{ "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": 0.56, "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": 4, "active_total": 9, "sample_total": 25, "active_samples": [ { "symbol": "SZSE.000422", "name": "湖北宜化", "paper_scope": "shadow_active", "ret_pct": -2.276, "last": 13.74, "prev_close": 14.06, "vwap": 13.5453 }, { "symbol": "SZSE.002643", "name": "万润股份", "paper_scope": "shadow_active", "ret_pct": -1.4877, "last": 15.23, "prev_close": 15.46, "vwap": 15.5807 }, { "symbol": "SHSE.603738", "name": "泰晶科技", "paper_scope": "shadow_active", "ret_pct": 9.9915, "last": 51.74, "prev_close": 47.04, "vwap": 51.1206 }, { "symbol": "SZSE.000969", "name": "安泰科技", "paper_scope": "shadow_active", "ret_pct": 9.982, "last": 24.46, "prev_close": 22.24, "vwap": 24.2459 }, { "symbol": "SHSE.688037", "name": "芯源微", "paper_scope": "shadow_active", "ret_pct": 1.698, "last": 264.72, "prev_close": 260.3, "vwap": 273.4348 }, { "symbol": "SHSE.601678", "name": "滨化股份", "paper_scope": "shadow_active", "ret_pct": -2.521, "last": 5.8, "prev_close": 5.95, "vwap": 5.8088 }, { "symbol": "SHSE.603650", "name": "彤程新材", "paper_scope": "shadow_active", "ret_pct": -3.3437, "last": 62.15, "prev_close": 64.3, "vwap": 64.1309 }, { "symbol": "SZSE.300131", "name": "英唐智控", "paper_scope": "shadow_active", "ret_pct": 12.1597, "last": 18.54, "prev_close": 16.53, "vwap": 18.3838 } ] }, "quote_source": "public_http_sina:27/27", "quote_stale_lock": false, "generated_at": "2026-06-12T10:31:45", "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": "2026-06-12T10:31:45", "sim_reason": "invalid_price_broken", "qty": 500, "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": 13.5453, "price_vs_vwap_pct": 1.4374, "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": 0.0635, "prev_amount_yi": 0.0443, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.4334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:29", "open": 13.73, "high": 13.73, "low": 13.73, "close": 13.73, "amount_yi": 0.0141 }, { "time": "10:30", "open": 13.73, "high": 13.73, "low": 13.73, "close": 13.73, "amount_yi": 0.0276 }, { "time": "10:31", "open": 13.72, "high": 13.74, "low": 13.72, "close": 13.74, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 13.156, "quote": { "last": 13.74, "ts": "2026-06-12T10:31:42", "prev_close": 14.06, "open": 13.52, "high": 13.77, "low": 13.3, "bid1": 13.72, "ask1": 13.74, "bid_qty1": 34500, "ask_qty1": 16400 }, "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": "2026-06-12T10:31:45", "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": 15.5807, "price_vs_vwap_pct": -2.2509, "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": 15.23, "ts": "2026-06-12T10:31:42", "prev_close": 15.46, "open": 15.6, "high": 16.03, "low": 15.23, "bid1": 15.23, "ask1": 15.25, "bid_qty1": 500, "ask_qty1": 2500 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": true, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "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": 51.1206, "price_vs_vwap_pct": 1.2116, "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": 0.0141, "prev_amount_yi": 0.0185, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:29", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0021 }, { "time": "10:30", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0056 }, { "time": "10:31", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 44.7, "quote": { "last": 51.74, "ts": "2026-06-12T10:31:43", "prev_close": 47.04, "open": 50.0, "high": 51.74, "low": 49.04, "bid1": 51.74, "ask1": 0.0, "bid_qty1": 13379490, "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": "2026-06-12T10:31:45", "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": 24.2459, "price_vs_vwap_pct": 0.883, "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": 0.0338, "prev_amount_yi": 0.0421, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:29", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0098 }, { "time": "10:30", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0161 }, { "time": "10:31", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "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": "2026-06-12T10:31:42", "prev_close": 22.24, "open": 23.21, "high": 24.46, "low": 23.16, "bid1": 24.46, "ask1": 0.0, "bid_qty1": 22315843, "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": "2026-06-12T10:31:45", "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": 273.4348, "price_vs_vwap_pct": -3.1872, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5789, "prev_amount_yi": 