{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260611", "trade_date": "20260612", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "active_leaders_not_positive_enough", "enabled": true, "pool_up_ratio": 0.64, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.4444, "active_up_ratio_min": 0.5, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 9, "sample_total": 25, "active_samples": [ { "symbol": "SZSE.000422", "name": "湖北宜化", "paper_scope": "shadow_active", "ret_pct": -4.9787, "last": 13.36, "prev_close": 14.06, "vwap": 13.5258 }, { "symbol": "SZSE.002643", "name": "万润股份", "paper_scope": "shadow_active", "ret_pct": 0.0, "last": 15.46, "prev_close": 15.46, "vwap": 15.6954 }, { "symbol": "SHSE.603738", "name": "泰晶科技", "paper_scope": "shadow_active", "ret_pct": 9.9915, "last": 51.74, "prev_close": 47.04, "vwap": 51.0811 }, { "symbol": "SZSE.000969", "name": "安泰科技", "paper_scope": "shadow_active", "ret_pct": 9.982, "last": 24.46, "prev_close": 22.24, "vwap": 24.2343 }, { "symbol": "SHSE.688037", "name": "芯源微", "paper_scope": "shadow_active", "ret_pct": 5.34, "last": 274.2, "prev_close": 260.3, "vwap": 274.494 }, { "symbol": "SHSE.601678", "name": "滨化股份", "paper_scope": "shadow_active", "ret_pct": -3.3613, "last": 5.75, "prev_close": 5.95, "vwap": 5.8118 }, { "symbol": "SHSE.603650", "name": "彤程新材", "paper_scope": "shadow_active", "ret_pct": -1.9751, "last": 63.03, "prev_close": 64.3, "vwap": 64.7408 }, { "symbol": "SZSE.300131", "name": "英唐智控", "paper_scope": "shadow_active", "ret_pct": 8.167, "last": 17.88, "prev_close": 16.53, "vwap": 18.3343 } ] }, "quote_source": "public_http_sina:27/27", "quote_stale_lock": false, "generated_at": "2026-06-12T09:58:04", "signals": [ { "event_id": "20260611:20260612:SZSE.000422:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.000422:BREAK_PREV_HIGH", "symbol": "SZSE.000422", "name": "湖北宜化", "side": "BUY", "priority": "P0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 14.2, "exec_low": 14.2, "exec_high": 14.46, "invalid_price": 14.06, "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": "2026-06-12T09:58:04", "sim_reason": "invalid_price_broken", "qty": 300, "prev_close": 14.06, "theme": "氟化工磷化工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 14.46, "max_chase_pct": 3.0, "base_exec_high": 14.46, "dynamic_exec_high": null, "intraday_vwap": 13.5258, "price_vs_vwap_pct": -1.2258, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1212, "prev_amount_yi": 0.1092, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:56", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0748 }, { "time": "09:57", "open": 13.39, "high": 13.39, "low": 13.36, "close": 13.36, "amount_yi": 0.0343 }, { "time": "09:58", "open": 13.36, "high": 13.36, "low": 13.36, "close": 13.36, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 13.156, "quote": { "last": 13.36, "ts": "2026-06-12T09:58:03", "prev_close": 14.06, "open": 13.52, "high": 13.77, "low": 13.3, "bid1": 13.36, "ask1": 13.37, "bid_qty1": 54800, "ask_qty1": 46600 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY", "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM", "symbol": "SZSE.002643", "name": "万润股份", "side": "BUY", "priority": "P1", "status": "FILLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.22, "exec_low": 15.35, "exec_high": 15.68, "invalid_price": 14.93, "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": "2026-06-12T09:58:04", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 15.46, "theme": "电子化学品", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 15.92, "max_chase_pct": 3.0, "base_exec_high": 15.68, "dynamic_exec_high": null, "intraday_vwap": 15.6954, "price_vs_vwap_pct": -1.4998, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "ma5": 14.518, "quote": { "last": 15.46, "ts": "2026-06-12T09:58:03", "prev_close": 15.46, "open": 15.6, "high": 16.03, "low": 15.46, "bid1": 15.45, "ask1": 15.46, "bid_qty1": 16900, "ask_qty1": 4900 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.603738:VWAP_RECLAIM:BUY", "plan_id": "20260611:SHSE.603738:VWAP_RECLAIM", "symbol": "SHSE.603738", "name": "泰晶科技", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 46.71, "exec_low": 47.23, "exec_high": 48.11, "invalid_price": 45.49, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": 47.04, "theme": "被动元件", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 48.45, "max_chase_pct": 3.0, "base_exec_high": 48.11, "dynamic_exec_high": null, "intraday_vwap": 51.0811, "price_vs_vwap_pct": 1.2899, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0397, "prev_amount_yi": 0.0901, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4406, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:56", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0247 }, { "time": "09:57", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0099 }, { "time": "09:58", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 44.7, "quote": { "last": 51.74, "ts": "2026-06-12T09:58:01", "prev_close": 47.04, "open": 50.0, "high": 51.74, "low": 49.04, "bid1": 51.74, "ask1": 0.0, "bid_qty1": 15561583, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.000969:VWAP_RECLAIM:BUY", "plan_id": "20260611:SZSE.000969:VWAP_RECLAIM", "symbol": "SZSE.000969", "name": "安泰科技", "side": "BUY", "priority": "P3", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.04, "exec_low": 22.27, "exec_high": 22.7, "invalid_price": 21.5, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 200, "prev_close": 22.24, "theme": "小金属", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 22.91, "max_chase_pct": 3.0, "base_exec_high": 22.7, "dynamic_exec_high": null, "intraday_vwap": 24.2343, "price_vs_vwap_pct": 0.9313, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0302, "prev_amount_yi": 0.0386, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:56", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0111 }, { "time": "09:57", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0138 }, { "time": "09:58", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 21.526, "quote": { "last": 24.46, "ts": "2026-06-12T09:58:03", "prev_close": 22.24, "open": 23.21, "high": 24.46, "low": 23.16, "bid1": 24.46, "ask1": 0.0, "bid_qty1": 29427100, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688037:VWAP_RECLAIM:BUY", "plan_id": "20260611:SHSE.688037:VWAP_RECLAIM", "symbol": "SHSE.688037", "name": "芯源微", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 256.24, "exec_low": 259.38, "exec_high": 263.93, "invalid_price": 248.93, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": 260.3, "theme": "半导体设备", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 268.11, "max_chase_pct": 3.0, "base_exec_high": 263.93, "dynamic_exec_high": null, "intraday_vwap": 274.494, "price_vs_vwap_pct": -0.1071, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0066, "prev_amount_yi": 0.9637, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:56", "open": 277.36, "high": 277.36, "low": 276.0, "close": 276.0, "amount_yi": 0.2332 }, { "time": "09:57", "open": 277.0, "high": 277.0, "low": 275.42, "close": 275.42, "amount_yi": 0.3851 }, { "time": "09:58", "open": 274.2, "high": 274.2, "low": 274.2, "close": 274.2, "amount_yi": 0.3883 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 245.672, "quote": { "last": 274.2, "ts": "2026-06-12T09:58:03", "prev_close": 260.3, "open": 275.99, "high": 282.98, "low": 266.6, "bid1": 274.03, "ask1": 274.59, "bid_qty1": 200, "ask_qty1": 122 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY", "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM", "symbol": "SHSE.601678", "name": "滨化股份", "side": "BUY", "priority": "P5", "status": "FILLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.81, "exec_low": 5.86, "exec_high": 5.98, "invalid_price": 5.69, "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": "2026-06-12T09:58:04", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 5.95, "theme": "氟化工磷化工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 6.13, "max_chase_pct": 3.0, "base_exec_high": 5.98, "dynamic_exec_high": null, "intraday_vwap": 5.8118, "price_vs_vwap_pct": -1.0634, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "ma5": 5.464, "quote": { "last": 5.75, "ts": "2026-06-12T09:58:02", "prev_close": 5.95, "open": 5.73, "high": 5.93, "low": 5.73, "bid1": 5.75, "ask1": 5.76, "bid_qty1": 481200, "ask_qty1": 80100 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.603650:VWAP_RECLAIM:BUY", "plan_id": "20260611:SHSE.603650:VWAP_RECLAIM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P6", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 63.08, "exec_low": 63.69, "exec_high": 64.97, "invalid_price": 61.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-12T09:58:04", "sim_reason": "near_trigger", "qty": 0, "prev_close": 64.3, "theme": "电子化学品", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 66.23, "max_chase_pct": 3.0, "base_exec_high": 64.97, "dynamic_exec_high": null, "intraday_vwap": 64.7408, "price_vs_vwap_pct": -2.6425, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4684, "prev_amount_yi": 0.3281, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:56", "open": 63.71, "high": 63.71, "low": 63.71, "close": 63.71, "amount_yi": 0.0949 }, { "time": "09:57", "open": 63.34, "high": 63.34, "low": 63.03, "close": 63.03, "amount_yi": 0.1693 }, { "time": "09:58", "open": 63.03, "high": 63.03, "low": 63.03, "close": 63.03, "amount_yi": 0.2042 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 57.382, "quote": { "last": 63.03, "ts": "2026-06-12T09:58:04", "prev_close": 64.3, "open": 65.59, "high": 66.8, "low": 63.0, "bid1": 63.02, "ask1": 63.03, "bid_qty1": 2800, "ask_qty1": 8413 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH", "symbol": "SZSE.300131", "name": "英唐智控", "side": "BUY", "priority": "P7", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.05, "exec_low": 17.05, "exec_high": 17.56, "invalid_price": 16.158, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 200, "prev_close": 16.53, "theme": "半导体产业链", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 19.84, "max_chase_pct": 3.0, "base_exec_high": 17.56, "dynamic_exec_high": null, "intraday_vwap": 18.3343, "price_vs_vwap_pct": -2.4779, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3685, "prev_amount_yi": 0.5228, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:56", "open": 17.93, "high": 17.93, "low": 17.93, "close": 17.93, "amount_yi": 0.1745 }, { "time": "09:57", "open": 17.9, "high": 17.9, "low": 17.89, "close": 17.89, "amount_yi": 0.1389 }, { "time": "09:58", "open": 17.88, "high": 17.88, "low": 17.88, "close": 17.88, "amount_yi": 0.0551 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.158, "quote": { "last": 17.88, "ts": "2026-06-12T09:58:03", "prev_close": 16.53, "open": 18.5, "high": 18.96, "low": 17.69, "bid1": 17.87, "ask1": 17.88, "bid_qty1": 2000, "ask_qty1": 3500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.300346:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.300346:BREAK_PREV_HIGH", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 68.5, "exec_low": 68.5, "exec_high": 70.56, "invalid_price": 61.072, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": 66.71, "theme": "电子化学品", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 80.05, "max_chase_pct": 3.0, "base_exec_high": 70.56, "dynamic_exec_high": null, "intraday_vwap": 65.5644, "price_vs_vwap_pct": -1.7302, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2643, "prev_amount_yi": 1.6557, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7636, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:56", "open": 65.01, "high": 65.08, "low": 65.01, "close": 65.08, "amount_yi": 0.4033 }, { "time": "09:57", "open": 64.74, "high": 64.74, "low": 64.61, "close": 64.61, "amount_yi": 0.6277 }, { "time": "09:58", "open": 64.43, "high": 64.43, "low": 64.43, "close": 64.43, "amount_yi": 0.2333 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115787.88, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 