{ "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": 0.4, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.3333, "active_up_ratio_min": 0.5, "active_positive": 3, "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": -2.9161, "last": 13.65, "prev_close": 14.06, "vwap": 13.6112 }, { "symbol": "SZSE.002643", "name": "万润股份", "paper_scope": "shadow_active", "ret_pct": -3.6223, "last": 14.9, "prev_close": 15.46, "vwap": 15.4092 }, { "symbol": "SHSE.603738", "name": "泰晶科技", "paper_scope": "shadow_active", "ret_pct": 9.9915, "last": 51.74, "prev_close": 47.04, "vwap": 51.1909 }, { "symbol": "SZSE.000969", "name": "安泰科技", "paper_scope": "shadow_active", "ret_pct": 9.982, "last": 24.46, "prev_close": 22.24, "vwap": 24.2628 }, { "symbol": "SHSE.688037", "name": "芯源微", "paper_scope": "shadow_active", "ret_pct": -1.3023, "last": 256.91, "prev_close": 260.3, "vwap": 269.167 }, { "symbol": "SHSE.601678", "name": "滨化股份", "paper_scope": "shadow_active", "ret_pct": -1.6807, "last": 5.85, "prev_close": 5.95, "vwap": 5.8273 }, { "symbol": "SHSE.603650", "name": "彤程新材", "paper_scope": "shadow_active", "ret_pct": -6.0187, "last": 60.43, "prev_close": 64.3, "vwap": 63.1386 }, { "symbol": "SZSE.300131", "name": "英唐智控", "paper_scope": "shadow_active", "ret_pct": 3.9927, "last": 17.19, "prev_close": 16.53, "vwap": 18.3101 } ] }, "quote_source": "public_http_sina:27/27", "quote_stale_lock": false, "generated_at": "2026-06-12T14:09:00", "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": "2026-06-12T14:09:00", "sim_reason": "invalid_price_broken", "qty": 0, "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": 13.6112, "price_vs_vwap_pct": 0.2851, "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": 0.0244, "prev_amount_yi": 0.0245, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:07", "open": 13.65, "high": 13.65, "low": 13.64, "close": 13.64, "amount_yi": 0.0133 }, { "time": "14:08", "open": 13.64, "high": 13.64, "low": 13.64, "close": 13.64, "amount_yi": 0.0075 }, { "time": "14:09", "open": 13.65, "high": 13.65, "low": 13.65, "close": 13.65, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 13.156, "quote": { "last": 13.65, "ts": "2026-06-12T14:09:00", "prev_close": 14.06, "open": 13.52, "high": 13.92, "low": 13.3, "bid1": 13.64, "ask1": 13.65, "bid_qty1": 30700, "ask_qty1": 4900 }, "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": "2026-06-12T14:09:00", "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": 15.4092, "price_vs_vwap_pct": -3.3045, "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": 14.9, "ts": "2026-06-12T14:08:57", "prev_close": 15.46, "open": 15.6, "high": 16.03, "low": 14.85, "bid1": 14.89, "ask1": 14.9, "bid_qty1": 21300, "ask_qty1": 100 }, "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": "2026-06-12T14:09:00", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": 47.04, "theme": "被动元件", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 48.45, "max_chase_pct": 3.0, "base_exec_high": 48.11, "dynamic_exec_high": null, "intraday_vwap": 51.1909, "price_vs_vwap_pct": 1.0727, "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": 0.0072, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:07", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0038 }, { "time": "14:08", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0017 }, { "time": "14:09", "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": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 44.7, "quote": { "last": 51.74, "ts": "2026-06-12T14:08:58", "prev_close": 47.04, "open": 50.0, "high": 51.74, "low": 49.04, "bid1": 51.74, "ask1": 0.0, "bid_qty1": 9839643, "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": "2026-06-12T14:09:00", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "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": 24.2628, "price_vs_vwap_pct": 0.8128, "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": 0.0049, "prev_amount_yi": 0.0106, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:07", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0023 }, { "time": "14:08", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.0006 }, { "time": "14:09", "open": 24.46, "high": 24.46, "low": 24.46, "close": 24.46, "amount_yi": 0.002 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 21.526, "quote": { "last": 24.46, "ts": "2026-06-12T14:09:00", "prev_close": 22.24, "open": 23.21, "high": 24.46, "low": 23.16, "bid1": 24.46, "ask1": 0.0, "bid_qty1": 11397097, "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": "2026-06-12T14:09:00", "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": 269.167, "price_vs_vwap_pct": -4.5537, "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": 0.2178, "prev_amount_yi": 0.3329, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6543, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:07", "open": 256.8, "high": 256.8, "low": 256.51, "close": 256.51, "amount_yi": 0.1138 }, { "time": "14:08", "open": 257.52, "high": 257.52, "low": 257.52, "close": 257.52, "amount_yi": 0.0646 }, { "time": "14:09", "open": 256.91, "high": 256.91, "low": 256.91, "close": 256.91, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 245.672, "quote": { "last": 256.91, "ts": "2026-06-12T14:08:57", "prev_close": 260.3, "open": 275.99, "high": 282.98, "low": 256.0, "bid1": 256.9, "ask1": 256.91, "bid_qty1": 100, "ask_qty1": 189 }, "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": "2026-06-12T14:09:00", "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": 5.8273, "price_vs_vwap_pct": 0.3895, "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": 5.85, "ts": "2026-06-12T14:08:59", "prev_close": 5.95, "open": 5.73, "high": 5.93, "low": 5.73, "bid1": 5.85, "ask1": 5.86, "bid_qty1": 321266, "ask_qty1": 134400 }, "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": "2026-06-12T14:09:00", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": 64.3, "theme": "电子化学品", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 66.23, "max_chase_pct": 3.0, "base_exec_high": 64.97, "dynamic_exec_high": null, "intraday_vwap": 63.1386, "price_vs_vwap_pct": -4.2899, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0766, "prev_amount_yi": 0.1566, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:07", "open": 60.4, "high": 60.4, "low": 60.26, "close": 60.26, "amount_yi": 0.0365 }, { "time": "14:08", "open": 60.38, "high": 60.38, "low": 60.38, "close": 60.38, "amount_yi": 0.0207 }, { "time": "14:09", "open": 60.43, "high": 60.43, "low": 60.43, "close": 60.43, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 57.382, "quote": { "last": 60.43, "ts": "2026-06-12T14:08:58", "prev_close": 64.3, "open": 65.59, "high": 66.8, "low": 59.8, "bid1": 60.35, "ask1": 60.43, "bid_qty1": 200, "ask_qty1": 3300 }, "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": "OBSERVE", "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": "2026-06-12T14:09:00", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "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": 18.3101, "price_vs_vwap_pct": -6.1174, "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": 0.0497, "prev_amount_yi": 0.1771, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.2806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:07", "open": 17.2, "high": 17.2, "low": 17.19, "close": 17.19, "amount_yi": 0.0362 }, { "time": "14:08", "open": 17.19, "high": 17.19, "low": 17.19, "close": 17.19, "amount_yi": 0.0077 }, { "time": "14:09", "open": 17.19, "high": 17.19, "low": 17.19, "close": 17.19, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 16.158, "quote": { "last": 17.19, "ts": "2026-06-12T14:08:57", "prev_close": 16.53, "open": 18.5, "high": 19.17, "low": 17.14, "bid1": 17.18, "ask1": 17.19, "bid_qty1": 21700, "ask_qty1": 1600 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-12T14:09:00", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": 66.71, "theme": "电子化学品", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 80.05, "max_chase_pct": 3.0, "base_exec_high": 70.56, "dynamic_exec_high": null, "intraday_vwap": 