0.4576, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:29", "open": 264.14, "high": 264.14, "low": 263.03, "close": 263.03, "amount_yi": 0.1828 }, { "time": "10:30", "open": 262.27, "high": 263.62, "low": 262.27, "close": 263.62, "amount_yi": 0.1785 }, { "time": "10:31", "open": 264.71, "high": 264.72, "low": 264.71, "close": 264.72, "amount_yi": 0.2176 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 245.672, "quote": { "last": 264.72, "ts": "2026-06-12T10:31:42", "prev_close": 260.3, "open": 275.99, "high": 282.98, "low": 262.01, "bid1": 264.7, "ask1": 264.74, "bid_qty1": 1000, "ask_qty1": 5380 }, "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": "2026-06-12T10:31:45", "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": 5.8088, "price_vs_vwap_pct": -0.1515, "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": 5.8, "ts": "2026-06-12T10:31:44", "prev_close": 5.95, "open": 5.73, "high": 5.93, "low": 5.73, "bid1": 5.8, "ask1": 5.81, "bid_qty1": 259600, "ask_qty1": 49300 }, "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": "OBSERVE", "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": "2026-06-12T10:31:45", "sim_reason": "waiting_trigger", "qty": 100, "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": 64.1309, "price_vs_vwap_pct": -3.0888, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5193, "prev_amount_yi": 0.2601, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:29", "open": 62.28, "high": 62.28, "low": 62.25, "close": 62.25, "amount_yi": 0.0903 }, { "time": "10:30", "open": 62.0, "high": 62.02, "low": 62.0, "close": 62.02, "amount_yi": 0.3357 }, { "time": "10:31", "open": 62.09, "high": 62.15, "low": 62.09, "close": 62.15, "amount_yi": 0.0933 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 57.382, "quote": { "last": 62.15, "ts": "2026-06-12T10:31:43", "prev_close": 64.3, "open": 65.59, "high": 66.8, "low": 61.98, "bid1": 62.13, "ask1": 62.15, "bid_qty1": 101900, "ask_qty1": 3200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-12T10:31:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "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": 18.3838, "price_vs_vwap_pct": 0.8497, "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": 0.2136, "prev_amount_yi": 0.5098, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.419, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:29", "open": 18.6, "high": 18.6, "low": 18.55, "close": 18.55, "amount_yi": 0.0646 }, { "time": "10:30", "open": 18.51, "high": 18.59, "low": 18.51, "close": 18.59, "amount_yi": 0.0951 }, { "time": "10:31", "open": 18.57, "high": 18.57, "low": 18.54, "close": 18.54, "amount_yi": 0.0539 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.158, "quote": { "last": 18.54, "ts": "2026-06-12T10:31:42", "prev_close": 16.53, "open": 18.5, "high": 18.96, "low": 17.65, "bid1": 18.53, "ask1": 18.54, "bid_qty1": 13565, "ask_qty1": 2200 }, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_trigger", "qty": 100, "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": 64.7564, "price_vs_vwap_pct": -3.8242, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.694, "prev_amount_yi": 1.1184, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:29", "open": 62.12, "high": 62.12, "low": 61.98, "close": 61.98, "amount_yi": 0.7017 }, { "time": "10:30", "open": 61.92, "high": 62.14, "low": 61.92, "close": 62.14, "amount_yi": 0.618 }, { "time": "10:31", "open": 62.26, "high": 62.28, "low": 62.26, "close": 62.28, "amount_yi": 0.3743 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115394.64, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 61.072, "quote": { "last": 62.28, "ts": "2026-06-12T10:31:42", "prev_close": 66.71, "open": 67.2, "high": 68.1, "low": 61.8, "bid1": 62.26, "ask1": 62.3, "bid_qty1": 600, "ask_qty1": 1800 }, "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": "2026-06-12T10:31:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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": 61.0142, "price_vs_vwap_pct": -0.0069, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3339, "prev_amount_yi": 0.2166, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5416, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 61.6, "high": 61.6, "low": 61.6, "close": 61.6, "amount_yi": 0.0184 }, { "time": "10:28", "open": 61.43, "high": 61.53, "low": 61.43, "close": 61.53, "amount_yi": 0.057 }, { "time": "10:29", "open": 61.45, "high": 61.45, "low": 61.4, "close": 61.4, "amount_yi": 0.0369 }, { "time": "10:30", "open": 61.01, "high": 61.06, "low": 61.01, "close": 61.06, "amount_yi": 0.1521 }, { "time": "10:31", "open": 61.23, "high": 61.23, "low": 61.01, "close": 61.01, "amount_yi": 0.0695 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 58.15, "quote": { "last": 61.01, "ts": "2026-06-12T10:31:42", "prev_close": 59.1, "open": 58.51, "high": 64.4, "low": 57.09, "bid1": 61.0, "ask1": 61.01, "bid_qty1": 4400, "ask_qty1": 1500 }, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "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": 57.0365, "price_vs_vwap_pct": -1.6244, "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": 0.0408, "prev_amount_yi": 0.0263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:27", "open": 56.29, "high": 56.29, "low": 56.29, "close": 56.29, "amount_yi": 0.0048 }, { "time": "10:28", "open": 56.2, "high": 56.2, "low": 56.11, "close": 56.11, "amount_yi": 0.0088 }, { "time": "10:29", "open": 56.07, "high": 56.11, "low": 56.07, "close": 56.11, "amount_yi": 0.0089 }, { "time": "10:30", "open": 56.08, "high": 56.16, "low": 56.08, "close": 56.16, "amount_yi": 0.0125 }, { "time": "10:31", "open": 56.2, "high": 56.2, "low": 56.11, "close": 56.11, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.506, "quote": { "last": 56.11, "ts": "2026-06-12T10:31:43", "prev_close": 55.92, "open": 56.8, "high": 58.76, "low": 56.01, "bid1": 56.11, "ask1": 56.16, "bid_qty1": 200, "ask_qty1": 800 }, "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": "2026-06-12T10:31:45", "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": 102.7772, "price_vs_vwap_pct": -3.6751, "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": 0.1679, "prev_amount_yi": 0.1081, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 99.8, "high": 99.8, "low": 99.8, "close": 99.8, "amount_yi": 0.0216 }, { "time": "10:28", "open": 99.51, "high": 99.51, "low": 99.11, "close": 99.11, "amount_yi": 0.0419 }, { "time": "10:29", "open": 98.88, "high": 98.88, "low": 98.58, "close": 98.58, "amount_yi": 0.052 }, { "time": "10:30", "open": 98.44, "high": 98.94, "low": 98.44, "close": 98.94, "amount_yi": 0.0299 }, { "time": "10:31", "open": 99.02, "high": 99.02, "low": 99.0, "close": 99.0, "amount_yi": 0.0225 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 94.546, "quote": { "last": 99.0, "ts": "2026-06-12T10:31:44", "prev_close": 102.29, "open": 104.0, "high": 106.9, "low": 98.1, "bid1": 99.0, "ask1": 99.07, "bid_qty1": 569, "ask_qty1": 206 }, "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": "2026-06-12T10:31:45", "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": 37.6577, "price_vs_vwap_pct": -3.8975, "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": 0.0992, "prev_amount_yi": 0.2046, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.4848, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 36.39, "high": 36.39, "low": 36.39, "close": 36.39, "amount_yi": 0.0068 }, { "time": "10:28", "open": 36.33, "high": 36.33, "low": 36.2, "close": 36.2, "amount_yi": 0.0219 }, { "time": "10:29", "open": 36.17, "high": 36.17, "low": 36.11, "close": 36.11, "amount_yi": 0.0154 }, { "time": "10:30", "open": 36.07, "high": 36.18, "low": 36.07, "close": 36.18, "amount_yi": 0.0342 }, { "time": "10:31", "open": 36.18, "high": 36.19, "low": 36.18, "close": 36.19, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 33.234, "quote": { "last": 36.19, "ts": "2026-06-12T10:31:42", "prev_close": 36.75, "open": 38.0, "high": 40.0, "low": 36.07, "bid1": 36.19, "ask1": 36.22, "bid_qty1": 5544, "ask_qty1": 4095 }, "previous_state": "OBSERVE", "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": "2026-06-12T10:31:45", "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": 94.9193, "price_vs_vwap_pct": 0.5064, "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": 1.1183, "prev_amount_yi": 1.1913, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 95.85, "high": 95.85, "low": 95.85, "close": 95.85, "amount_yi": 0.1285 }, { "time": "10:28", "open": 95.98, "high": 95.98, "low": 95.98, "close": 95.98, "amount_yi": 0.2995 }, { "time": "10:29", "open": 96.01, "high": 96.01, "low": 95.99, "close": 95.99, "amount_yi": 0.168 }, { "time": "10:30", "open": 95.75, "high": 95.75, "low": 95.38, "close": 95.38, "amount_yi": 0.284 }, { "time": "10:31", "open": 95.2, "high": 95.4, "low": 95.2, "close": 95.4, "amount_yi": 0.2383 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 85.976, "quote": { "last": 95.4, "ts": "2026-06-12T10:31:42", "prev_close": 94.03, "open": 91.03, "high": 