 55.43, "ts": "2026-06-10T14:30:37", "bid1": 55.45, "ask1": 55.48, "bid_qty1": 20000, "ask_qty1": 3100 }, "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": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 1200, "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": 41.2734, "price_vs_vwap_pct": -0.9532, "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": 0.0542, "prev_amount_yi": 0.024, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.2583, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 40.82, "high": 40.9, "low": 40.82, "close": 40.9, "amount_yi": 0.0266 }, { "time": "14:27", "open": 40.92, "high": 40.95, "low": 40.92, "close": 40.95, "amount_yi": 0.0024 }, { "time": "14:28", "open": 40.87, "high": 40.91, "low": 40.87, "close": 40.91, "amount_yi": 0.0066 }, { "time": "14:29", "open": 40.9, "high": 40.92, "low": 40.9, "close": 40.92, "amount_yi": 0.0142 }, { "time": "14:30", "open": 40.94, "high": 40.94, "low": 40.88, "close": 40.88, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 39.906, "quote": { "last": 40.88, "ts": "2026-06-10T14:30:36", "bid1": 40.88, "ask1": 40.93, "bid_qty1": 300, "ask_qty1": 500 }, "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": "OBSERVE", "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": "2026-06-10T14:30:40", "sim_reason": "minute_energy_amount_too_low", "qty": 400, "prev_close": 121.33, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 145.6, "max_chase_pct": 1.5, "base_exec_high": 123.24, "dynamic_exec_high": null, "intraday_vwap": 123.0414, "price_vs_vwap_pct": -1.1227, "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": 0.3793, "prev_amount_yi": 0.4041, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9386, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 121.64, "high": 121.64, "low": 121.63, "close": 121.63, "amount_yi": 0.0501 }, { "time": "14:27", "open": 121.64, "high": 121.65, "low": 121.64, "close": 121.65, "amount_yi": 0.0423 }, { "time": "14:28", "open": 121.58, "high": 121.62, "low": 121.58, "close": 121.62, "amount_yi": 0.0853 }, { "time": "14:29", "open": 121.48, "high": 121.48, "low": 121.48, "close": 121.48, "amount_yi": 0.1131 }, { "time": "14:30", "open": 121.65, "high": 121.66, "low": 121.65, "close": 121.66, "amount_yi": 0.0885 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 118.802, "quote": { "last": 121.66, "ts": "2026-06-10T14:30:36", "bid1": 121.53, "ask1": 121.66, "bid_qty1": 100, "ask_qty1": 3300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1500, "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": 29.5443, "price_vs_vwap_pct": 4.7579, "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": 0.6732, "prev_amount_yi": 1.0155, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6629, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 31.0, "high": 31.11, "low": 31.0, "close": 31.11, "amount_yi": 0.1371 }, { "time": "14:27", "open": 31.17, "high": 31.17, "low": 30.97, "close": 30.97, "amount_yi": 0.1827 }, { "time": "14:28", "open": 30.96, "high": 31.06, "low": 30.96, "close": 31.06, "amount_yi": 0.1012 }, { "time": "14:29", "open": 31.03, "high": 31.03, "low": 30.98, "close": 30.98, "amount_yi": 0.1464 }, { "time": "14:30", "open": 30.96, "high": 30.96, "low": 30.95, "close": 30.95, "amount_yi": 0.1058 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 27.796, "quote": { "last": 30.95, "ts": "2026-06-10T14:30:39", "bid1": 30.95, "ask1": 30.96, "bid_qty1": 800, "ask_qty1": 400 }, "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": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 900, "prev_close": 56.9, "theme": "光纤概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.59, "max_chase_pct": 1.5, "base_exec_high": 58.02, "dynamic_exec_high": null, "intraday_vwap": 53.1924, "price_vs_vwap_pct": -1.3017, "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": 0.6411, "prev_amount_yi": 0.5519, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1616, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 52.33, "high": 52.33, "low": 52.32, "close": 52.32, "amount_yi": 0.1493 }, { "time": "14:27", "open": 52.35, "high": 52.4, "low": 52.35, "close": 52.4, "amount_yi": 0.0824 }, { "time": "14:28", "open": 52.4, "high": 52.47, "low": 52.4, "close": 52.47, "amount_yi": 0.0952 }, { "time": "14:29", "open": 52.37, "high": 52.37, "low": 52.36, "close": 52.36, "amount_yi": 0.1886 }, { "time": "14:30", "open": 52.49, "high": 52.5, "low": 52.49, "close": 52.5, "amount_yi": 0.1256 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 54.306, "quote": { "last": 52.5, "ts": "2026-06-10T14:30:37", "bid1": 52.43, "ask1": 52.5, "bid_qty1": 4300, "ask_qty1": 7000 }, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 55.43, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 66.52, "max_chase_pct": 