{ "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": 0.5333, "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": "2026-06-11T14:15:44", "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": "2026-06-11T14:15:44", "sim_reason": "invalid_price_broken", "qty": 6500, "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": 7.4598, "price_vs_vwap_pct": -0.3995, "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": 0.0121, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.1228, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:10", "open": 7.41, "high": 7.41, "low": 7.4, "close": 7.4, "amount_yi": 0.0031 }, { "time": "14:11", "open": 7.4, "high": 7.41, "low": 7.4, "close": 7.41, "amount_yi": 0.0052 }, { "time": "14:12", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0027 }, { "time": "14:13", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0009 }, { "time": "14:14", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 7.122, "quote": { "last": 7.43, "ts": "2026-06-11T14:15:42", "bid1": 7.42, "ask1": 7.43, "bid_qty1": 6553, "ask_qty1": 9892 }, "previous_state": "CANCELLED", "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": "2026-06-11T14:15:44", "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": 35.5904, "price_vs_vwap_pct": 1.9376, "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": 0.0796, "prev_amount_yi": 0.1208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6589, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:11", "open": 36.33, "high": 36.34, "low": 36.33, "close": 36.34, "amount_yi": 0.0265 }, { "time": "14:12", "open": 36.35, "high": 36.35, "low": 36.34, "close": 36.34, "amount_yi": 0.0111 }, { "time": "14:13", "open": 36.36, "high": 36.36, "low": 36.36, "close": 36.36, "amount_yi": 0.0085 }, { "time": "14:14", "open": 36.33, "high": 36.33, "low": 36.32, "close": 36.32, "amount_yi": 0.0187 }, { "time": "14:15", "open": 36.31, "high": 36.31, "low": 36.28, "close": 36.28, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.172, "quote": { "last": 36.28, "ts": "2026-06-11T14:15:43", "bid1": 36.28, "ask1": 36.29, "bid_qty1": 1000, "ask_qty1": 2672 }, "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": "2026-06-11T14:15:44", "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": 98.462, "price_vs_vwap_pct": 6.1526, "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": 0.0325, "prev_amount_yi": 0.0813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3998, "ratio_min": 1.05, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:11", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.0067 }, { "time": "14:12", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.0104 }, { "time": "14:13", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.0082 }, { "time": "14:14", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.0011 }, { "time": "14:15", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 85.288, "quote": { "last": 104.52, "ts": "2026-06-11T14:15:43", "bid1": 104.52, "ask1": 0.0, "bid_qty1": 2842368, "ask_qty1": 0 }, "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": "TOUCHED", "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": "2026-06-11T14:15:44", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 700, "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": 62.9129, "price_vs_vwap_pct": 2.3637, "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": 0.4049, "prev_amount_yi": 0.3513, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1526, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 64.62, "high": 64.62, "low": 64.6, "close": 64.6, "amount_yi": 0.049 }, { "time": "14:12", "open": 64.57, "high": 64.57, "low": 64.53, "close": 64.53, "amount_yi": 0.0532 }, { "time": "14:13", "open": 64.47, "high": 64.47, "low": 64.36, "close": 64.36, "amount_yi": 0.1275 }, { "time": "14:14", "open": 64.33, "high": 64.44, "low": 64.33, "close": 64.44, "amount_yi": 0.1175 }, { "time": "14:15", "open": 64.42, "high": 64.42, "low": 64.4, "close": 64.4, "amount_yi": 0.0577 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 