61.072, "quote": { "last": 64.43, "ts": "2026-06-12T09:58:00", "prev_close": 66.71, "open": 67.2, "high": 68.1, "low": 63.56, "bid1": 64.42, "ask1": 64.43, "bid_qty1": 500, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.603203:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.603203:BREAK_PREV_HIGH", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W0", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 59.91, "exec_low": 59.91, "exec_high": 60.81, "invalid_price": 58.43, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 59.1, "theme": "半导体设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 61.17, "max_chase_pct": 1.5, "base_exec_high": 60.81, "dynamic_exec_high": null, "intraday_vwap": 60.696, "price_vs_vwap_pct": 1.1434, "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": 0.3337, "prev_amount_yi": 0.435, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 62.1, "high": 62.1, "low": 61.96, "close": 61.96, "amount_yi": 0.1049 }, { "time": "09:55", "open": 61.32, "high": 61.63, "low": 61.32, "close": 61.63, "amount_yi": 0.0899 }, { "time": "09:56", "open": 62.03, "high": 62.03, "low": 61.75, "close": 61.75, "amount_yi": 0.0655 }, { "time": "09:57", "open": 61.58, "high": 61.58, "low": 61.56, "close": 61.56, "amount_yi": 0.0389 }, { "time": "09:58", "open": 61.39, "high": 61.39, "low": 61.39, "close": 61.39, "amount_yi": 0.0345 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 58.15, "quote": { "last": 61.39, "ts": "2026-06-12T09:58:03", "prev_close": 59.1, "open": 58.51, "high": 64.4, "low": 57.09, "bid1": 61.3, "ask1": 61.39, "bid_qty1": 6843, "ask_qty1": 3500 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.605588:VWAP_RECLAIM:BUY", "plan_id": "20260611:SHSE.605588:VWAP_RECLAIM", "symbol": "SHSE.605588", "name": "冠石科技", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 55.34, "exec_low": 55.92, "exec_high": 56.17, "invalid_price": 53.98, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": 55.92, "theme": "光掩膜版", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.6, "max_chase_pct": 1.5, "base_exec_high": 56.17, "dynamic_exec_high": null, "intraday_vwap": 57.2494, "price_vs_vwap_pct": -1.309, "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": 0.0436, "prev_amount_yi": 0.059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:54", "open": 56.82, "high": 57.04, "low": 56.82, "close": 57.04, "amount_yi": 0.0115 }, { "time": "09:55", "open": 56.88, "high": 56.88, "low": 56.69, "close": 56.69, "amount_yi": 0.0062 }, { "time": "09:56", "open": 56.74, "high": 56.74, "low": 56.54, "close": 56.54, "amount_yi": 0.0113 }, { "time": "09:57", "open": 56.5, "high": 56.5, "low": 56.48, "close": 56.48, "amount_yi": 0.0094 }, { "time": "09:58", "open": 56.5, "high": 56.5, "low": 56.5, "close": 56.5, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 52.506, "quote": { "last": 56.5, "ts": "2026-06-12T09:58:01", "prev_close": 55.92, "open": 56.8, "high": 58.76, "low": 56.4, "bid1": 56.5, "ask1": 56.52, "bid_qty1": 200, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688720:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.688720:BREAK_PREV_HIGH", "symbol": "SHSE.688720", "name": "艾森股份", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 103.43, "exec_low": 103.43, "exec_high": 104.98, "invalid_price": 94.546, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": 102.29, "theme": "电子化学品", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 122.75, "max_chase_pct": 1.5, "base_exec_high": 104.98, "dynamic_exec_high": null, "intraday_vwap": 103.7551, "price_vs_vwap_pct": -2.1928, "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": 0.2396, "prev_amount_yi": 0.1939, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 102.44, "high": 102.88, "low": 102.44, "close": 102.88, "amount_yi": 0.0491 }, { "time": "09:55", "open": 102.89, "high": 102.89, "low": 102.88, "close": 102.88, "amount_yi": 0.0489 }, { "time": "09:56", "open": 102.52, "high": 102.52, "low": 102.06, "close": 102.06, "amount_yi": 0.0468 }, { "time": "09:57", "open": 101.5, "high": 101.5, "low": 101.49, "close": 101.49, "amount_yi": 0.0859 }, { "time": "09:58", "open": 101.48, "high": 101.48, "low": 101.48, "close": 101.48, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 94.546, "quote": { "last": 101.48, "ts": "2026-06-12T09:58:02", "prev_close": 102.29, "open": 104.0, "high": 106.9, "low": 101.21, "bid1": 101.37, "ask1": 101.48, "bid_qty1": 2000, "ask_qty1": 1854 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688138:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.688138:BREAK_PREV_HIGH", "symbol": "SHSE.688138", "name": "清溢光电", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 37.84, "exec_low": 37.84, "exec_high": 38.41, "invalid_price": 33.234, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 36.75, "theme": "光掩膜版", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.1, "max_chase_pct": 1.5, "base_exec_high": 38.41, "dynamic_exec_high": null, "intraday_vwap": 38.0317, "price_vs_vwap_pct": -1.845, "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": 0.3513, "prev_amount_yi": 0.359, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 37.35, "high": 37.6, "low": 37.35, "close": 37.6, "amount_yi": 0.061 }, { "time": "09:55", "open": 37.55, "high": 37.69, "low": 37.55, "close": 37.69, "amount_yi": 0.1049 }, { "time": "09:56", "open": 37.76, "high": 37.76, "low": 37.69, "close": 37.69, "amount_yi": 0.1323 }, { "time": "09:57", "open": 37.6, "high": 37.6, "low": 37.5, "close": 37.5, "amount_yi": 0.0402 }, { "time": "09:58", "open": 37.33, "high": 37.33, "low": 37.33, "close": 37.33, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 33.234, "quote": { "last": 37.33, "ts": "2026-06-12T09:58:03", "prev_close": 36.75, "open": 38.0, "high": 40.0, "low": 36.9, "bid1": 37.33, "ask1": 37.34, "bid_qty1": 100, "ask_qty1": 400 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.300390:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.300390:BREAK_PREV_HIGH", "symbol": "SZSE.300390", "name": "天华新能", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 