63.4365, "price_vs_vwap_pct": -5.2911, "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": 0.2534, "prev_amount_yi": 0.3315, "amount_floor_yi": 0.3, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:07", "open": 60.02, "high": 60.03, "low": 60.02, "close": 60.03, "amount_yi": 0.1662 }, { "time": "14:08", "open": 60.08, "high": 60.08, "low": 60.08, "close": 60.08, "amount_yi": 0.0566 }, { "time": "14:09", "open": 60.08, "high": 60.08, "low": 60.08, "close": 60.08, "amount_yi": 0.0306 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 114700.92, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 61.072, "quote": { "last": 60.08, "ts": "2026-06-12T14:08:57", "prev_close": 66.71, "open": 67.2, "high": 68.1, "low": 59.86, "bid1": 60.05, "ask1": 60.06, "bid_qty1": 1400, "ask_qty1": 900 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-12T14:09:00", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": 59.1, "theme": "半导体设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 61.17, "max_chase_pct": 1.5, "base_exec_high": 60.81, "dynamic_exec_high": null, "intraday_vwap": 60.0541, "price_vs_vwap_pct": -5.2021, "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": 0.0606, "prev_amount_yi": 0.0909, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 56.92, "high": 56.95, "low": 56.92, "close": 56.95, "amount_yi": 0.0225 }, { "time": "14:06", "open": 56.96, "high": 56.96, "low": 56.95, "close": 56.95, "amount_yi": 0.0107 }, { "time": "14:07", "open": 56.92, "high": 56.92, "low": 56.92, "close": 56.92, "amount_yi": 0.0158 }, { "time": "14:08", "open": 56.93, "high": 56.93, "low": 56.93, "close": 56.93, "amount_yi": 0.0059 }, { "time": "14:09", "open": 56.93, "high": 56.93, "low": 56.93, "close": 56.93, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 58.15, "quote": { "last": 56.93, "ts": "2026-06-12T14:08:57", "prev_close": 59.1, "open": 58.51, "high": 64.4, "low": 56.0, "bid1": 56.93, "ask1": 56.94, "bid_qty1": 2070, "ask_qty1": 200 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-12T14:09:00", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": 55.92, "theme": "光掩膜版", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.6, "max_chase_pct": 1.5, "base_exec_high": 56.17, "dynamic_exec_high": null, "intraday_vwap": 56.4664, "price_vs_vwap_pct": -3.6949, "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": 0.0108, "prev_amount_yi": 0.0197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:05", "open": 54.5, "high": 54.55, "low": 54.5, "close": 54.55, "amount_yi": 0.001 }, { "time": "14:06", "open": 54.5, "high": 54.5, "low": 54.4, "close": 54.4, "amount_yi": 0.0024 }, { "time": "14:07", "open": 54.35, "high": 54.35, "low": 54.31, "close": 54.31, "amount_yi": 0.0029 }, { "time": "14:08", "open": 54.38, "high": 54.38, "low": 54.38, "close": 54.38, "amount_yi": 0.001 }, { "time": "14:09", "open": 54.38, "high": 54.38, "low": 54.38, "close": 54.38, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 52.506, "quote": { "last": 54.38, "ts": "2026-06-12T14:08:58", "prev_close": 55.92, "open": 56.8, "high": 58.76, "low": 54.31, "bid1": 54.35, "ask1": 54.36, "bid_qty1": 300, "ask_qty1": 200 }, "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": "2026-06-12T14:09:00", "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": 100.4935, "price_vs_vwap_pct": -5.7551, "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": 0.0687, "prev_amount_yi": 0.0586, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.1724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 95.16, "high": 95.31, "low": 95.16, "close": 95.31, "amount_yi": 0.0214 }, { "time": "14:06", "open": 95.16, "high": 95.16, "low": 95.0, "close": 95.0, "amount_yi": 0.0147 }, { "time": "14:07", "open": 94.94, "high": 94.94, "low": 94.71, "close": 94.71, "amount_yi": 0.0187 }, { "time": "14:08", "open": 94.73, "high": 94.73, "low": 94.73, "close": 94.73, "amount_yi": 0.0088 }, { "time": "14:09", "open": 94.71, "high": 94.71, "low": 94.71, "close": 94.71, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 