97.25, "low": 91.0, "bid1": 95.4, "ask1": 95.41, "bid_qty1": 5100, "ask_qty1": 200 }, "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": "2026-06-12T10:31:45", "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": 85.6559, "price_vs_vwap_pct": -3.4042, "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": 1.2799, "prev_amount_yi": 1.4167, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 82.15, "high": 82.15, "low": 82.15, "close": 82.15, "amount_yi": 0.0882 }, { "time": "10:28", "open": 82.2, "high": 82.2, "low": 82.08, "close": 82.08, "amount_yi": 0.2527 }, { "time": "10:29", "open": 82.02, "high": 82.02, "low": 81.75, "close": 81.75, "amount_yi": 0.2937 }, { "time": "10:30", "open": 82.05, "high": 82.56, "low": 82.05, "close": 82.56, "amount_yi": 0.4535 }, { "time": "10:31", "open": 82.76, "high": 82.76, "low": 82.74, "close": 82.74, "amount_yi": 0.1918 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.056, "quote": { "last": 82.74, "ts": "2026-06-12T10:31:42", "prev_close": 75.48, "open": 85.0, "high": 88.55, "low": 81.62, "bid1": 82.74, "ask1": 82.75, "bid_qty1": 1000, "ask_qty1": 500 }, "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": "2026-06-12T10:31:45", "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": 87.2734, "price_vs_vwap_pct": -2.3643, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4001, "prev_amount_yi": 0.2318, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.7261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 86.1, "high": 86.1, "low": 86.1, "close": 86.1, "amount_yi": 0.0276 }, { "time": "10:28", "open": 85.76, "high": 85.76, "low": 85.28, "close": 85.28, "amount_yi": 0.108 }, { "time": "10:29", "open": 85.1, "high": 85.15, "low": 85.1, "close": 85.15, "amount_yi": 0.1476 }, { "time": "10:30", "open": 85.04, "high": 85.29, "low": 85.04, "close": 85.29, "amount_yi": 0.0887 }, { "time": "10:31", "open": 85.39, "high": 85.39, "low": 85.21, "close": 85.21, "amount_yi": 0.0282 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 76.354, "quote": { "last": 85.21, "ts": "2026-06-12T10:31:44", "prev_close": 82.77, "open": 87.0, "high": 88.88, "low": 84.98, "bid1": 85.18, "ask1": 85.21, "bid_qty1": 184, "ask_qty1": 1069 }, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_trigger", "qty": 200, "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": 34.5899, "price_vs_vwap_pct": -3.9893, "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": 1.5318, "prev_amount_yi": 1.4641, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 33.5, "high": 33.5, "low": 33.5, "close": 33.5, "amount_yi": 0.0868 }, { "time": "10:28", "open": 33.38, "high": 33.38, "low": 33.34, "close": 33.34, "amount_yi": 0.2319 }, { "time": "10:29", "open": 33.31, "high": 33.31, "low": 33.27, "close": 33.27, "amount_yi": 0.4857 }, { "time": "10:30", "open": 33.19, "high": 33.25, "low": 33.19, "close": 33.25, "amount_yi": 0.4676 }, { "time": "10:31", "open": 33.21, "high": 33.21, "low": 33.21, "close": 33.21, "amount_yi": 0.2598 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.552, "quote": { "last": 33.21, "ts": "2026-06-12T10:31:43", "prev_close": 34.24, "open": 35.7, "high": 36.07, "low": 33.19, "bid1": 33.2, "ask1": 33.21, "bid_qty1": 55898, "ask_qty1": 19900 }, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_trigger", "qty": 300, "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": 21.1399, "price_vs_vwap_pct": 0.0951, "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": 0.0361, "prev_amount_yi": 0.0443, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 21.16, "high": 21.16, "low": 21.16, "close": 21.16, "amount_yi": 0.005 }, { "time": "10:28", "open": 21.19, "high": 21.19, "low": 21.17, "close": 21.17, "amount_yi": 0.0095 }, { "time": "10:29", "open": 21.16, "high": 21.16, "low": 21.16, "close": 21.16, "amount_yi": 0.0061 }, { "time": "10:30", "open": 21.17, "high": 21.17, "low": 21.15, "close": 21.15, "amount_yi": 0.008 }, { "time": "10:31", "open": 21.14, "high": 21.16, "low": 21.14, "close": 21.16, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.706, "quote": { "last": 21.16, "ts": "2026-06-12T10:31:42", "prev_close": 22.02, "open": 21.2, "high": 21.65, "low": 20.8, "bid1": 21.16, "ask1": 21.17, "bid_qty1": 1000, "ask_qty1": 3300 }, "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": "2026-06-12T10:31:45", "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": 91.524, "price_vs_vwap_pct": 1.9186, "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": 