96.66, "exec_low": 96.66, "exec_high": 98.11, "invalid_price": 85.976, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": 94.03, "theme": "电池材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.84, "max_chase_pct": 1.5, "base_exec_high": 98.11, "dynamic_exec_high": null, "intraday_vwap": 94.5628, "price_vs_vwap_pct": 1.044, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4946, "prev_amount_yi": 2.3334, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 94.12, "high": 94.38, "low": 94.12, "close": 94.38, "amount_yi": 0.2435 }, { "time": "09:55", "open": 95.31, "high": 95.46, "low": 95.31, "close": 95.46, "amount_yi": 0.4426 }, { "time": "09:56", "open": 95.34, "high": 95.34, "low": 95.14, "close": 95.14, "amount_yi": 0.3178 }, { "time": "09:57", "open": 94.7, "high": 95.29, "low": 94.7, "close": 95.29, "amount_yi": 0.2856 }, { "time": "09:58", "open": 95.55, "high": 95.55, "low": 95.55, "close": 95.55, "amount_yi": 0.2051 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 85.976, "quote": { "last": 95.55, "ts": "2026-06-12T09:58:00", "prev_close": 94.03, "open": 91.03, "high": 97.25, "low": 91.0, "bid1": 95.55, "ask1": 95.58, "bid_qty1": 11300, "ask_qty1": 6700 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W5", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.4, "exec_low": 76.4, "exec_high": 77.55, "invalid_price": 70.056, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 75.48, "theme": "电子化学品", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 90.58, "max_chase_pct": 1.5, "base_exec_high": 77.55, "dynamic_exec_high": null, "intraday_vwap": 86.3808, "price_vs_vwap_pct": 1.0178, "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": 2.6051, "prev_amount_yi": 1.8647, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.3971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 86.74, "high": 87.38, "low": 86.74, "close": 87.38, "amount_yi": 0.437 }, { "time": "09:55", "open": 87.0, "high": 87.35, "low": 87.0, "close": 87.35, "amount_yi": 0.4624 }, { "time": "09:56", "open": 87.16, "high": 87.75, "low": 87.16, "close": 87.75, "amount_yi": 0.7595 }, { "time": "09:57", "open": 87.12, "high": 87.44, "low": 87.12, "close": 87.44, "amount_yi": 0.7204 }, { "time": "09:58", "open": 87.26, "high": 87.26, "low": 87.26, "close": 87.26, "amount_yi": 0.2258 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.056, "quote": { "last": 87.26, "ts": "2026-06-12T09:58:03", "prev_close": 75.48, "open": 85.0, "high": 88.55, "low": 83.6, "bid1": 87.25, "ask1": 87.29, "bid_qty1": 65300, "ask_qty1": 1600 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH", "symbol": "SHSE.688605", "name": "先锋精科", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.8, "exec_low": 83.8, "exec_high": 85.06, "invalid_price": 76.354, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 82.77, "theme": "半导体设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 99.32, "max_chase_pct": 1.5, "base_exec_high": 85.06, "dynamic_exec_high": null, "intraday_vwap": 87.5392, "price_vs_vwap_pct": -0.2732, "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": 0.1844, "prev_amount_yi": 0.4444, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 88.15, "high": 88.39, "low": 88.15, "close": 88.39, "amount_yi": 0.0303 }, { "time": "09:55", "open": 88.56, "high": 88.56, "low": 88.33, "close": 88.33, "amount_yi": 0.0686 }, { "time": "09:56", "open": 88.14, "high": 88.14, "low": 87.77, "close": 87.77, "amount_yi": 0.0387 }, { "time": "09:57", "open": 87.45, "high": 87.45, "low": 87.34, "close": 87.34, "amount_yi": 0.0273 }, { "time": "09:58", "open": 87.3, "high": 87.3, "low": 87.3, "close": 87.3, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 76.354, "quote": { "last": 87.3, "ts": "2026-06-12T09:58:02", "prev_close": 82.77, "open": 87.0, "high": 88.88, "low": 86.15, "bid1": 87.17, "ask1": 87.3, "bid_qty1": 3000, "ask_qty1": 200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.1, "exec_low": 35.1, "exec_high": 35.63, "invalid_price": 30.552, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 34.24, "theme": "小金属", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.66, "max_chase_pct": 1.5, "base_exec_high": 35.63, "dynamic_exec_high": null, "intraday_vwap": 34.9825, "price_vs_vwap_pct": -1.4936, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7192, "prev_amount_yi": 3.0201, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 35.09, "high": 35.09, "low": 34.99, "close": 34.99, "amount_yi": 0.4443 }, { "time": "09:55", "open": 35.03, "high": 35.03, "low": 34.8, "close": 34.8, "amount_yi": 0.2796 }, { "time": "09:56", "open": 34.81, "high": 34.81, "low": 34.7, "close": 34.7, "amount_yi": 0.3961 }, { "time": "09:57", "open": 34.55, "high": 34.55, "low": 34.49, "close": 34.49, "amount_yi": 0.3753 }, { "time": "09:58", "open": 34.46, "high": 34.46, "low": 34.46, "close": 34.46, "amount_yi": 0.2239 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.552, "quote": { "last": 34.46, "ts": "2026-06-12T09:58:01", "prev_close": 34.24, "open": 35.7, "high": 36.07, "low": 34.23, "bid1": 34.45, "ask1": 34.46, "bid_qty1": 2100, "ask_qty1": 21700 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.002915:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.002915:BREAK_PREV_HIGH", "symbol": "SZSE.002915", "name": "中欣氟材", "side": "BUY", "priority": "W8", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.05, "exec_low": 22.05, "exec_high": 22.38, "invalid_price": 20.706, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 200, "prev_close": 22.02, "theme": "氟化工磷化工", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.22, "max_chase_pct": 1.5, "base_exec_high": 22.38, "dynamic_exec_high": null, "intraday_vwap": 21.1446, "price_vs_vwap_pct": -0.9203, "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": 0.1493, "prev_amount_yi": 0.3876, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.3852, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 