{ "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": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough", "enabled": true, "pool_up_ratio": 0.48, "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": -1.4225, "last": 13.86, "prev_close": 14.06, "vwap": 13.5826 }, { "symbol": "SZSE.002643", "name": "万润股份", "paper_scope": "shadow_active", "ret_pct": -1.6171, "last": 15.21, "prev_close": 15.46, "vwap": 15.5192 }, { "symbol": "SHSE.603738", "name": "泰晶科技", "paper_scope": "shadow_active", "ret_pct": 9.9915, "last": 51.74, "prev_close": 47.04, "vwap": 51.1427 }, { "symbol": "SZSE.000969", "name": "安泰科技", "paper_scope": "shadow_active", "ret_pct": 9.982, "last": 24.46, "prev_close": 22.24, "vwap": 24.2515 }, { "symbol": "SHSE.688037", "name": "芯源微", "paper_scope": "shadow_active", "ret_pct": 0.2612, "last": 260.98, "prev_close": 260.3, "vwap": 271.6849 }, { "symbol": "SHSE.601678", "name": "滨化股份", "paper_scope": "shadow_active", "ret_pct": -1.0084, "last": 5.89, "prev_close": 5.95, "vwap": 5.8144 }, { "symbol": "SHSE.603650", "name": "彤程新材", "paper_scope": "shadow_active", "ret_pct": -4.1369, "last": 61.64, "prev_close": 64.3, "vwap": 63.8303 }, { "symbol": "SZSE.300131", "name": "英唐智控", "paper_scope": "shadow_active", "ret_pct": 9.3164, "last": 18.07, "prev_close": 16.53, "vwap": 18.4353 } ] }, "quote_source": "public_http_sina:27/27", "quote_stale_lock": false, "generated_at": "2026-06-12T11:13:34", "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": "2026-06-12T11:13:34", "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": 13.5826, "price_vs_vwap_pct": 2.0423, "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": 0.0614, "prev_amount_yi": 0.0483, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:11", "open": 13.83, "high": 13.84, "low": 13.83, "close": 13.84, "amount_yi": 0.0189 }, { "time": "11:12", "open": 13.87, "high": 13.87, "low": 13.86, "close": 13.86, "amount_yi": 0.0281 }, { "time": "11:13", "open": 13.85, "high": 13.86, "low": 13.85, "close": 13.86, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 13.156, "quote": { "last": 13.86, "ts": "2026-06-12T11:13:33", "prev_close": 14.06, "open": 13.52, "high": 13.88, "low": 13.3, "bid1": 13.85, "ask1": 13.86, "bid_qty1": 32500, "ask_qty1": 54900 }, "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": "2026-06-12T11:13:34", "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": 15.5192, "price_vs_vwap_pct": -1.9924, "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": 15.21, "ts": "2026-06-12T11:13:33", "prev_close": 15.46, "open": 15.6, "high": 16.03, "low": 15.2, "bid1": 15.21, "ask1": 15.22, "bid_qty1": 5600, "ask_qty1": 4000 }, "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": "2026-06-12T11:13:34", "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": 51.1427, "price_vs_vwap_pct": 1.1679, "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": 0.0073, "prev_amount_yi": 0.0164, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:11", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0022 }, { "time": "11:12", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0034 }, { "time": "11:13", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "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": "2026-06-12T11:13:31", "prev_close": 47.04, "open": 50.0, "high": 51.74, "low": 49.04, "bid1": 51.74, "ask1": 0.0, "bid_qty1": 12168890, "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": "2026-06-12T11:13:34", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 300, "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": 24.2515, "price_vs_vwap_pct": 0.8597, "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": 0.0135, "prev_amount_yi": 0.0101, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:11", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0039 }, { "time": "11:12", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0081 }, { "time": "11:13", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "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": "2026-06-12T11:13:33", "prev_close": 22.24, "open": 23.21, "high": 24.46, "low": 23.16, "bid1": 24.46, "ask1": 0.0, "bid_qty1": 18001443, "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": "2026-06-12T11:13:34", "sim_reason": "minute_energy_ratio_too_low", "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": 271.6849, "price_vs_vwap_pct": -3.9402, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1802, "prev_amount_yi": 0.208, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:11", "open": 260.0, "high": 260.07, "low": 260.0, "close": 260.07, "amount_yi": 0.0373 }, { "time": "11:12", "open": 260.73, "high": 260.73, "low": 260.66, "close": 260.66, "amount_yi": 0.0781 }, { "time": "11:13", "open": 260.9, "high": 260.98, "low": 260.9, "close": 260.98, "amount_yi": 0.0648 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 245.672, "quote": { "last": 260.98, "ts": "2026-06-12T11:13:33", "prev_close": 260.3, "open": 275.99, "high": 282.98, "low": 259.0, "bid1": 260.63, "ask1": 260.96, "bid_qty1": 200, "ask_qty1": 400 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "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": "2026-06-12T11:13:34", "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": 5.8144, "price_vs_vwap_pct": 1.3002, "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": 5.89, "ts": "2026-06-12T11:13:32", "prev_close": 5.95, "open": 5.73, "high": 5.93, "low": 5.73, "bid1": 5.88, "ask1": 5.89, "bid_qty1": 87100, "ask_qty1": 26400 }, "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": "CANCELLED", "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": "2026-06-12T11:13:34", "sim_reason": "invalid_price_broken", "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": 63.8303, "price_vs_vwap_pct": -3.4314, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.265, "prev_amount_yi": 0.2208, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:11", "open": 61.3, "high": 61.44, "low": 61.3, "close": 61.44, "amount_yi": 0.137 }, { "time": "11:12", "open": 61.46, "high": 61.5, "low": 61.46, "close": 61.5, "amount_yi": 0.0638 }, { "time": "11:13", "open": 61.53, "high": 61.64, "low": 61.53, "close": 61.64, "amount_yi": 0.0642 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 57.382, "quote": { "last": 61.64, "ts": "2026-06-12T11:13:31", "prev_close": 64.3, "open": 65.59, "high": 66.8, "low": 61.26, "bid1": 61.61, "ask1": 61.64, "bid_qty1": 800, "ask_qty1": 1400 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-12T11:13:34", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 400, "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": 18.4353, "price_vs_vwap_pct": -1.9815, "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": 0.3078, "prev_amount_yi": 0.3687, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:11", "open": 18.02, "high": 18.04, "low": 18.02, "close": 18.04, "amount_yi": 0.1641 }, { "time": "11:12", "open": 18.06, "high": 18.11, "low": 18.06, "close": 18.11, "amount_yi": 0.07 }, { "time": "11:13", "open": 18.1, "high": 18.1, "low": 18.07, "close": 18.07, "amount_yi": 0.0737 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 16.158, "quote": { "last": 18.07, "ts": "2026-06-12T11:13:33", "prev_close": 16.53, "open": 18.5, "high": 19.17, "low": 17.65, "bid1": 18.07, "ask1": 18.08, "bid_qty1": 27800, "ask_qty1": 23400 }, "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": "2026-06-12T11:13:34", "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": 64.2307, "price_vs_vwap_pct": -4.4849, "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": 0.936, "prev_amount_yi": 0.9087, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 1.03, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:11", "open": 61.01, "high": 61.09, "low": 61.01, "close": 61.09, "amount_yi": 0.5307 }, { "time": "11:12", "open": 61.26, "high": 61.39, "low": 61.26, "close": 61.39, "amount_yi": 