{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260610", "trade_date": "20260611", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.4667, "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": 0, "sample_total": 15, "active_samples": [] }, "quote_source": "public_http_sina:16/16", "quote_stale_lock": false, "generated_at": "2026-06-11T09:59:07", "signals": [ { "event_id": "20260610:20260611:SHSE.688602:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.688602:BREAK_PREV_HIGH", "symbol": "SHSE.688602", "name": "康鹏科技", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.59, "exec_low": 7.59, "exec_high": 7.7, "invalid_price": 7.5, "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": "2026-06-11T09:59:07", "sim_reason": "invalid_price_broken", "qty": 6400, "prev_close": 7.5, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.76, "max_chase_pct": 1.5, "base_exec_high": 7.7, "dynamic_exec_high": null, "intraday_vwap": 7.4592, "price_vs_vwap_pct": 0.4129, "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": 0.0165, "prev_amount_yi": 0.0352, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4688, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 7.47, "high": 7.48, "low": 7.47, "close": 7.48, "amount_yi": 0.0017 }, { "time": "09:56", "open": 7.5, "high": 7.5, "low": 7.47, "close": 7.47, "amount_yi": 0.0048 }, { "time": "09:57", "open": 7.47, "high": 7.48, "low": 7.47, "close": 7.48, "amount_yi": 0.0012 }, { "time": "09:58", "open": 7.48, "high": 7.51, "low": 7.48, "close": 7.51, "amount_yi": 0.0022 }, { "time": "09:59", "open": 7.49, "high": 7.49, "low": 7.49, "close": 7.49, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.122, "quote": { "last": 7.49, "ts": "2026-06-11T09:59:03", "bid1": 7.48, "ask1": 7.49, "bid_qty1": 43000, "ask_qty1": 203 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.688138:VWAP_RECLAIM:BUY", "plan_id": "20260610:SHSE.688138:VWAP_RECLAIM", "symbol": "SHSE.688138", "name": "清溢光电", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 33.49, "exec_low": 33.82, "exec_high": 33.99, "invalid_price": 32.7, "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": "2026-06-11T09:59:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1300, "prev_close": 34.2, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.23, "max_chase_pct": 1.5, "base_exec_high": 33.99, "dynamic_exec_high": null, "intraday_vwap": 34.8382, "price_vs_vwap_pct": -0.368, "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": 0.2061, "prev_amount_yi": 0.1985, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0383, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:55", "open": 35.02, "high": 35.14, "low": 35.02, "close": 35.14, "amount_yi": 0.0328 }, { "time": "09:56", "open": 35.16, "high": 35.27, "low": 35.16, "close": 35.27, "amount_yi": 0.031 }, { "time": "09:57", "open": 35.16, "high": 35.16, "low": 35.15, "close": 35.15, "amount_yi": 0.0617 }, { "time": "09:58", "open": 35.0, "high": 35.0, "low": 34.7, "close": 34.7, "amount_yi": 0.0654 }, { "time": "09:59", "open": 34.71, "high": 34.71, "low": 34.71, "close": 34.71, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.172, "quote": { "last": 34.71, "ts": "2026-06-11T09:59:04", "bid1": 34.71, "ask1": 34.72, "bid_qty1": 2620, "ask_qty1": 400 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.688545:VWAP_RECLAIM:BUY", "plan_id": "20260610:SHSE.688545:VWAP_RECLAIM", "symbol": "SHSE.688545", "name": "兴福电子", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 85.13, "exec_low": 86.14, "exec_high": 86.41, "invalid_price": 82.78, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 400, "prev_close": 87.1, "theme": null, "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 89.71, "max_chase_pct": 1.5, "base_exec_high": 86.41, "dynamic_exec_high": null, "intraday_vwap": 95.9815, "price_vs_vwap_pct": 3.8429, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1407, "prev_amount_yi": 