1.5, "base_exec_high": 56.62, "dynamic_exec_high": null, "intraday_vwap": 57.6214, "price_vs_vwap_pct": -0.9743, "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": 0.1004, "prev_amount_yi": 0.0538, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.8662, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 56.82, "high": 56.89, "low": 56.82, "close": 56.89, "amount_yi": 0.0036 }, { "time": "14:27", "open": 56.98, "high": 56.98, "low": 56.93, "close": 56.93, "amount_yi": 0.0239 }, { "time": "14:28", "open": 57.15, "high": 57.15, "low": 57.12, "close": 57.12, "amount_yi": 0.0285 }, { "time": "14:29", "open": 56.99, "high": 57.0, "low": 56.99, "close": 57.0, "amount_yi": 0.0106 }, { "time": "14:30", "open": 57.03, "high": 57.06, "low": 57.03, "close": 57.06, "amount_yi": 0.0338 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 50.674, "quote": { "last": 57.06, "ts": "2026-06-10T14:30:36", "bid1": 57.04, "ask1": 57.06, "bid_qty1": 100, "ask_qty1": 16400 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.688012:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.688012:BREAK_PREV_HIGH", "symbol": "SHSE.688012", "name": "中微公司", "side": "BUY", "priority": "W20", "status": "ACTIONABLE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 286.0, "exec_low": 286.0, "exec_high": 290.29, "invalid_price": 280.364, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T14:30:40", "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": 294.413, "price_vs_vwap_pct": -1.5804, "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": 0.8856, "prev_amount_yi": 0.8155, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.086, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 289.69, "high": 289.69, "low": 289.55, "close": 289.55, "amount_yi": 0.1745 }, { "time": "14:27", "open": 289.5, "high": 289.55, "low": 289.5, "close": 289.55, "amount_yi": 0.1097 }, { "time": "14:28", "open": 289.27, "high": 289.4, "low": 289.27, "close": 289.4, "amount_yi": 0.2702 }, { "time": "14:29", "open": 289.26, "high": 289.42, "low": 289.26, "close": 289.42, "amount_yi": 0.1698 }, { "time": "14:30", "open": 289.81, "high": 289.81, "low": 289.76, "close": 289.76, "amount_yi": 0.1614 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 280.364, "quote": { "last": 289.76, "ts": "2026-06-10T14:30:38", "bid1": 289.72, "ask1": 289.76, "bid_qty1": 2771, "ask_qty1": 450 }, "previous_state": "OBSERVE", "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": "2026-06-10T14:30:40", "sim_reason": "minute_energy_amount_too_low", "qty": 100, "prev_close": 463.0, "theme": "氮化镓", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 555.6, "max_chase_pct": 1.5, "base_exec_high": 475.68, "dynamic_exec_high": null, "intraday_vwap": 465.2154, "price_vs_vwap_pct": 0.9167, "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": 0.1941, "prev_amount_yi": 0.3125, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6211, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 468.0, "high": 469.92, "low": 468.0, "close": 469.92, "amount_yi": 0.0342 }, { "time": "14:27", "open": 469.87, "high": 469.87, "low": 467.45, "close": 467.45, "amount_yi": 0.0638 }, { "time": "14:28", "open": 469.4, "high": 469.74, "low": 469.4, "close": 469.74, "amount_yi": 0.0149 }, { "time": "14:29", "open": 469.74, "high": 469.74, "low": 469.66, "close": 469.66, "amount_yi": 0.0384 }, { "time": "14:30", "open": 469.52, "high": 469.52, "low": 469.48, "close": 469.48, "amount_yi": 0.0428 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 431.824, "quote": { "last": 469.48, "ts": "2026-06-10T14:30:39", "bid1": 469.47, "ask1": 469.48, "bid_qty1": 56, "ask_qty1": 791 }, "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": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 2200, "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": 22.7971, "price_vs_vwap_pct": -3.014, "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": 0.3659, "prev_amount_yi": 0.2228, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6423, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 22.07, "high": 22.08, "low": 22.07, "close": 22.08, "amount_yi": 0.103 }, { "time": "14:27", "open": 22.07, "high": 22.09, "low": 22.07, "close": 22.09, "amount_yi": 0.071 }, { "time": "14:28", "open": 22.06, "high": 22.07, "low": 22.06, "close": 22.07, "amount_yi": 0.0568 }, { "time": "14:29", "open": 22.07, "high": 22.07, "low": 22.06, "close": 22.06, "amount_yi": 0.0593 }, { "time": "14:30", "open": 22.11, "high": 22.11, "low": 22.11, "close": 22.11, "amount_yi": 0.0758 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.426, "quote": { "last": 22.11, "ts": "2026-06-10T14:30:36", "bid1": 22.09, "ask1": 22.1, "bid_qty1": 7500, "ask_qty1": 200 }, "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": "2026-06-10T14:30:40", "sim_reason": "invalid_price_broken", "qty": 