94.546, "quote": { "last": 94.71, "ts": "2026-06-12T14:08:59", "prev_close": 102.29, "open": 104.0, "high": 106.9, "low": 94.68, "bid1": 94.7, "ask1": 94.71, "bid_qty1": 3499, "ask_qty1": 1315 }, "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": "2026-06-12T14:09:00", "sim_reason": "waiting_trigger", "qty": 0, "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": 37.2182, "price_vs_vwap_pct": -4.1329, "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": 0.0415, "prev_amount_yi": 0.056, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 35.74, "high": 35.78, "low": 35.74, "close": 35.78, "amount_yi": 0.0075 }, { "time": "14:06", "open": 35.75, "high": 35.75, "low": 35.72, "close": 35.72, "amount_yi": 0.0063 }, { "time": "14:07", "open": 35.68, "high": 35.68, "low": 35.61, "close": 35.61, "amount_yi": 0.0212 }, { "time": "14:08", "open": 35.67, "high": 35.67, "low": 35.67, "close": 35.67, "amount_yi": 0.004 }, { "time": "14:09", "open": 35.68, "high": 35.68, "low": 35.68, "close": 35.68, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 33.234, "quote": { "last": 35.68, "ts": "2026-06-12T14:08:57", "prev_close": 36.75, "open": 38.0, "high": 40.0, "low": 35.59, "bid1": 35.68, "ask1": 35.69, "bid_qty1": 3245, "ask_qty1": 1770 }, "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": "2026-06-12T14:09:00", "sim_reason": "minute_energy_ratio_too_low", "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": 96.4518, "price_vs_vwap_pct": 1.1801, "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": 0.5459, "prev_amount_yi": 0.7491, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.7287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 97.75, "high": 97.8, "low": 97.75, "close": 97.8, "amount_yi": 0.1385 }, { "time": "14:06", "open": 97.75, "high": 97.75, "low": 97.7, "close": 97.7, "amount_yi": 0.096 }, { "time": "14:07", "open": 97.7, "high": 97.7, "low": 97.67, "close": 97.67, "amount_yi": 0.1402 }, { "time": "14:08", "open": 97.57, "high": 97.57, "low": 97.57, "close": 97.57, "amount_yi": 0.0744 }, { "time": "14:09", "open": 97.59, "high": 97.59, "low": 97.59, "close": 97.59, "amount_yi": 0.0968 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 85.976, "quote": { "last": 97.59, "ts": "2026-06-12T14:08:57", "prev_close": 94.03, "open": 91.03, "high": 100.63, "low": 91.0, "bid1": 97.55, "ask1": 97.59, "bid_qty1": 2200, "ask_qty1": 9300 }, "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": "2026-06-12T14:09:00", "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": 84.4341, "price_vs_vwap_pct": -5.3345, "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": 0.431, "prev_amount_yi": 0.7417, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 79.92, "high": 80.0, "low": 79.92, "close": 80.0, "amount_yi": 0.1523 }, { "time": "14:06", "open": 80.14, "high": 80.14, "low": 80.07, "close": 80.07, "amount_yi": 0.095 }, { "time": "14:07", "open": 79.94, "high": 79.94, "low": 79.86, "close": 79.86, "amount_yi": 0.0839 }, { "time": "14:08", "open": 79.92, "high": 79.92, "low": 79.92, "close": 79.92, "amount_yi": 0.0806 }, { "time": "14:09", "open": 79.93, "high": 79.93, "low": 79.93, "close": 79.93, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.056, "quote": { "last": 79.93, "ts": "2026-06-12T14:08:57", "prev_close": 75.48, "open": 85.0, "high": 88.55, "low": 79.8, "bid1": 79.93, "ask1": 79.94, "bid_qty1": 6100, "ask_qty1": 13900 }, "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": "NEAR_TRIGGER", "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": "2026-06-12T14:09:00", "sim_reason": "near_trigger", "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": 85.8193, "price_vs_vwap_pct": -2.5511, "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": 0.0997, "prev_amount_yi": 0.1472, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 83.42, "high": 83.46, "low": 83.42, "close": 83.46, "amount_yi": 0.0163 }, { "time": "14:06", "open": 83.45, "high": 83.62, "low": 83.45, "close": 83.62, "amount_yi": 0.0165 }, { "time": "14:07", "open": 83.49, "high": 