0.181 }, { "time": "11:13", "open": 61.3, "high": 61.35, "low": 61.3, "close": 61.35, "amount_yi": 0.2243 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 115296.6, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 61.072, "quote": { "last": 61.35, "ts": "2026-06-12T11:13:33", "prev_close": 66.71, "open": 67.2, "high": 68.1, "low": 61.0, "bid1": 61.33, "ask1": 61.35, "bid_qty1": 1300, "ask_qty1": 5100 }, "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": "OBSERVE", "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": "2026-06-12T11:13:34", "sim_reason": "minute_energy_amount_too_low", "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": 61.0267, "price_vs_vwap_pct": -0.5353, "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": 0.1647, "prev_amount_yi": 0.2567, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6416, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 60.96, "high": 60.96, "low": 60.96, "close": 60.96, "amount_yi": 0.0069 }, { "time": "11:10", "open": 61.14, "high": 61.14, "low": 60.96, "close": 60.96, "amount_yi": 0.0275 }, { "time": "11:11", "open": 60.88, "high": 60.88, "low": 60.75, "close": 60.75, "amount_yi": 0.0283 }, { "time": "11:12", "open": 60.69, "high": 60.7, "low": 60.69, "close": 60.7, "amount_yi": 0.0442 }, { "time": "11:13", "open": 60.7, "high": 60.7, "low": 60.7, "close": 60.7, "amount_yi": 0.0578 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 58.15, "quote": { "last": 60.7, "ts": "2026-06-12T11:13:30", "prev_close": 59.1, "open": 58.51, "high": 64.4, "low": 57.09, "bid1": 60.69, "ask1": 60.7, "bid_qty1": 500, "ask_qty1": 2100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-12T11:13:34", "sim_reason": "minute_energy_amount_too_low", "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": 56.8513, "price_vs_vwap_pct": -1.7964, "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": 0.0187, "prev_amount_yi": 0.0296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:09", "open": 55.7, "high": 55.7, "low": 55.7, "close": 55.7, "amount_yi": 0.0037 }, { "time": "11:10", "open": 55.67, "high": 55.67, "low": 55.6, "close": 55.6, "amount_yi": 0.0031 }, { "time": "11:11", "open": 55.61, "high": 55.61, "low": 55.6, "close": 55.6, "amount_yi": 0.0039 }, { "time": "11:12", "open": 55.8, "high": 55.82, "low": 55.8, "close": 55.82, "amount_yi": 0.0047 }, { "time": "11:13", "open": 55.81, "high": 55.83, "low": 55.81, "close": 55.83, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 52.506, "quote": { "last": 55.83, "ts": "2026-06-12T11:13:32", "prev_close": 55.92, "open": 56.8, "high": 58.76, "low": 55.59, "bid1": 55.82, "ask1": 55.86, "bid_qty1": 100, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "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": "2026-06-12T11:13:34", "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": 101.8801, "price_vs_vwap_pct": -4.2698, "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": 0.1872, "prev_amount_yi": 0.1154, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.6222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 97.38, "high": 97.38, "low": 97.38, "close": 97.38, "amount_yi": 0.0218 }, { "time": "11:10", "open": 97.2, "high": 97.2, "low": 97.08, "close": 97.08, "amount_yi": 0.0604 }, { "time": "11:11", "open": 97.05, "high": 97.05, "low": 97.02, "close": 97.02, "amount_yi": 0.0261 }, { "time": "11:12", "open": 98.0, "high": 98.0, "low": 97.84, "close": 97.84, "amount_yi": 0.0647 }, { "time": "11:13", "open": 97.62, "high": 97.62, "low": 97.53, "close": 97.53, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 94.546, "quote": { "last": 97.53, "ts": "2026-06-12T11:13:32", "prev_close": 102.29, "open": 104.0, "high": 106.9, "low": 97.0, "bid1": 97.53, "ask1": 97.62, "bid_qty1": 1255, "ask_qty1": 1778 }, "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": "2026-06-12T11:13:34", "sim_reason": "waiting_trigger", "qty": 200, "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": 