6000, "prev_close": 8.55, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.26, "max_chase_pct": 1.5, "base_exec_high": 8.76, "dynamic_exec_high": null, "intraday_vwap": 8.1685, "price_vs_vwap_pct": -0.5937, "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": 0.1926, "prev_amount_yi": 0.2193, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8782, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 8.12, "high": 8.12, "low": 8.12, "close": 8.12, "amount_yi": 0.0498 }, { "time": "14:27", "open": 8.11, "high": 8.13, "low": 8.11, "close": 8.13, "amount_yi": 0.0389 }, { "time": "14:28", "open": 8.12, "high": 8.12, "low": 8.12, "close": 8.12, "amount_yi": 0.0283 }, { "time": "14:29", "open": 8.11, "high": 8.11, "low": 8.11, "close": 8.11, "amount_yi": 0.032 }, { "time": "14:30", "open": 8.13, "high": 8.13, "low": 8.12, "close": 8.12, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "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": "2026-06-10T14:30:36", "bid1": 8.12, "ask1": 8.13, "bid_qty1": 4900, "ask_qty1": 215961 }, "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": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 900, "prev_close": 52.8, "theme": "柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 63.36, "max_chase_pct": 1.5, "base_exec_high": 54.99, "dynamic_exec_high": null, "intraday_vwap": 50.8714, "price_vs_vwap_pct": -0.5335, "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": 0.0512, "prev_amount_yi": 0.0857, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5974, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 50.65, "high": 50.67, "low": 50.65, "close": 50.67, "amount_yi": 0.0025 }, { "time": "14:27", "open": 50.61, "high": 50.66, "low": 50.61, "close": 50.66, "amount_yi": 0.0055 }, { "time": "14:28", "open": 50.62, "high": 50.68, "low": 50.62, "close": 50.68, "amount_yi": 0.0151 }, { "time": "14:29", "open": 50.6, "high": 50.6, "low": 50.6, "close": 50.6, "amount_yi": 0.0131 }, { "time": "14:30", "open": 50.65, "high": 50.65, "low": 50.6, "close": 50.6, "amount_yi": 0.015 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.756, "quote": { "last": 50.6, "ts": "2026-06-10T14:30:38", "bid1": 50.59, "ask1": 50.6, "bid_qty1": 322, "ask_qty1": 1669 }, "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": "2026-06-10T14:30:40", "sim_reason": "waiting_trigger", "qty": 3900, "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": 12.7643, "price_vs_vwap_pct": -1.5222, "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": 0.0817, "prev_amount_yi": 0.0657, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2435, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 12.59, "high": 12.59, "low": 12.57, "close": 12.57, "amount_yi": 0.0125 }, { "time": "14:27", "open": 12.57, "high": 12.59, "low": 12.57, "close": 12.59, "amount_yi": 0.0153 }, { "time": "14:28", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0098 }, { "time": "14:29", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.0134 }, { "time": "14:30", "open": 12.6, "high": 12.6, "low": 12.57, "close": 12.57, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "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": "2026-06-10T14:30:39", "bid1": 12.56, "ask1": 12.57, "bid_qty1": 20600, "ask_qty1": 100 }, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 52.95, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.25, "max_chase_pct": 1.5, "base_exec_high": 54.46, "dynamic_exec_high": null, "intraday_vwap": 56.0469, "price_vs_vwap_pct": 0.862, "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": 0.1068, "prev_amount_yi": 0.1344, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7946, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 56.56, "high": 56.56, "low": 56.51, "close": 56.51, "amount_yi": 0.0353 }, { "time": "14:27", "open": 56.47, "high": 56.47, "low": 56.4, "close": 56.4, "amount_yi": 0.0222 }, { "time": "14:28", "open": 56.4, "high": 56.45, "low": 56.4, "close": 56.45, "amount_yi": 0.0121 }, { "time": "14:29", "open": 56.5, "high": 56.55, "low": 56.5, "close": 56.55, "amount_yi": 0.0237 }, { "time": "14:30", "open": 56.54, "high": 56.54, "low": 56.53, "close": 56.53, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 46.396, "quote": { "last": 56.53, "ts": "2026-06-10T14:30:38", "bid1": 56.52, "ask1": 56.53, "bid_qty1": 4700, "ask_qty1": 1000 }, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 700, "prev_close": 64.63, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 77.56, "max_chase_pct": 1.5, "base_exec_high": 67.31, "dynamic_exec_high": null, "intraday_vwap": 67.1089, "price_vs_vwap_pct": 1.4769, "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": 0.1022, "prev_amount_yi": 0.1385, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7379, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 