20.83, "high": 20.86, "low": 20.83, "close": 20.86, "amount_yi": 0.0208 }, { "time": "09:55", "open": 20.88, "high": 20.94, "low": 20.88, "close": 20.94, "amount_yi": 0.0207 }, { "time": "09:56", "open": 21.01, "high": 21.1, "low": 21.01, "close": 21.1, "amount_yi": 0.0637 }, { "time": "09:57", "open": 21.07, "high": 21.07, "low": 20.96, "close": 20.96, "amount_yi": 0.0342 }, { "time": "09:58", "open": 20.95, "high": 20.95, "low": 20.95, "close": 20.95, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.706, "quote": { "last": 20.95, "ts": "2026-06-12T09:58:03", "prev_close": 22.02, "open": 21.2, "high": 21.65, "low": 20.8, "bid1": 20.95, "ask1": 20.97, "bid_qty1": 9300, "ask_qty1": 14000 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.002636:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SZSE.002636:BREAK_PREV_HIGH", "symbol": "SZSE.002636", "name": "金安国纪", "side": "BUY", "priority": "W9", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.16, "exec_low": 85.16, "exec_high": 86.44, "invalid_price": 70.948, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 84.8, "theme": "PCB", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 93.28, "max_chase_pct": 1.5, "base_exec_high": 86.44, "dynamic_exec_high": null, "intraday_vwap": 91.4747, "price_vs_vwap_pct": 1.9736, "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": 0.5075, "prev_amount_yi": 0.7408, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.3856 }, { "time": "09:55", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0421 }, { "time": "09:56", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0388 }, { "time": "09:57", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0267 }, { "time": "09:58", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.948, "quote": { "last": 93.28, "ts": "2026-06-12T09:58:03", "prev_close": 84.8, "open": 89.99, "high": 93.28, "low": 86.92, "bid1": 93.28, "ask1": 0.0, "bid_qty1": 3874000, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY", "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH", "symbol": "SHSE.688012", "name": "中微公司", "side": "BUY", "priority": "W10", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 303.86, "exec_low": 303.86, "exec_high": 308.42, "invalid_price": 283.748, "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": "2026-06-12T09:58:04", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": 303.12, "theme": "半导体设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 363.74, "max_chase_pct": 1.5, "base_exec_high": 308.42, "dynamic_exec_high": null, "intraday_vwap": 319.9517, "price_vs_vwap_pct": -0.9788, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.1807, "prev_amount_yi": 3.6259, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:54", "open": 319.02, "high": 319.85, "low": 319.02, "close": 319.85, "amount_yi": 0.6789 }, { "time": "09:55", "open": 318.82, "high": 319.68, "low": 318.82, "close": 319.68, "amount_yi": 0.7183 }, { "time": "09:56", "open": 318.88, "high": 318.88, "low": 318.0, "close": 318.0, "amount_yi": 0.7466 }, { "time": "09:57", "open": 317.08, "high": 317.88, "low": 317.08, "close": 317.88, "amount_yi": 0.6481 }, { "time": "09:58", "open": 316.82, "high": 316.82, "low": 316.82, "close": 316.82, "amount_yi": 0.3888 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48244.95, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 283.748, "quote": { "last": 316.82, "ts": "2026-06-12T09:58:01", "prev_close": 303.12, "open": 318.27, "high": 324.9, "low": 315.28, "bid1": 316.8, "ask1": 316.82, "bid_qty1": 1376, "ask_qty1": 200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY", "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM", "symbol": "SHSE.688545", "name": "兴福电子", "side": "BUY", "priority": "S0", "status": "FILLED", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "trigger_price": 104.52, "exec_low": 104.52, "exec_high": 125.42, "invalid_price": 88.22, "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": "2026-06-12T09:58:04", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 104.52, "theme": "电子化学品", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.42, "max_chase_pct": 1.0, "base_exec_high": 125.42, "dynamic_exec_high": null, "intraday_vwap": 105.4713, "price_vs_vwap_pct": -0.0866, "energy_floor_hint_yi": 1.0, "minute_energy": null, "suggested_position_pct": 3.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "ma5": 88.22, "quote": { "last": 105.38, "ts": "2026-06-12T09:58:03", "prev_close": 104.22, "open": 111.69, "high": 111.69, "low": 98.0, "bid1": 105.38, "ask1": 105.54, "bid_qty1": 459, "ask_qty1": 3382 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688146:GAP_UP_DYNAMIC_RECLAIM:BUY", "plan_id": "20260611:SHSE.688146:GAP_UP_DYNAMIC_RECLAIM", "symbol": "SHSE.688146", "name": "中船特气", "side": "BUY", "priority": "S1", "status": "OBSERVE", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "trigger_price": 349.8, "exec_low": 349.8, "exec_high": 419.76, "invalid_price": 275.182, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": 349.8, "theme": "电子化学品", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 419.76, "max_chase_pct": 1.0, "base_exec_high": 419.76, "dynamic_exec_high": null, "intraday_vwap": 318.7046, "price_vs_vwap_pct": 3.3559, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8591, "prev_amount_yi": 3.5776, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "09:54", "open": 331.8, "high": 331.8, "low": 327.99, "close": 327.99, "amount_yi": 0.5995 }, { "time": "09:55", "open": 327.0, "high": 330.76, "low": 327.0, "close": 330.76, "amount_yi": 0.3808 }, { "time": "09:56", "open": 331.35, "high": 331.35, "low": 329.0, "close": 329.0, "amount_yi": 0.3829 }, { "time": "09:57", "open": 329.99, "high": 329.99, "low": 329.99, "close": 329.99, "amount_yi": 0.3153 }, { "time": "09:58", "open": 329.4, "high": 329.4, "low": 329.4, "close": 329.4, "amount_yi": 0.1806 