83.49, "low": 83.43, "close": 83.43, "amount_yi": 0.0368 }, { "time": "14:08", "open": 83.77, "high": 83.77, "low": 83.77, "close": 83.77, "amount_yi": 0.024 }, { "time": "14:09", "open": 83.63, "high": 83.63, "low": 83.63, "close": 83.63, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 76.354, "quote": { "last": 83.63, "ts": "2026-06-12T14:08:59", "prev_close": 82.77, "open": 87.0, "high": 88.88, "low": 82.77, "bid1": 83.61, "ask1": 83.72, "bid_qty1": 3869, "ask_qty1": 200 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-12T14:09:00", "sim_reason": "waiting_trigger", "qty": 0, "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": 34.2466, "price_vs_vwap_pct": -4.0197, "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": 0.3692, "prev_amount_yi": 0.4013, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.92, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 32.81, "high": 32.81, "low": 32.79, "close": 32.79, "amount_yi": 0.1144 }, { "time": "14:06", "open": 32.95, "high": 32.95, "low": 32.94, "close": 32.94, "amount_yi": 0.1643 }, { "time": "14:07", "open": 32.93, "high": 32.93, "low": 32.89, "close": 32.89, "amount_yi": 0.0457 }, { "time": "14:08", "open": 32.88, "high": 32.88, "low": 32.88, "close": 32.88, "amount_yi": 0.0157 }, { "time": "14:09", "open": 32.87, "high": 32.87, "low": 32.87, "close": 32.87, "amount_yi": 0.0291 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 30.552, "quote": { "last": 32.87, "ts": "2026-06-12T14:08:58", "prev_close": 34.24, "open": 35.7, "high": 36.07, "low": 32.62, "bid1": 32.86, "ask1": 32.87, "bid_qty1": 15000, "ask_qty1": 5200 }, "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": "2026-06-12T14:09:00", "sim_reason": "waiting_trigger", "qty": 0, "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": 21.2616, "price_vs_vwap_pct": 0.2747, "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": 0.0133, "prev_amount_yi": 0.0214, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.6215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 21.38, "high": 21.38, "low": 21.38, "close": 21.38, "amount_yi": 0.0019 }, { "time": "14:06", "open": 21.39, "high": 21.39, "low": 21.37, "close": 21.37, "amount_yi": 0.0041 }, { "time": "14:07", "open": 21.37, "high": 21.37, "low": 21.34, "close": 21.34, "amount_yi": 0.0038 }, { "time": "14:08", "open": 21.32, "high": 21.32, "low": 21.32, "close": 21.32, "amount_yi": 0.0023 }, { "time": "14:09", "open": 21.32, "high": 21.32, "low": 21.32, "close": 21.32, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 20.706, "quote": { "last": 21.32, "ts": "2026-06-12T14:08:57", "prev_close": 22.02, "open": 21.2, "high": 21.94, "low": 20.8, "bid1": 21.32, "ask1": 21.33, "bid_qty1": 16900, "ask_qty1": 2800 }, "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": "2026-06-12T14:09:00", "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": 90.1016, "price_vs_vwap_pct": -1.3891, "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": 0.9185, "prev_amount_yi": 1.1446, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.8025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 88.84, "high": 88.96, "low": 88.84, "close": 88.96, "amount_yi": 0.1528 }, { "time": "14:06", "open": 89.21, "high": 89.21, "low": 89.04, "close": 89.04, "amount_yi": 0.3092 }, { "time": "14:07", "open": 88.93, "high": 88.93, "low": 88.72, "close": 88.72, "amount_yi": 0.2041 }, { "time": "14:08", "open": 88.77, "high": 88.77, "low": 88.77, "close": 88.77, "amount_yi": 0.1441 }, { "time": "14:09", "open": 88.85, "high": 88.85, "low": 88.85, "close": 88.85, "amount_yi": 0.1083 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 70.948, "quote": { "last": 88.85, "ts": "2026-06-12T14:08:57", "prev_close": 84.8, "open": 89.99, "high": 93.28, "low": 86.92, "bid1": 88.85, "ask1": 88.87, "bid_qty1": 200, "ask_qty1": 1400 }, "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": "2026-06-12T14:09:00", "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": 314.9225, "price_vs_vwap_pct": -1.9314, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2319, "prev_amount_yi": 