37.4843, "price_vs_vwap_pct": -2.866, "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": 0.0767, "prev_amount_yi": 0.2562, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.2994, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 36.36, "high": 36.36, "low": 36.36, "close": 36.36, "amount_yi": 0.0067 }, { "time": "11:10", "open": 36.33, "high": 36.33, "low": 36.33, "close": 36.33, "amount_yi": 0.0173 }, { "time": "11:11", "open": 36.36, "high": 36.36, "low": 36.36, "close": 36.36, "amount_yi": 0.0151 }, { "time": "11:12", "open": 36.44, "high": 36.44, "low": 36.44, "close": 36.44, "amount_yi": 0.0187 }, { "time": "11:13", "open": 36.39, "high": 36.41, "low": 36.39, "close": 36.41, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 33.234, "quote": { "last": 36.41, "ts": "2026-06-12T11:13:33", "prev_close": 36.75, "open": 38.0, "high": 40.0, "low": 36.07, "bid1": 36.39, "ask1": 36.41, "bid_qty1": 16782, "ask_qty1": 1607 }, "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": "TOUCHED", "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": "2026-06-12T11:13:34", "sim_reason": "trigger_touched_but_above_exec_high", "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": 95.4368, "price_vs_vwap_pct": 3.3983, "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": 3.8246, "prev_amount_yi": 1.4095, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.7134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 97.28, "high": 97.28, "low": 97.28, "close": 97.28, "amount_yi": 0.3778 }, { "time": "11:10", "open": 97.5, "high": 97.78, "low": 97.5, "close": 97.78, "amount_yi": 0.4886 }, { "time": "11:11", "open": 98.01, "high": 98.54, "low": 98.01, "close": 98.54, "amount_yi": 0.8534 }, { "time": "11:12", "open": 98.9, "high": 98.9, "low": 98.52, "close": 98.52, "amount_yi": 1.5939 }, { "time": "11:13", "open": 98.25, "high": 98.68, "low": 98.25, "close": 98.68, "amount_yi": 0.5109 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 85.976, "quote": { "last": 98.68, "ts": "2026-06-12T11:13:33", "prev_close": 94.03, "open": 91.03, "high": 98.93, "low": 91.0, "bid1": 98.69, "ask1": 98.7, "bid_qty1": 1500, "ask_qty1": 2200 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-12T11:13:34", "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": 85.1959, "price_vs_vwap_pct": -4.4555, "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": 0.5354, "prev_amount_yi": 0.6938, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 81.31, "high": 81.31, "low": 81.31, "close": 81.31, "amount_yi": 0.0219 }, { "time": "11:10", "open": 81.19, "high": 81.37, "low": 81.19, "close": 81.37, "amount_yi": 0.1785 }, { "time": "11:11", "open": 81.29, "high": 81.42, "low": 81.29, "close": 81.42, "amount_yi": 0.1285 }, { "time": "11:12", "open": 81.55, "high": 81.59, "low": 81.55, "close": 81.59, "amount_yi": 0.1182 }, { "time": "11:13", "open": 81.44, "high": 81.44, "low": 81.4, "close": 81.4, "amount_yi": 0.0883 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.056, "quote": { "last": 81.4, "ts": "2026-06-12T11:13:33", "prev_close": 75.48, "open": 85.0, "high": 88.55, "low": 81.11, "bid1": 81.34, "ask1": 81.42, "bid_qty1": 300, "ask_qty1": 700 }, "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": "OBSERVE", "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": "2026-06-12T11:13:34", "sim_reason": "minute_energy_amount_too_low", "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": 86.5663, "price_vs_vwap_pct": -2.3523, "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": 0.1527, "prev_amount_yi": 0.2001, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 84.3, "high": 84.3, "low": 84.3, "close": 84.3, "amount_yi": 0.0163 }, { "time": "11:10", "open": 84.31, "high": 84.31, "low": 84.3, "close": 84.3, "amount_yi": 0.0255 }, { "time": "11:11", "open": 84.32, "high": 84.45, "low": 84.32, "close": 84.45, "amount_yi": 0.0172 }, { "time": "11:12", "open": 84.47, "high": 84.48, "low": 