55.252, "quote": { "last": 64.4, "ts": "2026-06-11T14:15:43", "bid1": 64.4, "ask1": 64.41, "bid_qty1": 400, "ask_qty1": 7200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-11T14:15:44", "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": 43.4626, "price_vs_vwap_pct": 0.5232, "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": 0.0549, "prev_amount_yi": 0.0613, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8956, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 43.74, "high": 43.78, "low": 43.74, "close": 43.78, "amount_yi": 0.0057 }, { "time": "14:12", "open": 43.69, "high": 43.69, "low": 43.62, "close": 43.62, "amount_yi": 0.0328 }, { "time": "14:13", "open": 43.62, "high": 43.68, "low": 43.62, "close": 43.68, "amount_yi": 0.0031 }, { "time": "14:14", "open": 43.65, "high": 43.65, "low": 43.65, "close": 43.65, "amount_yi": 0.0059 }, { "time": "14:15", "open": 43.63, "high": 43.69, "low": 43.63, "close": 43.69, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 40.54, "quote": { "last": 43.69, "ts": "2026-06-11T14:15:43", "bid1": 43.67, "ask1": 43.69, "bid_qty1": 200, "ask_qty1": 2090 }, "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": "2026-06-11T14:15:44", "sim_reason": "waiting_trigger", "qty": 2100, "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": 23.2276, "price_vs_vwap_pct": -1.4104, "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": 0.085, "prev_amount_yi": 0.0803, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0585, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 22.97, "high": 22.97, "low": 22.91, "close": 22.91, "amount_yi": 0.0232 }, { "time": "14:12", "open": 22.89, "high": 22.89, "low": 22.88, "close": 22.88, "amount_yi": 0.0117 }, { "time": "14:13", "open": 22.89, "high": 22.92, "low": 22.89, "close": 22.92, "amount_yi": 0.0191 }, { "time": "14:14", "open": 22.9, "high": 22.9, "low": 22.9, "close": 22.9, "amount_yi": 0.0146 }, { "time": "14:15", "open": 22.93, "high": 22.93, "low": 22.9, "close": 22.9, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.33, "quote": { "last": 22.9, "ts": "2026-06-11T14:15:41", "bid1": 22.9, "ask1": 22.91, "bid_qty1": 1074, "ask_qty1": 3144 }, "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": "2026-06-11T14:15:44", "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": 278.8384, "price_vs_vwap_pct": 4.8636, "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": 0.1283, "prev_amount_yi": 0.1143, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1225, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 292.4, "high": 292.4, "low": 292.4, "close": 292.4, "amount_yi": 0.0161 }, { "time": "14:12", "open": 292.4, "high": 292.4, "low": 292.4, "close": 292.4, "amount_yi": 0.0383 }, { "time": "14:13", "open": 292.4, "high": 292.4, "low": 292.4, "close": 292.4, "amount_yi": 0.0307 }, { "time": "14:14", "open": 292.4, "high": 292.4, "low": 292.4, "close": 292.4, "amount_yi": 0.0181 }, { "time": "14:15", "open": 292.4, "high": 292.4, "low": 292.4, "close": 292.4, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 214.768, "quote": { "last": 292.4, "ts": "2026-06-11T14:15:42", "bid1": 292.4, "ask1": 0.0, "bid_qty1": 2697400, "ask_qty1": 0 }, "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": "2026-06-11T14:15:44", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 1100, "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": 40.9231, "price_vs_vwap_pct": 0.5545, "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": 0.78, "prev_amount_yi": 0.7105, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0978, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 41.49, "high": 41.49, "low": 41.49, "close": 41.49, "amount_yi": 0.1883 }, { "time": "14:12", "open": 41.47, "high": 41.47, "low": 41.46, "close": 41.46, "amount_yi": 0.1013 }, { "time": "14:13", "open": 41.35, "high": 41.35, "low": 41.31, "close": 41.31, "amount_yi": 0.1546 }, { "time": "14:14", "open": 41.33, "high": 41.33, "low": 41.33, "close": 41.33, "amount_yi": 0.0576 }, { "time": "14:15", "open": 