0.8493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3431, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:55", "open": 101.8, "high": 101.8, "low": 101.3, "close": 101.3, "amount_yi": 0.5569 }, { "time": "09:56", "open": 100.3, "high": 100.3, "low": 99.89, "close": 99.89, "amount_yi": 0.195 }, { "time": "09:57", "open": 100.3, "high": 100.3, "low": 100.18, "close": 100.18, "amount_yi": 0.1826 }, { "time": "09:58", "open": 99.88, "high": 99.88, "low": 99.7, "close": 99.7, "amount_yi": 0.1455 }, { "time": "09:59", "open": 99.67, "high": 99.67, "low": 99.67, "close": 99.67, "amount_yi": 0.0607 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.288, "quote": { "last": 99.67, "ts": "2026-06-11T09:59:04", "bid1": 99.62, "ask1": 99.66, "bid_qty1": 1411, "ask_qty1": 1073 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.603650:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.603650:BREAK_PREV_HIGH", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 60.97, "exec_low": 60.97, "exec_high": 61.88, "invalid_price": 55.252, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": 59.77, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 65.75, "max_chase_pct": 1.5, "base_exec_high": 61.88, "dynamic_exec_high": null, "intraday_vwap": 60.5231, "price_vs_vwap_pct": -0.8973, "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": 0.8001, "prev_amount_yi": 0.5735, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3951, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 60.38, "high": 60.61, "low": 60.38, "close": 60.61, "amount_yi": 0.2115 }, { "time": "09:56", "open": 60.7, "high": 60.71, "low": 60.7, "close": 60.71, "amount_yi": 0.109 }, { "time": "09:57", "open": 60.56, "high": 60.56, "low": 60.41, "close": 60.41, "amount_yi": 0.074 }, { "time": "09:58", "open": 60.31, "high": 60.31, "low": 59.8, "close": 59.8, "amount_yi": 0.2954 }, { "time": "09:59", "open": 59.98, "high": 59.98, "low": 59.98, "close": 59.98, "amount_yi": 0.1102 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 55.252, "quote": { "last": 59.98, "ts": "2026-06-11T09:59:04", "bid1": 59.86, "ask1": 59.98, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.688181:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.688181:BREAK_PREV_HIGH", "symbol": "SHSE.688181", "name": "八亿时空", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 44.3, "exec_low": 44.3, "exec_high": 44.96, "invalid_price": 40.54, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 1100, "prev_close": 43.97, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.76, "max_chase_pct": 1.5, "base_exec_high": 44.96, "dynamic_exec_high": null, "intraday_vwap": 43.1357, "price_vs_vwap_pct": 0.0795, "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": 0.0924, "prev_amount_yi": 0.1196, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7726, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 43.3, "high": 43.37, "low": 43.3, "close": 43.37, "amount_yi": 0.0149 }, { "time": "09:56", "open": 43.38, "high": 43.41, "low": 43.38, "close": 43.41, "amount_yi": 0.0158 }, { "time": "09:57", "open": 43.39, "high": 43.6, "low": 43.39, "close": 43.6, "amount_yi": 0.0193 }, { "time": "09:58", "open": 43.4, "high": 43.4, "low": 43.23, "close": 43.23, "amount_yi": 0.0306 }, { "time": "09:59", "open": 43.17, "high": 43.17, "low": 43.17, "close": 43.17, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 40.54, "quote": { "last": 43.17, "ts": "2026-06-11T09:59:04", "bid1": 43.16, "ask1": 43.17, "bid_qty1": 300, "ask_qty1": 1218 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.688432:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.688432:BREAK_PREV_HIGH", "symbol": "SHSE.688432", "name": "有研硅", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.94, "exec_low": 24.94, "exec_high": 25.31, "invalid_price": 21.33, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 2000, "prev_close": 23.87, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.64, "max_chase_pct": 1.5, "base_exec_high": 