84.47, "close": 84.48, "amount_yi": 0.0286 }, { "time": "11:13", "open": 84.39, "high": 84.53, "low": 84.39, "close": 84.53, "amount_yi": 0.0651 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 76.354, "quote": { "last": 84.53, "ts": "2026-06-12T11:13:32", "prev_close": 82.77, "open": 87.0, "high": 88.88, "low": 83.0, "bid1": 84.53, "ask1": 84.55, "bid_qty1": 300, "ask_qty1": 786 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-12T11:13:34", "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": 34.4708, "price_vs_vwap_pct": -3.0484, "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": 0.4404, "prev_amount_yi": 0.5383, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 33.27, "high": 33.27, "low": 33.27, "close": 33.27, "amount_yi": 0.084 }, { "time": "11:10", "open": 33.25, "high": 33.31, "low": 33.25, "close": 33.31, "amount_yi": 0.1 }, { "time": "11:11", "open": 33.3, "high": 33.3, "low": 33.25, "close": 33.25, "amount_yi": 0.099 }, { "time": "11:12", "open": 33.29, "high": 33.48, "low": 33.29, "close": 33.48, "amount_yi": 0.1123 }, { "time": "11:13", "open": 33.47, "high": 33.47, "low": 33.42, "close": 33.42, "amount_yi": 0.0451 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 30.552, "quote": { "last": 33.42, "ts": "2026-06-12T11:13:31", "prev_close": 34.24, "open": 35.7, "high": 36.07, "low": 33.19, "bid1": 33.4, "ask1": 33.42, "bid_qty1": 14000, "ask_qty1": 1000 }, "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": "2026-06-12T11:13:34", "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": 21.1459, "price_vs_vwap_pct": 1.2489, "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": 0.0901, "prev_amount_yi": 0.0571, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5779, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 21.16, "high": 21.16, "low": 21.16, "close": 21.16, "amount_yi": 0.0027 }, { "time": "11:10", "open": 21.16, "high": 21.16, "low": 21.13, "close": 21.13, "amount_yi": 0.0079 }, { "time": "11:11", "open": 21.11, "high": 21.11, "low": 21.11, "close": 21.11, "amount_yi": 0.0086 }, { "time": "11:12", "open": 21.15, "high": 21.25, "low": 21.15, "close": 21.25, "amount_yi": 0.0292 }, { "time": "11:13", "open": 21.31, "high": 21.41, "low": 21.31, "close": 21.41, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 20.706, "quote": { "last": 21.41, "ts": "2026-06-12T11:13:33", "prev_close": 22.02, "open": 21.2, "high": 21.65, "low": 20.8, "bid1": 21.41, "ask1": 21.42, "bid_qty1": 1200, "ask_qty1": 1700 }, "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": "2026-06-12T11:13:34", "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": 91.545, "price_vs_vwap_pct": 1.8952, "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": 0.0235, "prev_amount_yi": 0.0352, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6676, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0052 }, { "time": "11:10", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0042 }, { "time": "11:11", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0057 }, { "time": "11:12", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.0044 }, { "time": "11:13", "open": 93.28, "high": 93.28, "low": 93.28, "close": 93.28, "amount_yi": 0.004 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "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": "2026-06-12T11:13:33", "prev_close": 84.8, "open": 89.99, "high": 93.28, "low": 86.92, "bid1": 93.28, "ask1": 0.0, "bid_qty1": 3802297, "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": "OBSERVE", "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": "2026-06-12T11:13:34", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "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": 317.165, "price_vs_vwap_pct": -3.1451, "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": 1.9487, "prev_amount_yi": 1.9314, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:09", "open": 307.2, "high": 307.2, "low": 307.2, "close": 