0.0365, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0018 }, { "time": "10:28", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0098 }, { "time": "10:29", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0136 }, { "time": "10:30", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.005 }, { "time": "10:31", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "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": "2026-06-12T10:31:42", "prev_close": 84.8, "open": 89.99, "high": 93.28, "low": 86.92, "bid1": 93.28, "ask1": 0.0, "bid_qty1": 3931097, "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": "2026-06-12T10:31:45", "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": 318.5987, "price_vs_vwap_pct": -2.2375, "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": 2.6243, "prev_amount_yi": 2.5718, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:27", "open": 315.51, "high": 315.51, "low": 315.51, "close": 315.51, "amount_yi": 0.2647 }, { "time": "10:28", "open": 315.2, "high": 315.2, "low": 314.33, "close": 314.33, "amount_yi": 0.7479 }, { "time": "10:29", "open": 314.12, "high": 314.12, "low": 312.24, "close": 312.24, "amount_yi": 0.5606 }, { "time": "10:30", "open": 312.0, "high": 312.0, "low": 311.39, "close": 311.39, "amount_yi": 0.6049 }, { "time": "10:31", "open": 311.58, "high": 311.58, "low": 311.47, "close": 311.47, "amount_yi": 0.4462 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48081.1, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 283.748, "quote": { "last": 311.47, "ts": "2026-06-12T10:31:43", "prev_close": 303.12, "open": 318.27, "high": 324.9, "low": 311.23, "bid1": 311.44, "ask1": 311.47, "bid_qty1": 193, "ask_qty1": 267 }, "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": "2026-06-12T10:31:45", "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": 106.2532, "price_vs_vwap_pct": -0.8595, "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": 105.34, "ts": "2026-06-12T10:31:42", "prev_close": 104.22, "open": 111.69, "high": 111.69, "low": 98.0, "bid1": 105.22, "ask1": 105.25, "bid_qty1": 9065, "ask_qty1": 2143 }, "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": "2026-06-12T10:31:45", "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": 318.9262, "price_vs_vwap_pct": -0.8673, "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": 1.2158, "prev_amount_yi": 1.1834, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "10:27", "open": 310.99, "high": 310.99, "low": 310.99, "close": 310.99, "amount_yi": 0.1918 }, { "time": "10:28", "open": 315.66, "high": 318.2, "low": 315.66, "close": 318.2, "amount_yi": 0.4278 }, { "time": "10:29", "open": 318.97, "high": 318.97, "low": 316.01, "close": 316.01, "amount_yi": 0.2167 }, { "time": "10:30", "open": 314.9, "high": 314.9, "low": 314.9, "close": 314.9, "amount_yi": 0.1606 }, { "time": "10:31", "open": 315.31, "high": 316.16, "low": 315.31, "close": 316.16, "amount_yi": 0.2189 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28848.66, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 275.182, "quote": { "last": 316.16, "ts": "2026-06-12T10:31:44", "prev_close": 349.8, "open": 327.0, "high": 336.93, "low": 296.61, "bid1": 316.12, "ask1": 316.16, "bid_qty1": 222, "ask_qty1": 9 }, "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": "2026-06-12T10:31:45", "sim_reason": "waiting_trigger", "qty": 200, "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": 30.6911, "price_vs_vwap_pct": -0.9811, "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": 0.2152, "prev_amount_yi": 0.2691, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "10:27", "open": 30.25, "high": 30.25, "low": 30.25, "close": 30.25, "amount_yi": 0.0343 }, { "time": "10:28", "open": 30.22, "high": 30.22, "low": 30.22, "close": 30.22, "amount_yi": 0.0928 }, { "time": "10:29", "open": 30.26, "high": 30.34, "low": 30.26, "close": 30.34, "amount_yi": 0.0168 }, { "time": "10:30", "open": 30.4, "high": 30.4, "low": 30.4, "close": 30.4, "amount_yi": 0.0321 }, { "time": "10:31", "open": 30.38, "high": 30.39, "low": 30.38, "close": 30.39, "amount_yi": 0.0392 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28848.66, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.884, "quote": { "last": 30.39, "ts": "2026-06-12T10:31:44", "prev_close": 33.1, "open": 31.88, "high": 32.0, "low": 29.94, "bid1": 30.4, "ask1": 30.41, "bid_qty1": 200, "ask_qty1": 12419 }, "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": "2026-06-12T10:31:45", "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": 