25.31, "dynamic_exec_high": null, "intraday_vwap": 23.4965, "price_vs_vwap_pct": -2.0705, "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": 0.3912, "prev_amount_yi": 0.4407, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8877, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 23.64, "high": 23.64, "low": 23.62, "close": 23.62, "amount_yi": 0.0715 }, { "time": "09:56", "open": 23.57, "high": 23.57, "low": 23.52, "close": 23.52, "amount_yi": 0.05 }, { "time": "09:57", "open": 23.46, "high": 23.46, "low": 23.43, "close": 23.43, "amount_yi": 0.094 }, { "time": "09:58", "open": 23.31, "high": 23.31, "low": 23.07, "close": 23.07, "amount_yi": 0.1013 }, { "time": "09:59", "open": 23.01, "high": 23.01, "low": 23.01, "close": 23.01, "amount_yi": 0.0744 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.33, "quote": { "last": 23.01, "ts": "2026-06-11T09:59:05", "bid1": 23.01, "ask1": 23.05, "bid_qty1": 5, "ask_qty1": 7452 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 249.88, "exec_low": 249.88, "exec_high": 253.63, "invalid_price": 214.768, "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": "2026-06-11T09:59:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 243.67, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 292.4, "max_chase_pct": 1.5, "base_exec_high": 253.63, "dynamic_exec_high": null, "intraday_vwap": 275.2989, "price_vs_vwap_pct": 2.1835, "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": 2.883, "prev_amount_yi": 2.8325, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0178, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 283.19, "high": 286.0, "low": 283.19, "close": 286.0, "amount_yi": 0.6007 }, { "time": "09:56", "open": 284.29, "high": 284.29, "low": 284.21, "close": 284.21, "amount_yi": 0.5416 }, { "time": "09:57", "open": 284.7, "high": 284.98, "low": 284.7, "close": 284.98, "amount_yi": 0.2829 }, { "time": "09:58", "open": 282.89, "high": 282.89, "low": 280.41, "close": 280.41, "amount_yi": 0.4793 }, { "time": "09:59", "open": 281.31, "high": 281.31, "low": 281.31, "close": 281.31, "amount_yi": 0.9785 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 214.768, "quote": { "last": 281.31, "ts": "2026-06-11T09:59:06", "bid1": 281.07, "ask1": 281.66, "bid_qty1": 200, "ask_qty1": 6300 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.0, "exec_low": 41.0, "exec_high": 41.61, "invalid_price": 38.754, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": 40.39, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.43, "max_chase_pct": 1.5, "base_exec_high": 41.61, "dynamic_exec_high": null, "intraday_vwap": 40.1586, "price_vs_vwap_pct": -0.5692, "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": 0.8444, "prev_amount_yi": 1.2173, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6937, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 39.85, "high": 40.05, "low": 39.85, "close": 40.05, "amount_yi": 0.1286 }, { "time": "09:56", "open": 39.98, "high": 39.98, "low": 39.97, "close": 39.97, "amount_yi": 0.2435 }, { "time": "09:57", "open": 40.17, "high": 40.17, "low": 40.08, "close": 40.08, "amount_yi": 0.2963 }, { "time": "09:58", "open": 40.0, "high": 40.0, "low": 39.88, "close": 39.88, "amount_yi": 0.1095 }, { "time": "09:59", "open": 39.93, "high": 39.93, "low": 39.93, "close": 39.93, "amount_yi": 0.0665 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 38.754, "quote": { "last": 39.93, "ts": "2026-06-11T09:59:04", "bid1": 39.87, "ask1": 39.93, "bid_qty1": 100, "ask_qty1": 1900 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.600869:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.600869:BREAK_PREV_HIGH", "symbol": "SHSE.600869", "name": "远东股份", "side": "BUY", "priority": "W8", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.86, "exec_low": 31.86, "exec_high": 32.34, "invalid_price": 28.726, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": 31.55, "theme": "复合集流体", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.71, "max_chase_pct": 