307.2, "amount_yi": 0.1224 }, { "time": "11:10", "open": 307.16, "high": 307.16, "low": 306.63, "close": 306.63, "amount_yi": 0.5651 }, { "time": "11:11", "open": 307.42, "high": 307.42, "low": 306.82, "close": 306.82, "amount_yi": 0.4488 }, { "time": "11:12", "open": 307.93, "high": 307.93, "low": 307.33, "close": 307.33, "amount_yi": 0.5165 }, { "time": "11:13", "open": 307.32, "high": 307.32, "low": 307.19, "close": 307.19, "amount_yi": 0.2959 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 48040.25, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 283.748, "quote": { "last": 307.19, "ts": "2026-06-12T11:13:31", "prev_close": 303.12, "open": 318.27, "high": 324.9, "low": 306.33, "bid1": 307.17, "ask1": 307.19, "bid_qty1": 2359, "ask_qty1": 959 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-12T11:13:34", "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": 106.2221, "price_vs_vwap_pct": -0.7269, "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": 105.45, "ts": "2026-06-12T11:13:33", "prev_close": 104.22, "open": 111.69, "high": 111.69, "low": 98.0, "bid1": 105.45, "ask1": 105.74, "bid_qty1": 200, "ask_qty1": 200 }, "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": "2026-06-12T11:13:34", "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": 316.5385, "price_vs_vwap_pct": -3.3293, "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": 2.137, "prev_amount_yi": 2.6687, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "11:09", "open": 299.1, "high": 299.1, "low": 299.1, "close": 299.1, "amount_yi": 0.3358 }, { "time": "11:10", "open": 299.0, "high": 299.0, "low": 298.8, "close": 298.8, "amount_yi": 0.6527 }, { "time": "11:11", "open": 299.99, "high": 303.33, "low": 299.99, "close": 303.33, "amount_yi": 0.4768 }, { "time": "11:12", "open": 309.0, "high": 309.0, "low": 307.0, "close": 307.0, "amount_yi": 0.4677 }, { "time": "11:13", "open": 306.46, "high": 306.46, "low": 306.0, "close": 306.0, "amount_yi": 0.204 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28824.15, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 275.182, "quote": { "last": 306.0, "ts": "2026-06-12T11:13:32", "prev_close": 349.8, "open": 327.0, "high": 336.93, "low": 296.61, "bid1": 306.0, "ask1": 306.45, "bid_qty1": 3760, "ask_qty1": 6418 }, "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": "2026-06-12T11:13:34", "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": 30.4805, "price_vs_vwap_pct": -2.7575, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8915, "prev_amount_yi": 0.3781, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 2.3578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "11:09", "open": 29.57, "high": 29.57, "low": 29.57, "close": 29.57, "amount_yi": 0.0694 }, { "time": "11:10", "open": 29.51, "high": 29.51, "low": 29.36, "close": 29.36, "amount_yi": 0.1993 }, { "time": "11:11", "open": 29.08, "high": 29.09, "low": 29.08, "close": 29.09, "amount_yi": 0.3806 }, { "time": "11:12", "open": 29.28, "high": 29.38, "low": 29.28, "close": 29.38, "amount_yi": 0.162 }, { "time": "11:13", "open": 29.43, "high": 29.64, "low": 29.43, "close": 29.64, "amount_yi": 0.0802 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28824.15, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sized_by_target_pct", "ma5": 28.884, "quote": { "last": 29.64, "ts": "2026-06-12T11:13:32", "prev_close": 33.1, "open": 31.88, "high": 32.0, "low": 29.0, "bid1": 29.62, "ask1": 29.64, "bid_qty1": 8665, "ask_qty1": 452 }, "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": "2026-06-12T11:13:34", "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": 146.9434, "price_vs_vwap_pct": -0.5127, "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": 0.6566, "prev_amount_yi": 1.0184, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "11:09", "open": 143.52, "high": 143.52, "low": 143.52, "close": 143.52, "amount_yi": 0.1012 }, { "time": "11:10", "open": 144.3, "high": 144.9, "low": 