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28946.97, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 275.182, "quote": { "last": 329.4, "ts": "2026-06-12T09:58:02", "prev_close": 349.8, "open": 327.0, "high": 336.93, "low": 296.61, "bid1": 329.4, "ask1": 329.99, "bid_qty1": 2290, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688106:GAP_UP_DYNAMIC_RECLAIM:BUY", "plan_id": "20260611:SHSE.688106:GAP_UP_DYNAMIC_RECLAIM", "symbol": "SHSE.688106", "name": "金宏气体", "side": "BUY", "priority": "S2", "status": "OBSERVE", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "trigger_price": 34.79, "exec_low": 34.79, "exec_high": 39.72, "invalid_price": 28.884, "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": "2026-06-12T09:58:04", "sim_reason": "waiting_trigger", "qty": 100, "prev_close": 33.1, "theme": "电子化学品", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.72, "max_chase_pct": 1.0, "base_exec_high": 39.72, "dynamic_exec_high": null, "intraday_vwap": 30.8041, "price_vs_vwap_pct": -0.695, "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": 0.3246, "prev_amount_yi": 0.5213, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "09:54", "open": 30.72, "high": 30.75, "low": 30.72, "close": 30.75, "amount_yi": 0.0739 }, { "time": "09:55", "open": 30.69, "high": 30.69, "low": 30.62, "close": 30.62, "amount_yi": 0.1142 }, { "time": "09:56", "open": 30.67, "high": 30.67, "low": 30.66, "close": 30.66, "amount_yi": 0.0561 }, { "time": "09:57", "open": 30.6, "high": 30.6, "low": 30.6, "close": 30.6, "amount_yi": 0.0566 }, { "time": "09:58", "open": 30.59, "high": 30.59, "low": 30.59, "close": 30.59, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28946.97, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.884, "quote": { "last": 30.59, "ts": "2026-06-12T09:58:02", "prev_close": 33.1, "open": 31.88, "high": 32.0, "low": 29.94, "bid1": 30.59, "ask1": 30.6, "bid_qty1": 8209, "ask_qty1": 8281 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SHSE.688662:GAP_UP_DYNAMIC_RECLAIM:BUY", "plan_id": "20260611:SHSE.688662:GAP_UP_DYNAMIC_RECLAIM", "symbol": "SHSE.688662", "name": "富信科技", "side": "BUY", "priority": "S3", "status": "TOUCHED", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "trigger_price": 132.0, "exec_low": 132.0, "exec_high": 153.6, "invalid_price": 101.142, "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": "2026-06-12T09:58:04", "sim_reason": "gap_up_dynamic_reclaim_not_confirmed", "qty": 0, "prev_close": 128.0, "theme": "AI光通信链", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 153.6, "max_chase_pct": 1.0, "base_exec_high": 153.6, "dynamic_exec_high": null, "intraday_vwap": 146.202, "price_vs_vwap_pct": 5.0601, "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": 0.0378, "prev_amount_yi": 0.1389, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.2721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "09:54", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0037 }, { "time": "09:55", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0101 }, { "time": "09:56", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0061 }, { "time": "09:57", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0153 }, { "time": "09:58", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28946.97, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 101.142, "quote": { "last": 153.6, "ts": "2026-06-12T09:58:01", "prev_close": 128.0, "open": 138.0, "high": 153.6, "low": 133.54, "bid1": 153.6, "ask1": 0.0, "bid_qty1": 1449418, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260611:20260612:SZSE.301183:GAP_UP_DYNAMIC_RECLAIM:BUY", "plan_id": "20260611:SZSE.301183:GAP_UP_DYNAMIC_RECLAIM", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "S4", "status": "NEAR_TRIGGER", "template_key": "GAP_UP_DYNAMIC_RECLAIM", "trigger_price": 234.0, "exec_low": 234.0, "exec_high": 272.2, "invalid_price": 209.846, "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": "2026-06-12T09:58:04", "sim_reason": "near_trigger", "qty": 0, "prev_close": 226.83, "theme": "AI光通信链", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 272.2, "max_chase_pct": 1.0, "base_exec_high": 272.2, "dynamic_exec_high": null, "intraday_vwap": 228.2891, "price_vs_vwap_pct": 1.5073, "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": 0.5355, "prev_amount_yi": 0.724, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7396, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "09:54", "open": 230.89, "high": 231.49, "low": 230.89, "close": 231.49, "amount_yi": 0.1361 }, { "time": "09:55", "open": 231.57, "high": 231.57, "low": 231.16, "close": 231.16, "amount_yi": 0.121 }, { "time": "09:56", "open": 231.1, "high": 231.3, "low": 231.1, "close": 231.3, "amount_yi": 0.095 }, { "time": "09:57", "open": 231.1, "high": 231.1, "low": 230.5, "close": 230.5, "amount_yi": 0.132 }, { "time": "09:58", "open": 231.73, "high": 231.73, "low": 231.73, "close": 231.73, "amount_yi": 0.0514 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28946.97, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 209.846, "quote": { "last": 231.73, "ts": "2026-06-12T09:58:00", "prev_close": 226.83, "open": 229.76, "high": 233.1, "low": 225.01, "bid1": 231.11, "ask1": 231.72, "bid_qty1": 200, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 632133.0, "market_value": 331995.0, "total_value": 964128.0, "unrealized_pnl": 2625.000000000001, "unrealized_pnl_pct_of_initial": 0.2625000000000001, "realized_pnl": -38497.0, "realized_pnl_pct_of_initial": -3.8497000000000003, "total_pnl": -35872.0, "total_pnl_pct": -3.5872000000000015 }, "paper_positions": [ { "symbol": "SZSE.002643", "name": "万润股份", "quantity": 7300, "sellable_qty": 0, "avg_cost": 15.84, "last_price": 15.46, "market_value": 112858.0, "unrealized_pnl": -2773.9999999999927, "unrealized_pnl_pct": -2.3989898989898895, "updated_at": "2026-06-12T09:58:04", "position_pct_of_total": 11.70570712602476 }, { "symbol": "SHSE.601678", "name": "滨化股份", "quantity": 16500, "sellable_qty": 0, "avg_cost": 5.85, "last_price": 