1.5, "base_exec_high": 32.34, "dynamic_exec_high": null, "intraday_vwap": 32.33, "price_vs_vwap_pct": -3.2787, "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": 2.1549, "prev_amount_yi": 1.4883, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4479, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 31.51, "high": 31.57, "low": 31.51, "close": 31.57, "amount_yi": 0.5691 }, { "time": "09:56", "open": 31.58, "high": 31.58, "low": 31.46, "close": 31.46, "amount_yi": 0.3717 }, { "time": "09:57", "open": 31.36, "high": 31.5, "low": 31.36, "close": 31.5, "amount_yi": 0.5888 }, { "time": "09:58", "open": 31.55, "high": 31.55, "low": 31.4, "close": 31.4, "amount_yi": 0.3279 }, { "time": "09:59", "open": 31.27, "high": 31.27, "low": 31.27, "close": 31.27, "amount_yi": 0.2974 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.726, "quote": { "last": 31.27, "ts": "2026-06-11T09:59:05", "bid1": 31.29, "ask1": 31.3, "bid_qty1": 100, "ask_qty1": 500 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W9", "status": "FILLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.56, "exec_low": 27.56, "exec_high": 27.97, "invalid_price": 26.12, "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": "2026-06-11T09:59:07", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 27.22, "theme": "光刻机(胶)", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 29.94, "max_chase_pct": 1.5, "base_exec_high": 27.97, "dynamic_exec_high": null, "intraday_vwap": 27.8671, "price_vs_vwap_pct": 0.8716, "energy_floor_hint_yi": 1.0, "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": 26.12, "quote": { "last": 28.11, "ts": "2026-06-11T09:59:05", "bid1": 28.05, "ask1": 28.11, "bid_qty1": 100, "ask_qty1": 7000 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.688072:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.688072:BREAK_PREV_HIGH", "symbol": "SHSE.688072", "name": "拓荆科技", "side": "BUY", "priority": "W10", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 634.94, "exec_low": 634.94, "exec_high": 644.46, "invalid_price": 597.758, "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": "2026-06-11T09:59:07", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": 618.0, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 741.6, "max_chase_pct": 1.5, "base_exec_high": 644.46, "dynamic_exec_high": null, "intraday_vwap": 641.1162, "price_vs_vwap_pct": 0.6073, "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": 2.9258, "prev_amount_yi": 4.3603, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.671, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 655.68, "high": 656.66, "low": 655.68, "close": 656.66, "amount_yi": 0.7788 }, { "time": "09:56", "open": 656.2, "high": 656.2, "low": 655.15, "close": 655.15, "amount_yi": 0.8222 }, { "time": "09:57", "open": 652.53, "high": 652.53, "low": 651.15, "close": 651.15, "amount_yi": 0.5256 }, { "time": "09:58", "open": 648.4, "high": 648.4, "low": 645.0, "close": 645.0, "amount_yi": 0.5728 }, { "time": "09:59", "open": 645.01, "high": 645.01, "low": 645.01, "close": 645.01, "amount_yi": 0.2264 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 597.758, "quote": { "last": 645.01, "ts": "2026-06-11T09:59:06", "bid1": 645.0, "ask1": 645.01, "bid_qty1": 4002, "ask_qty1": 1236 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 158.8, "exec_low": 158.8, "exec_high": 161.18, "invalid_price": 139.282, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 300, "prev_close": 154.96, "theme": "复合集流体", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 170.46, "max_chase_pct": 1.5, "base_exec_high": 161.18, "dynamic_exec_high": null, "intraday_vwap": 153.2531, "price_vs_vwap_pct": -2.1162, "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": 1.6952, "prev_amount_yi": 1.8793, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.902, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 151.25, "high": 152.5, "low": 151.25, "close": 152.5, "amount_yi": 0.2477 }, { "time": "09:56", "open": 151.59, "high": 152.48, "low": 151.59, "close": 152.48, "amount_yi": 0.1921 }, { "time": "09:57", "open": 151.17, "high": 151.17, "low": 150.97, "close": 150.97, "amount_yi": 0.593 }, { "time": "09:58", "open": 150.59, "high": 150.59, "low": 150.17, "close": 150.17, "amount_yi": 0.275 }, { "time": "09:59", "open": 150.01, "high": 150.01, "low": 150.01, "close": 150.01, "amount_yi": 0.3874 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 139.282, "quote": { "last": 150.01, "ts": "2026-06-11T09:59:04", "bid1": 150.0, "ask1": 150.01, "bid_qty1": 85100, "ask_qty1": 600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SHSE.603929:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SHSE.603929:BREAK_PREV_HIGH", "symbol": "SHSE.603929", "name": "亚翔集成", "side": "BUY", "priority": "W12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 226.39, "exec_low": 226.39, "exec_high": 229.79, "invalid_price": 188.212, "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": "2026-06-11T09:59:07", "sim_reason": "near_trigger", "qty": 200, "prev_close": 222.06, "theme": "中芯概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 244.27, "max_chase_pct": 1.5, "base_exec_high": 229.79, "dynamic_exec_high": null, "intraday_vwap": 229.4629, "price_vs_vwap_pct": -1.483, "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": 0.5473, "prev_amount_yi": 0.6636, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8247, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 228.32, "high": 228.82, "low": 228.32, "close": 228.82, "amount_yi": 0.1225 }, { "time": "09:56", "open": 229.16, "high": 229.16, "low": 228.87, "close": 228.87, "amount_yi": 0.1065 }, { "time": "09:57", "open": 227.78, "high": 227.99, "low": 227.78, "close": 227.99, "amount_yi": 0.125 }, { "time": "09:58", "open": 227.25, "high": 227.25, "low": 226.69, "close": 226.69, "amount_yi": 0.0775 }, { "time": "09:59", "open": 226.06, "high": 226.06, "low": 226.06, "close": 226.06, "amount_yi": 0.1158 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 188.212, "quote": { "last": 226.06, "ts": "2026-06-11T09:59:04", "bid1": 226.06, "ask1": 226.2, "bid_qty1": 600, "ask_qty1": 600 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SZSE.300400:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SZSE.300400:BREAK_PREV_HIGH", "symbol": "SZSE.300400", "name": "劲拓股份", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 40.1, "exec_low": 40.1, "exec_high": 40.7, "invalid_price": 32.968, "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": "2026-06-11T09:59:07", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": 38.58, "theme": "OLED", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 46.3, "max_chase_pct": 1.5, "base_exec_high": 40.7, "dynamic_exec_high": null, "intraday_vwap": 37.7796, "price_vs_vwap_pct": -0.1578, "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": 0.1607, "prev_amount_yi": 0.2435, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.66, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 37.71, "high": 38.05, "low": 37.71, "close": 38.05, "amount_yi": 0.0818 }, { "time": "09:56", "open": 38.0, "high": 38.0, "low": 37.94, "close": 37.94, "amount_yi": 0.0265 }, { "time": "09:57", "open": 37.87, "high": 37.87, "low": 37.78, "close": 37.78, "amount_yi": 0.0164 }, { "time": "09:58", "open": 37.84, "high": 37.84, "low": 37.77, "close": 37.77, "amount_yi": 0.0203 }, { "time": "09:59", "open": 37.72, "high": 37.72, "low": 37.72, "close": 37.72, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.968, "quote": { "last": 37.72, "ts": "2026-06-11T09:59:06", "bid1": 37.71, "ask1": 37.72, "bid_qty1": 100, "ask_qty1": 3300 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260610:20260611:SZSE.002229:BREAK_PREV_HIGH:BUY", "plan_id": "20260610:SZSE.002229:BREAK_PREV_HIGH", "symbol": "SZSE.002229", "name": "鸿博股份", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.19, "exec_low": 15.19, "exec_high": 15.42, "invalid_price": 