67.34, "high": 67.45, "low": 67.34, "close": 67.45, "amount_yi": 0.0125 }, { "time": "14:27", "open": 67.55, "high": 67.6, "low": 67.55, "close": 67.6, "amount_yi": 0.0265 }, { "time": "14:28", "open": 67.61, "high": 67.62, "low": 67.61, "close": 67.62, "amount_yi": 0.0227 }, { "time": "14:29", "open": 67.62, "high": 67.62, "low": 67.62, "close": 67.62, "amount_yi": 0.0131 }, { "time": "14:30", "open": 67.85, "high": 68.1, "low": 67.85, "close": 68.1, "amount_yi": 0.0274 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.312, "quote": { "last": 68.1, "ts": "2026-06-10T14:30:36", "bid1": 68.13, "ask1": 68.14, "bid_qty1": 1700, "ask_qty1": 400 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY", "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.64, "exec_low": 53.64, "exec_high": 54.44, "invalid_price": 46.966, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 52.8, "theme": "题材股", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.08, "max_chase_pct": 1.5, "base_exec_high": 54.44, "dynamic_exec_high": null, "intraday_vwap": 57.0992, "price_vs_vwap_pct": 1.7177, "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": 0.0146, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.187, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0029 }, { "time": "14:27", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0019 }, { "time": "14:28", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0016 }, { "time": "14:29", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0026 }, { "time": "14:30", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "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": "2026-06-10T14:30:38", "bid1": 58.08, "ask1": 0.0, "bid_qty1": 5147047, "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": "2026-06-10T14:30:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": 55.55, "theme": "玻璃基板", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 61.11, "max_chase_pct": 1.5, "base_exec_high": 56.41, "dynamic_exec_high": null, "intraday_vwap": 57.2029, "price_vs_vwap_pct": 1.7256, "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": 0.3748, "prev_amount_yi": 0.1677, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.2349, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 58.3, "high": 58.33, "low": 58.3, "close": 58.33, "amount_yi": 0.1402 }, { "time": "14:27", "open": 58.34, "high": 58.34, "low": 58.32, "close": 58.32, "amount_yi": 0.0514 }, { "time": "14:28", "open": 58.2, "high": 58.2, "low": 58.18, "close": 58.18, "amount_yi": 0.0576 }, { "time": "14:29", "open": 58.2, "high": 58.24, "low": 58.2, "close": 58.24, "amount_yi": 0.0506 }, { "time": "14:30", "open": 58.2, "high": 58.2, "low": 58.19, "close": 58.19, "amount_yi": 0.075 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 49472.6, "current_position_value": 0.0, "cash_before_order": 821098.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 49.516, "quote": { "last": 58.19, "ts": "2026-06-10T14:30:38", "bid1": 58.19, "ask1": 58.2, "bid_qty1": 600, "ask_qty1": 800 }, "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": 168304.0, "total_value": 989402.0, "unrealized_pnl": 1248.0000000000034, "total_pnl": -10598.0, "total_pnl_pct": -1.0597999999999996 }, "paper_positions": [ { "symbol": "SZSE.300502", "name": "新易盛", "quantity": 100, "sellable_qty": 0, "avg_cost": 795.0, "last_price": 776.96, "market_value": 77696.0, "unrealized_pnl": -1803.9999999999964, "unrealized_pnl_pct": -2.2691823899371077, "updated_at": "2026-06-10T14:30:40", "position_pct_of_total": 7.852824231202282 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 0, "avg_cost": 95.37, "last_price": 96.64, "market_value": 48320.0, "unrealized_pnl": 634.999999999998, "unrealized_pnl_pct": 1.331655656915176, "updated_at": "2026-06-10T14:30:40", "position_pct_of_total": 4.883758068004714 }, { "symbol": "SHSE.688017", "name": "绿的谐波", "quantity": 100, "sellable_qty": 100, "avg_cost": 398.71, "last_price": 422.88, "market_value": 42288.0, "unrealized_pnl": 2417.000000000002, "unrealized_pnl_pct": 6.06205011160994, "updated_at": "2026-06-10T14:30:40", "position_pct_of_total": 4.274096878720682 } ], "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": 95.61, "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_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 776.96, "avg_cost": 795.0, "pnl_pct": -2.2692, "threshold": -2.0, "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": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "盘中确认时间窗未满足，保持中性总仓", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 60.0, "effective_shadow_total_position_pct": 35.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.5312, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,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 } }