5.75, "market_value": 94875.0, "unrealized_pnl": -1649.999999999994, "unrealized_pnl_pct": -1.7094017094017033, "updated_at": "2026-06-12T09:58:04", "position_pct_of_total": 9.840498357064623 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 104.1, "market_value": 52050.0, "unrealized_pnl": 4364.9999999999945, "unrealized_pnl_pct": 9.153821956590114, "updated_at": "2026-06-12T09:58:04", "position_pct_of_total": 5.39866075873743 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 30.08, "market_value": 51136.0, "unrealized_pnl": 3603.9999999999955, "unrealized_pnl_pct": 7.582260371959926, "updated_at": "2026-06-12T09:58:04", "position_pct_of_total": 5.303860068372664 }, { "symbol": "SHSE.688545", "name": "兴福电子", "quantity": 200, "sellable_qty": 0, "avg_cost": 109.98, "last_price": 105.38, "market_value": 21076.0, "unrealized_pnl": -920.0000000000017, "unrealized_pnl_pct": -4.18257865066376, "updated_at": "2026-06-12T09:58:04", "position_pct_of_total": 2.1860167944505293 } ], "paper_orders": [ { "amount": 0.0, "base_exec_high": 17.56, "cash_before_order": 866286.0, "chase_ceiling": 19.84, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY", "exec_high": 17.56, "exec_low": 17.05, "intraday_vwap": 18.6162, "invalid_price": 16.158, "ma5": 16.158, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 1.0, "amount_floor_yi": 0.3, "amount_yi": 0, "bar_count": 0, "bars": [], "energy_ratio": null, "min_samples": 2, "passed": false, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_warmup_0/2", "template_key": "BREAK_PREV_HIGH", "window_min": 3 }, "name": "英唐智控", "paper_scope": "shadow_active", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": -0.3556, "qty": 0, "quote_ask1": 18.56, "quote_ask_qty1": 11400, "quote_bid1": 18.55, "quote_bid_qty1": 500, "quote_high": 18.96, "quote_last": 18.55, "quote_low": 18.46, "quote_open": 18.5, "quote_prev_close": 16.53, "quote_ts": "2026-06-12T09:30:27", "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": 12.0, "symbol": "SZSE.300131", "target_amount": 116470.56, "target_position_pct": 12.0, "template_key": "BREAK_PREV_HIGH", "theme": "半导体产业链", "trade_date": "20260612", "trigger_price": 17.05, "ts": "2026-06-12T09:30:33", "id": 48 }, { "amount": 0.0, "base_exec_high": 77.55, "cash_before_order": 866286.0, "chase_ceiling": 90.58, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY", "exec_high": 77.55, "exec_low": 76.4, "intraday_vwap": 84.8088, "invalid_price": 70.056, "ma5": 70.056, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "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": "鼎龙股份", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": 0.3669, "qty": 0, "quote_ask1": 85.3, "quote_ask_qty1": 10600, "quote_bid1": 85.12, "quote_bid_qty1": 27100, "quote_high": 85.3, "quote_last": 85.12, "quote_low": 83.6, "quote_open": 85.0, "quote_prev_close": 75.48, "quote_ts": "2026-06-12T09:30:27", "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.300054", "target_amount": 48529.4, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "电子化学品", "trade_date": "20260612", "trigger_price": 76.4, "ts": "2026-06-12T09:30:33", "id": 49 }, { "amount": 0.0, "base_exec_high": 85.06, "cash_before_order": 866286.0, "chase_ceiling": 99.32, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY", "exec_high": 85.06, "exec_low": 83.8, "intraday_vwap": 87.1929, "invalid_price": 76.354, "ma5": 76.354, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "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": "先锋精科", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": -0.1065, "qty": 0, "quote_ask1": 87.11, "quote_ask_qty1": 2820, "quote_bid1": 87.1, "quote_bid_qty1": 37052, "quote_high": 87.77, "quote_last": 87.1, "quote_low": 86.92, "quote_open": 87.0, "quote_prev_close": 82.77, "quote_ts": "2026-06-12T09:30:32", "reason": "price_above_exec_high", "side": "BUY", "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": null, "status": "UNFILLED", "suggested_position_pct": 6.0, "symbol": "SHSE.688605", "target_amount": 48529.4, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "半导体设备", "trade_date": "20260612", "trigger_price": 83.8, "ts": "2026-06-12T09:30:33", "id": 50 }, { "amount": 0.0, "base_exec_high": 35.63, "cash_before_order": 866286.0, "chase_ceiling": 37.66, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY", "exec_high": 35.63, "exec_low": 35.1, "intraday_vwap": 35.727, "invalid_price": 30.552, "ma5": 30.552, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "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": "有研新材", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": -0.0476, "qty": 0, "quote_ask1": 35.75, "quote_ask_qty1": 1100, "quote_bid1": 35.71, "quote_bid_qty1": 19300, "quote_high": 36.07, "quote_last": 35.71, "quote_low": 35.5, "quote_open": 35.7, "quote_prev_close": 34.24, "quote_ts": "2026-06-12T09:30:31", "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.600206", "target_amount": 48529.4, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "小金属", "trade_date": "20260612", "trigger_price": 35.1, "ts": "2026-06-12T09:30:33", "id": 51 }, { "amount": 0.0, "base_exec_high": 308.42, "cash_before_order": 866286.0, "chase_ceiling": 363.74, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY", "exec_high": 308.42, "exec_low": 303.86, "intraday_vwap": 318.657, "invalid_price": 283.748, "ma5": 283.748, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "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": "中微公司", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH", "price": null, "price_vs_vwap_pct": -0.1058, "qty": 0, "quote_ask1": 318.32, "quote_ask_qty1": 174, "quote_bid1": 318.31, "quote_bid_qty1": 462, "quote_high": 321.0, "quote_last": 318.32, "quote_low": 318.27, "quote_open": 318.27, "quote_prev_close": 303.12, "quote_ts": "2026-06-12T09:30:31", "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.688012", "target_amount": 48529.4, "target_position_pct": 5.0, "template_key": "BREAK_PREV_HIGH", "theme": "半导体设备", "trade_date": "20260612", "trigger_price": 303.86, "ts": "2026-06-12T09:30:33", "id": 52 }, { "amount": 21996.0, "base_exec_high": 125.42, "cash_before_order": 866286.0, "chase_ceiling": 125.42, "current_position_value": 0.0, "decision": "seed_watch_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": 1.0, "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY", "exec_high": 125.42, "exec_low": 104.52, "intraday_vwap": 111.1713, "invalid_price": 88.22, "ma5": 88.22, "max_chase_pct": 1.