14.402, "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": "2026-06-11T09:59:07", "sim_reason": "invalid_price_broken", "qty": 3400, "prev_close": 14.85, "theme": "文娱消费", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.34, "max_chase_pct": 1.5, "base_exec_high": 15.42, "dynamic_exec_high": null, "intraday_vwap": 14.0585, "price_vs_vwap_pct": -0.7006, "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": 0.1495, "prev_amount_yi": 0.1986, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7528, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:55", "open": 14.03, "high": 14.03, "low": 14.01, "close": 14.01, "amount_yi": 0.0194 }, { "time": "09:56", "open": 14.01, "high": 14.04, "low": 14.01, "close": 14.04, "amount_yi": 0.0388 }, { "time": "09:57", "open": 14.04, "high": 14.04, "low": 14.03, "close": 14.03, "amount_yi": 0.023 }, { "time": "09:58", "open": 14.02, "high": 14.02, "low": 13.99, "close": 13.99, "amount_yi": 0.0312 }, { "time": "09:59", "open": 13.96, "high": 13.96, "low": 13.96, "close": 13.96, "amount_yi": 0.0371 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48153.9, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.402, "quote": { "last": 13.96, "ts": "2026-06-11T09:59:06", "bid1": 13.95, "ask1": 13.96, "bid_qty1": 24300, "ask_qty1": 23000 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 866286.0, "market_value": 96732.0, "total_value": 963018.0, "unrealized_pnl": 1514.9999999999955, "total_pnl": -36982.0, "total_pnl_pct": -3.698199999999996 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 97.89, "market_value": 48945.0, "unrealized_pnl": 1259.999999999998, "unrealized_pnl_pct": 2.6423403586033345, "updated_at": "2026-06-11T09:59:07", "position_pct_of_total": 5.082459517890632 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 0, "avg_cost": 27.96, "last_price": 28.11, "market_value": 47787.0, "unrealized_pnl": 254.99999999999758, "unrealized_pnl_pct": 0.5364806866952732, "updated_at": "2026-06-11T09:59:07", "position_pct_of_total": 4.962212544313814 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 253.63, "cash_before_order": 821098.0, "chase_ceiling": 292.4, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY", "exec_high": 253.63, "exec_low": 249.88, "intraday_vwap": 259.0887, "invalid_price": 214.768, "ma5": 214.768, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "江丰电子", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 4.1497, "qty": 0, "quote_ask1": 270.0, "quote_ask_qty1": 48600, "quote_bid1": 269.84, "quote_bid_qty1": 600, "quote_last": 269.84, "quote_ts": "2026-06-11T09:30:27", "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.300666", "target_amount": 48220.65, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "中芯概念", "trade_date": "20260611", "trigger_price": 249.88, "ts": "2026-06-11T09:30:31", "id": 40 }, { "amount": 54500.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260611:SZSE.300502:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 763.384, "max_chase_pct": null, "minute_energy": null, "name": "新易盛", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260610", "plan_id": "RISK:20260610:SZSE.300502:position_stop_loss", "position_pnl_pct": -31.435220125786156, "price": 545.0, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 545.09, "quote_ask_qty1": 600, "quote_bid1": 545.0, "quote_bid_qty1": 100, "quote_last": 545.09, "quote_ts": "2026-06-11T09:30:27", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.300502", "template_key": "POSITION_RISK_EXIT", "theme": "科技风格", "trade_date": "20260611", "trigger_price": -3.0, "ts": "2026-06-11T09:30:31", "id": 41 }, { "amount": 0.0, "base_exec_high": 33.99, "cash_before_order": 875598.0, "chase_ceiling": 35.23, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "20260610:20260611:SHSE.688138:VWAP_RECLAIM:BUY", "exec_high": 33.99, "exec_low": 33.82, "intraday_vwap": 33.8431, "invalid_price": 32.7, "ma5": 32.172, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.0479, "bar_count": 