41.21, "high": 41.21, "low": 41.15, "close": 41.15, "amount_yi": 0.2782 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 38.754, "quote": { "last": 41.15, "ts": "2026-06-11T14:15:43", "bid1": 41.12, "ask1": 41.15, "bid_qty1": 1200, "ask_qty1": 700 }, "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": "CANCELLED", "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": "2026-06-11T14:15:44", "sim_reason": "invalid_price_broken", "qty": 1600, "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": 30.8153, "price_vs_vwap_pct": -7.4161, "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": 0.8695, "prev_amount_yi": 1.0366, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8388, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 28.51, "high": 28.66, "low": 28.51, "close": 28.66, "amount_yi": 0.2213 }, { "time": "14:12", "open": 28.74, "high": 28.74, "low": 28.58, "close": 28.58, "amount_yi": 0.1398 }, { "time": "14:13", "open": 28.57, "high": 28.74, "low": 28.57, "close": 28.74, "amount_yi": 0.3104 }, { "time": "14:14", "open": 28.68, "high": 28.68, "low": 28.6, "close": 28.6, "amount_yi": 0.1016 }, { "time": "14:15", "open": 28.58, "high": 28.58, "low": 28.53, "close": 28.53, "amount_yi": 0.0964 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.726, "quote": { "last": 28.53, "ts": "2026-06-11T14:15:41", "bid1": 28.52, "ask1": 28.53, "bid_qty1": 3200, "ask_qty1": 88500 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-11T14:15:44", "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": 28.808, "price_vs_vwap_pct": 3.5476, "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": 29.83, "ts": "2026-06-11T14:15:41", "bid1": 29.83, "ask1": 29.86, "bid_qty1": 5400, "ask_qty1": 800 }, "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": "2026-06-11T14:15:44", "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": 641.6073, "price_vs_vwap_pct": 0.6846, "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": 1.2036, "prev_amount_yi": 1.1786, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0212, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 641.66, "high": 642.92, "low": 641.66, "close": 642.92, "amount_yi": 0.4659 }, { "time": "14:12", "open": 644.0, "high": 644.0, "low": 643.03, "close": 643.03, "amount_yi": 0.1331 }, { "time": "14:13", "open": 643.85, "high": 643.85, "low": 642.1, "close": 642.1, "amount_yi": 0.1643 }, { "time": "14:14", "open": 644.01, "high": 644.89, "low": 644.01, "close": 644.89, "amount_yi": 0.1833 }, { "time": "14:15", "open": 644.99, "high": 646.0, "low": 644.99, "close": 646.0, "amount_yi": 0.257 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 597.758, "quote": { "last": 646.0, "ts": "2026-06-11T14:15:42", "bid1": 645.92, "ask1": 646.0, "bid_qty1": 37, "ask_qty1": 550 }, "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": "2026-06-11T14:15:44", "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": 149.3744, "price_vs_vwap_pct": -5.3653, "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": 1.4212, "prev_amount_yi": 0.858, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6564, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 142.31, "high": 142.58, "low": 142.31, "close": 142.58, "amount_yi": 0.2742 }, { "time": "14:12", "open": 142.98, "high": 143.4, "low": 142.98, "close": 143.4, "amount_yi": 0.3973 }, { "time": "14:13", "open": 143.6, "high": 143.6, "low": 143.11, "close": 143.11, "amount_yi": 0.2289 }, { "time": "14:14", "open": 142.51, "high": 142.51, "low": 142.03, "close": 142.03, "amount_yi": 0.1277 }, { "time": "14:15", "open": 141.87, "high": 141.87, "low": 141.36, "close": 141.36, "amount_yi": 0.3931 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 139.282, "quote": { "last": 141.36, "ts": "2026-06-11T14:15:43", "bid1": 141.36, "ask1": 141.38, "bid_qty1": 600, "ask_qty1": 3000 }, "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": "OBSERVE", "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": "2026-06-11T14:15:44", "sim_reason": "minute_energy_amount_too_low", "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": 