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "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": "GAP_UP_DYNAMIC_RECLAIM", "window_min": 5 }, "name": "兴福电子", "paper_scope": "shadow_watch", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM", "price": 109.98, "price_vs_vwap_pct": -1.0716, "qty": 200, "quote_ask1": 109.98, "quote_ask_qty1": 149, "quote_bid1": 109.75, "quote_bid_qty1": 982, "quote_high": 111.69, "quote_last": 109.98, "quote_low": 109.75, "quote_open": 111.69, "quote_prev_close": 104.22, "quote_ts": "2026-06-12T09:30:30", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "gap_up_dynamic_reclaim_not_confirmed", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 522.39, "status": "FILLED", "suggested_position_pct": 3.0, "symbol": "SHSE.688545", "target_amount": 29117.64, "target_position_pct": 3.0, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "theme": "电子化学品", "trade_date": "20260612", "trigger_price": 104.52, "ts": "2026-06-12T09:30:33", "id": 53 }, { "amount": 115632.0, "base_exec_high": 15.68, "cash_before_order": 844290.0, "chase_ceiling": 15.92, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": 15.92, "energy_floor_hint_yi": null, "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY", "exec_high": 15.92, "exec_low": 15.81, "intraday_vwap": 15.8127, "invalid_price": 14.93, "ma5": 14.518, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.4802, "bar_count": 2, "bars": [ { "amount_yi": 0.3769, "close": 15.78, "high": 15.85, "low": 15.78, "open": 15.85, "time": "09:31" }, { "amount_yi": 0.1033, "close": 15.83, "high": 15.83, "low": 15.83, "open": 15.83, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "VWAP_RECLAIM", "window_min": 3 }, "name": "万润股份", "paper_scope": "shadow_active", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM", "price": 15.84, "price_vs_vwap_pct": 0.1094, "qty": 7300, "quote_ask1": 15.84, "quote_ask_qty1": 16700, "quote_bid1": 15.81, "quote_bid_qty1": 7000, "quote_high": 16.03, "quote_last": 15.83, "quote_low": 15.53, "quote_open": 15.6, "quote_prev_close": 15.46, "quote_ts": "2026-06-12T09:32:03", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "intraday_vwap_anchor_reclaim", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 407.36, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002643", "target_amount": 116625.96, "target_position_pct": 12.0, "template_key": "VWAP_RECLAIM", "theme": "电子化学品", "trade_date": "20260612", "trigger_price": 15.22, "ts": "2026-06-12T09:32:05", "id": 54 }, { "amount": 96525.0, "base_exec_high": 5.98, "cash_before_order": 728658.0, "chase_ceiling": 6.13, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY", "exec_high": 5.98, "exec_low": 5.86, "intraday_vwap": 5.7913, "invalid_price": 5.69, "ma5": 5.464, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.7589, "bar_count": 2, "bars": [ { "amount_yi": 0.5427, "close": 5.81, "high": 5.81, "low": 5.78, "open": 5.78, "time": "09:31" }, { "amount_yi": 0.2162, "close": 5.84, "high": 5.84, "low": 5.84, "open": 5.84, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "VWAP_RECLAIM", "window_min": 3 }, "name": "滨化股份", "paper_scope": "shadow_active", "participation_rate": null, "plan_date": "20260611", "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM", "price": 5.85, "price_vs_vwap_pct": 0.8409, "qty": 16500, "quote_ask1": 5.85, "quote_ask_qty1": 81100, "quote_bid1": 5.84, "quote_bid_qty1": 240300, "quote_high": 5.88, "quote_last": 5.84, "quote_low": 5.73, "quote_open": 5.73, "quote_prev_close": 5.95, "quote_ts": "2026-06-12T09:32:02", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 68.85, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SHSE.601678", "target_amount": 116625.96, "target_position_pct": 12.0, "template_key": "VWAP_RECLAIM", "theme": "氟化工磷化工", "trade_date": "20260612", "trigger_price": 5.81, "ts": "2026-06-12T09:32:05", "id": 55 } ], "orders_this_tick": [], "position_risk_events": [ { "symbol": "SHSE.688545", "name": "兴福电子", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 105.38, "avg_cost": 109.98, "pnl_pct": -4.1826, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 53, "source_event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 109.98, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null } ], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 12.0, "shadow_active_target_pct": 10.0, "watch_target_pct": 5.0, "max_single_position_pct": 20.0, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 60.0, "max_shadow_total_position_pct": 35.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "NEUTRAL", "dynamic_total_cap_reason": "市场未达到强修复，也未明显转弱，保持中性总仓", "dynamic_total_cap": { "enabled": true, "regime": "NEUTRAL", "reason": "市场未达到强修复，也未明显转弱，保持中性总仓", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 60.0, "effective_shadow_total_position_pct": 35.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.64, "active_up_ratio": 0.4444, "active_above_vwap": 2, "active_positive_min": 1, "active_total": 9, "sample_total": 25, "market_gate_passed": false, "market_gate_reason": "active_leaders_not_positive_enough" } }, "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, "qfq_cost_adjustment": true }, "summary": { "active_contracts": 25, "active_plan_contracts": 9, "watch_candidate_contracts": 16, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 3, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 1, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 1, "qfq_position_adjustments": 0 } }