1, "bars": [ { "amount_yi": 0.0479, "close": 34.57, "high": 34.57, "low": 34.57, "open": 34.57, "time": "09:31" } ], "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": "清溢光电", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SHSE.688138:VWAP_RECLAIM", "price": null, "price_vs_vwap_pct": 2.1479, "qty": 0, "quote_ask1": 34.54, "quote_ask_qty1": 500, "quote_bid1": 34.5, "quote_bid_qty1": 959, "quote_last": 34.57, "quote_ts": "2026-06-11T09:31:01", "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.688138", "target_amount": 48252.65, "target_position_pct": 5.0, "template_key": "VWAP_RECLAIM", "theme": null, "trade_date": "20260611", "trigger_price": 33.49, "ts": "2026-06-11T09:31:02", "id": 42 }, { "amount": 0.0, "base_exec_high": 229.79, "cash_before_order": 875598.0, "chase_ceiling": 244.27, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260610:20260611:SHSE.603929:BREAK_PREV_HIGH:BUY", "exec_high": 229.79, "exec_low": 226.39, "intraday_vwap": 228.9598, "invalid_price": 188.212, "ma5": 188.212, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 0.3914, "bar_count": 1, "bars": [ { "amount_yi": 0.3914, "close": 235.0, "high": 235.0, "low": 235.0, "open": 235.0, "time": "09:31" } ], "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": "亚翔集成", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SHSE.603929:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.6381, "qty": 0, "quote_ask1": 235.12, "quote_ask_qty1": 100, "quote_bid1": 235.0, "quote_bid_qty1": 5300, "quote_last": 235.0, "quote_ts": "2026-06-11T09:31:01", "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.603929", "target_amount": 48252.65, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "中芯概念", "trade_date": "20260611", "trigger_price": 226.39, "ts": "2026-06-11T09:31:02", "id": 43 }, { "amount": 0.0, "base_exec_high": 32.34, "cash_before_order": 875598.0, "chase_ceiling": 34.71, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260610:20260611:SHSE.600869:BREAK_PREV_HIGH:BUY", "exec_high": 32.34, "exec_low": 31.86, "intraday_vwap": 31.9049, "invalid_price": 28.726, "ma5": 28.726, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 1.7895, "bar_count": 2, "bars": [ { "amount_yi": 1.2154, "close": 32.06, "high": 32.22, "low": 32.06, "open": 32.22, "time": "09:31" }, { "amount_yi": 0.5741, "close": 32.6, "high": 32.6, "low": 32.6, "open": 32.6, "time": "09:32" } ], "energy_ratio": null, "min_samples": 3, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_2/3", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "远东股份", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SHSE.600869:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.1787, "qty": 0, "quote_ask1": 32.68, "quote_ask_qty1": 14600, "quote_bid1": 32.58, "quote_bid_qty1": 34500, "quote_last": 32.6, "quote_ts": "2026-06-11T09:32:02", "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.600869", "target_amount": 48227.8, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "复合集流体", "trade_date": "20260611", "trigger_price": 31.86, "ts": "2026-06-11T09:32:04", "id": 44 }, { "amount": 38220.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260611:SHSE.688017:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 325.736, "max_chase_pct": null, "minute_energy": null, "name": "绿的谐波", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260610", "plan_id": "RISK:20260610:SHSE.688017:position_stop_loss", "position_pnl_pct": -3.819818916004103, "price": 382.2, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 383.48, "quote_ask_qty1": 776, "quote_bid1": 382.2, "quote_bid_qty1": 232, "quote_last": 383.48, "quote_ts": "2026-06-11T09:32:00", "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 100, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.688017", "template_key": "POSITION_RISK_EXIT", "theme": "机器人智能制造", "trade_date": "20260611", "trigger_price": -3.0, "ts": "2026-06-11T09:32:04", "id": 45 }, { "amount": 0.0, "base_exec_high": 