229.719, "price_vs_vwap_pct": -0.5655, "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": 0.2189, "prev_amount_yi": 0.1431, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5297, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 228.28, "high": 228.39, "low": 228.28, "close": 228.39, "amount_yi": 0.0404 }, { "time": "14:12", "open": 228.02, "high": 228.02, "low": 227.85, "close": 227.85, "amount_yi": 0.0506 }, { "time": "14:13", "open": 227.85, "high": 227.86, "low": 227.85, "close": 227.86, "amount_yi": 0.0253 }, { "time": "14:14", "open": 227.65, "high": 227.87, "low": 227.65, "close": 227.87, "amount_yi": 0.0396 }, { "time": "14:15", "open": 228.25, "high": 228.42, "low": 228.25, "close": 228.42, "amount_yi": 0.063 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 188.212, "quote": { "last": 228.42, "ts": "2026-06-11T14:15:43", "bid1": 228.33, "ask1": 228.42, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-11T14:15:44", "sim_reason": "waiting_trigger", "qty": 1300, "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": 37.6352, "price_vs_vwap_pct": -1.8738, "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": 0.1929, "prev_amount_yi": 0.2084, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9256, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 36.94, "high": 36.94, "low": 36.91, "close": 36.91, "amount_yi": 0.0887 }, { "time": "14:12", "open": 36.84, "high": 36.89, "low": 36.84, "close": 36.89, "amount_yi": 0.0338 }, { "time": "14:13", "open": 36.88, "high": 36.93, "low": 36.88, "close": 36.93, "amount_yi": 0.0272 }, { "time": "14:14", "open": 36.91, "high": 36.92, "low": 36.91, "close": 36.92, "amount_yi": 0.0231 }, { "time": "14:15", "open": 36.92, "high": 36.93, "low": 36.92, "close": 36.93, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 32.968, "quote": { "last": 36.93, "ts": "2026-06-11T14:15:42", "bid1": 36.93, "ask1": 36.94, "bid_qty1": 400, "ask_qty1": 300 }, "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": "2026-06-11T14:15:44", "sim_reason": "invalid_price_broken", "qty": 3500, "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": 13.946, "price_vs_vwap_pct": -1.7639, "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": 0.0789, "prev_amount_yi": 0.0391, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.0179, "ratio_min": 1.05, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:11", "open": 13.74, "high": 13.75, "low": 13.74, "close": 13.75, "amount_yi": 0.0143 }, { "time": "14:12", "open": 13.74, "high": 13.74, "low": 13.73, "close": 13.73, "amount_yi": 0.0104 }, { "time": "14:13", "open": 13.74, "high": 13.74, "low": 13.72, "close": 13.72, "amount_yi": 0.0089 }, { "time": "14:14", "open": 13.72, "high": 13.72, "low": 13.71, "close": 13.71, "amount_yi": 0.0211 }, { "time": "14:15", "open": 13.7, "high": 13.7, "low": 13.7, "close": 13.7, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48333.3, "current_position_value": 0.0, "cash_before_order": 866286.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 14.402, "quote": { "last": 13.7, "ts": "2026-06-11T14:15:42", "bid1": 13.69, "ask1": 13.7, "bid_qty1": 12500, "ask_qty1": 40400 }, "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": 101106.0, "total_value": 967392.0, "unrealized_pnl": 5888.999999999996, "total_pnl": -32608.0, "total_pnl_pct": -3.260799999999997 }, "paper_positions": [ { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 0, "avg_cost": 27.96, "last_price": 29.83, "market_value": 50711.0, "unrealized_pnl": 3178.9999999999955, "unrealized_pnl_pct": 6.688125894134478, "updated_at": "2026-06-11T14:15:44", "position_pct_of_total": 5.242032185504946 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 100.79, "market_value": 50395.0, "unrealized_pnl": 2710.000000000001, "unrealized_pnl_pct": 5.683128866519871, "updated_at": "2026-06-11T14:15:44", "position_pct_of_total": 5.209367040455161 } ], "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": 0.5333, "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 } }