144.3, "close": 144.9, "amount_yi": 0.2318 }, { "time": "11:11", "open": 146.57, "high": 146.57, "low": 146.05, "close": 146.05, "amount_yi": 0.1172 }, { "time": "11:12", "open": 147.12, "high": 147.14, "low": 147.12, "close": 147.14, "amount_yi": 0.1087 }, { "time": "11:13", "open": 146.53, "high": 146.53, "low": 146.19, "close": 146.19, "amount_yi": 0.0977 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28824.15, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 101.142, "quote": { "last": 146.19, "ts": "2026-06-12T11:13:31", "prev_close": 128.0, "open": 138.0, "high": 153.6, "low": 133.54, "bid1": 146.2, "ask1": 146.6, "bid_qty1": 238, "ask_qty1": 916 }, "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": "2026-06-12T11:13:34", "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": 229.6491, "price_vs_vwap_pct": -1.4801, "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": 0.21, "prev_amount_yi": 0.2472, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "11:09", "open": 225.62, "high": 225.62, "low": 225.62, "close": 225.62, "amount_yi": 0.0264 }, { "time": "11:10", "open": 225.73, "high": 225.73, "low": 225.7, "close": 225.7, "amount_yi": 0.0372 }, { "time": "11:11", "open": 225.1, "high": 225.36, "low": 225.1, "close": 225.36, "amount_yi": 0.091 }, { "time": "11:12", "open": 226.0, "high": 226.0, "low": 226.0, "close": 226.0, "amount_yi": 0.0185 }, { "time": "11:13", "open": 226.12, "high": 226.25, "low": 226.12, "close": 226.25, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28824.15, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 209.846, "quote": { "last": 226.25, "ts": "2026-06-12T11:13:33", "prev_close": 226.83, "open": 229.76, "high": 235.96, "low": 225.0, "bid1": 226.12, "ask1": 226.25, "bid_qty1": 100, "ask_qty1": 800 }, "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": 328468.0, "total_value": 960601.0, "unrealized_pnl": -901.9999999999982, "unrealized_pnl_pct_of_initial": -0.09019999999999982, "realized_pnl": -38497.0, "realized_pnl_pct_of_initial": -3.8497000000000003, "total_pnl": -39399.0, "total_pnl_pct": -3.939899999999996 }, "paper_positions": [ { "symbol": "SZSE.002643", "name": "万润股份", "quantity": 7300, "sellable_qty": 0, "avg_cost": 15.84, "last_price": 15.21, "market_value": 111033.0, "unrealized_pnl": -4598.999999999993, "unrealized_pnl_pct": -3.977272727272718, "updated_at": "2026-06-12T11:13:34", "position_pct_of_total": 11.558701271391556 }, { "symbol": "SHSE.601678", "name": "滨化股份", "quantity": 16500, "sellable_qty": 0, "avg_cost": 5.85, "last_price": 5.89, "market_value": 97185.0, "unrealized_pnl": 660.0000000000006, "unrealized_pnl_pct": 0.6837606837606813, "updated_at": "2026-06-12T11:13:34", "position_pct_of_total": 10.117103771493055 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 29.5, "market_value": 50150.0, "unrealized_pnl": 2617.9999999999986, "unrealized_pnl_pct": 5.507868383404868, "updated_at": "2026-06-12T11:13:34", "position_pct_of_total": 5.2206899638871915 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 98.02, "market_value": 49010.0, "unrealized_pnl": 1324.9999999999957, "unrealized_pnl_pct": 2.7786515675789047, "updated_at": "2026-06-12T11:13:34", "position_pct_of_total": 5.102014259822757 }, { "symbol": "SHSE.688545", "name": "兴福电子", "quantity": 200, "sellable_qty": 0, "avg_cost": 109.98, "last_price": 105.45, "market_value": 21090.0, "unrealized_pnl": -906.0000000000002, "unrealized_pnl_pct": -4.118930714675395, "updated_at": "2026-06-12T11:13:34", "position_pct_of_total": 2.195500525192041 } ], "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": 15.21, "avg_cost": 15.84, "pnl_pct": -3.9773, "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": 105.45, "avg_cost": 109.98, "pnl_pct": -4.1189, "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": 0.48, "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": "signal_pool_breadth_not_repaired,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 } }