27.97, "cash_before_order": 913818.0, "chase_ceiling": 29.94, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY", "exec_high": 27.97, "exec_low": 27.56, "intraday_vwap": 27.3773, "invalid_price": 26.12, "ma5": 26.12, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 2.5228, "bar_count": 5, "bars": [ { "amount_yi": 0.4884, "close": 27.35, "high": 27.35, "low": 27.23, "open": 27.23, "time": "09:33" }, { "amount_yi": 0.3637, "close": 26.91, "high": 27.15, "low": 26.91, "open": 27.15, "time": "09:34" }, { "amount_yi": 0.3505, "close": 27.57, "high": 27.57, "low": 26.94, "open": 26.94, "time": "09:35" }, { "amount_yi": 0.7259, "close": 27.91, "high": 27.91, "low": 27.91, "open": 27.91, "time": "09:36" }, { "amount_yi": 0.5943, "close": 27.98, "high": 27.98, "low": 27.97, "open": 27.97, "time": "09:37" } ], "energy_ratio": 2.5825, "min_samples": 3, "passed": true, "prev_amount_yi": 0.9769, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "旭光电子", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 2.2015, "qty": 0, "quote_ask1": 27.98, "quote_ask_qty1": 1300, "quote_bid1": 27.91, "quote_bid_qty1": 200, "quote_last": 27.98, "quote_ts": "2026-06-11T09:37:38", "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.600353", "target_amount": 48110.15, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "光刻机(胶)", "trade_date": "20260611", "trigger_price": 27.56, "ts": "2026-06-11T09:37:41", "id": 46 }, { "amount": 47532.0, "base_exec_high": 27.97, "cash_before_order": 913818.0, "chase_ceiling": 29.94, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY", "exec_high": 27.97, "exec_low": 27.56, "intraday_vwap": 27.6356, "invalid_price": 26.12, "ma5": 26.12, "max_chase_pct": 1.5, "minute_energy": { "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.5, "amount_yi": 2.0832, "bar_count": 5, "bars": [ { "amount_yi": 0.5888, "close": 28.01, "high": 28.06, "low": 28.01, "open": 28.06, "time": "09:40" }, { "amount_yi": 0.4713, "close": 28.17, "high": 28.17, "low": 28.1, "open": 28.1, "time": "09:41" }, { "amount_yi": 0.4607, "close": 28.15, "high": 28.17, "low": 28.15, "open": 28.17, "time": "09:42" }, { "amount_yi": 0.3281, "close": 28.0, "high": 28.01, "low": 28.0, "open": 28.01, "time": "09:43" }, { "amount_yi": 0.2343, "close": 27.98, "high": 28.1, "low": 27.98, "open": 28.1, "time": "09:44" } ], "energy_ratio": 0.8522, "min_samples": 3, "passed": true, "prev_amount_yi": 2.4445, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "BREAK_PREV_HIGH", "window_min": 5 }, "name": "旭光电子", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260610", "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH", "price": 27.96, "price_vs_vwap_pct": 1.2462, "qty": 1700, "quote_ask1": 27.96, "quote_ask_qty1": 200, "quote_bid1": 27.94, "quote_bid_qty1": 2900, "quote_last": 27.98, "quote_ts": "2026-06-11T09:44:47", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 145.14, "status": "FILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.600353", "target_amount": 48165.9, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "光刻机(胶)", "trade_date": "20260611", "trigger_price": 27.56, "ts": "2026-06-11T09:44:49", "id": 47 } ], "orders_this_tick": [], "position_risk_events": [], "risk_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 30.0, "max_shadow_total_position_pct": 20.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "信号池或 active 龙头承接不足，总仓降到防守档", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 30.0, "effective_shadow_total_position_pct": 20.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.4667, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 15, "market_gate_passed": false, "market_gate_reason": "no_active_quotes,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": 15, "active_plan_contracts": 0, "watch_candidate_contracts": 15, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 1, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 0, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 0 } }