146.4093, "price_vs_vwap_pct": 4.9114, "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": 0.0163, "prev_amount_yi": 0.022, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "10:26", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0012 }, { "time": "10:27", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0009 }, { "time": "10:28", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0078 }, { "time": "10:29", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0015 }, { "time": "10:30", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28848.66, "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": "2026-06-12T10:31:40", "prev_close": 128.0, "open": 138.0, "high": 153.6, "low": 133.54, "bid1": 153.6, "ask1": 0.0, "bid_qty1": 1296955, "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": "OBSERVE", "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": "2026-06-12T10:31:45", "sim_reason": "waiting_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": 229.9511, "price_vs_vwap_pct": -0.2353, "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": 0.3473, "prev_amount_yi": 0.3309, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "10:27", "open": 230.94, "high": 230.94, "low": 230.94, "close": 230.94, "amount_yi": 0.0143 }, { "time": "10:28", "open": 230.0, "high": 230.0, "low": 229.4, "close": 229.4, "amount_yi": 0.1385 }, { "time": "10:29", "open": 228.89, "high": 229.43, "low": 228.89, "close": 229.43, "amount_yi": 0.0813 }, { "time": "10:30", "open": 229.44, "high": 230.0, "low": 229.44, "close": 230.0, "amount_yi": 0.0724 }, { "time": "10:31", "open": 229.85, "high": 229.85, "low": 229.41, "close": 229.41, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28848.66, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 209.846, "quote": { "last": 229.41, "ts": "2026-06-12T10:31:42", "prev_close": 226.83, "open": 229.76, "high": 235.96, "low": 225.01, "bid1": 229.41, "ask1": 229.5, "bid_qty1": 400, "ask_qty1": 1000 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 632133.0, "market_value": 328675.0, "total_value": 960808.0, "unrealized_pnl": -694.999999999996, "unrealized_pnl_pct_of_initial": -0.06949999999999959, "realized_pnl": -38497.00000000001, "realized_pnl_pct_of_initial": -3.8497000000000012, "total_pnl": -39192.0, "total_pnl_pct": -3.9192000000000005 }, "paper_positions": [ { "symbol": "SZSE.002643", "name": "万润股份", "quantity": 7300, "sellable_qty": 0, "avg_cost": 15.84, "last_price": 15.23, "market_value": 111179.0, "unrealized_pnl": -4452.999999999995, "unrealized_pnl_pct": -3.8510101010100994, "updated_at": "2026-06-12T10:31:45", "position_pct_of_total": 11.571406566140165 }, { "symbol": "SHSE.601678", "name": "滨化股份", "quantity": 16500, "sellable_qty": 0, "avg_cost": 5.85, "last_price": 5.8, "market_value": 95700.0, "unrealized_pnl": -824.999999999997, "unrealized_pnl_pct": -0.8547008547008517, "updated_at": "2026-06-12T10:31:45", "position_pct_of_total": 9.9603666913681 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 29.94, "market_value": 50898.0, "unrealized_pnl": 3366.000000000001, "unrealized_pnl_pct": 7.081545064377681, "updated_at": "2026-06-12T10:31:45", "position_pct_of_total": 5.297416341246118 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 99.66, "market_value": 49830.0, "unrealized_pnl": 2144.999999999996, "unrealized_pnl_pct": 4.498269896193774, "updated_at": "2026-06-12T10:31:45", "position_pct_of_total": 5.186259897919252 }, { "symbol": "SHSE.688545", "name": "兴福电子", "quantity": 200, "sellable_qty": 0, "avg_cost": 109.98, "last_price": 105.34, "market_value": 21068.0, "unrealized_pnl": -928.0000000000001, "unrealized_pnl_pct": -4.218948899799968, "updated_at": "2026-06-12T10:31:45", "position_pct_of_total": 2.192737779035978 } ], "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": "SZSE.002643", "name": "万润股份", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 15.23, "avg_cost": 15.84, "pnl_pct": -3.851, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 54, "source_event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 15.84, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SHSE.688545", "name": "兴福电子", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 105.34, "avg_cost": 109.98, "pnl_pct": -4.2189, "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": 0.56, "active_up_ratio": 0.4444, "active_above_vwap": 4, "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": 2, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 2, "qfq_position_adjustments": 0 } }