1.0137, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.2153, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 308.98, "high": 309.48, "low": 308.98, "close": 309.48, "amount_yi": 0.4749 }, { "time": "14:06", "open": 309.36, "high": 309.36, "low": 308.51, "close": 308.51, "amount_yi": 0.2375 }, { "time": "14:07", "open": 308.13, "high": 308.16, "low": 308.13, "close": 308.16, "amount_yi": 0.2547 }, { "time": "14:08", "open": 308.84, "high": 308.84, "low": 308.84, "close": 308.84, "amount_yi": 0.1924 }, { "time": "14:09", "open": 308.84, "high": 308.84, "low": 308.84, "close": 308.84, "amount_yi": 0.0724 } ] }, "suggested_position_pct": 6.0, "target_position_pct": 5.0, "target_amount": 47792.05, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 283.748, "quote": { "last": 308.84, "ts": "2026-06-12T14:08:58", "prev_close": 303.12, "open": 318.27, "high": 324.9, "low": 303.9, "bid1": 308.81, "ask1": 308.84, "bid_qty1": 107, "ask_qty1": 22 }, "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": "2026-06-12T14:09:00", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": 104.52, "theme": "电子化学品", "decision": "seed_watch_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.42, "max_chase_pct": 1.0, "base_exec_high": 125.42, "dynamic_exec_high": null, "intraday_vwap": 105.9383, "price_vs_vwap_pct": 1.0305, "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": 107.03, "ts": "2026-06-12T14:09:00", "prev_close": 104.22, "open": 111.69, "high": 111.69, "low": 98.0, "bid1": 107.05, "ask1": 107.11, "bid_qty1": 500, "ask_qty1": 735 }, "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": "2026-06-12T14:09:00", "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": 309.6585, "price_vs_vwap_pct": -3.1191, "energy_floor_hint_yi": 1.0, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2896, "prev_amount_yi": 1.225, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.0527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "14:05", "open": 297.5, "high": 297.5, "low": 295.0, "close": 295.0, "amount_yi": 0.3869 }, { "time": "14:06", "open": 297.24, "high": 299.0, "low": 297.24, "close": 299.0, "amount_yi": 0.1843 }, { "time": "14:07", "open": 297.66, "high": 299.85, "low": 297.66, "close": 299.85, "amount_yi": 0.47 }, { "time": "14:08", "open": 299.93, "high": 299.93, "low": 299.93, "close": 299.93, "amount_yi": 0.1057 }, { "time": "14:09", "open": 300.0, "high": 300.0, "low": 300.0, "close": 300.0, "amount_yi": 0.1427 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28675.23, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 275.182, "quote": { "last": 300.0, "ts": "2026-06-12T14:08:59", "prev_close": 349.8, "open": 327.0, "high": 336.93, "low": 279.88, "bid1": 298.81, "ask1": 300.0, "bid_qty1": 700, "ask_qty1": 1329 }, "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": "CANCELLED", "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": "2026-06-12T14:09:00", "sim_reason": "invalid_price_broken", "qty": 0, "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": 30.1715, "price_vs_vwap_pct": -4.6451, "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": 0.1384, "prev_amount_yi": 0.2438, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.5677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "14:05", "open": 28.59, "high": 28.59, "low": 28.58, "close": 28.58, "amount_yi": 0.0356 }, { "time": "14:06", "open": 28.58, "high": 28.59, "low": 28.58, "close": 28.59, "amount_yi": 0.0316 }, { "time": "14:07", "open": 28.63, "high": 28.75, "low": 28.63, "close": 28.75, "amount_yi": 0.0396 }, { "time": "14:08", "open": 28.76, "high": 28.76, "low": 28.76, "close": 28.76, "amount_yi": 0.0198 }, { "time": "14:09", "open": 28.77, "high": 28.77, "low": 28.77, "close": 28.77, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28675.23, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 28.884, "quote": { "last": 28.77, "ts": "2026-06-12T14:08:59", "prev_close": 33.1, "open": 31.88, "high": 32.0, "low": 28.11, "bid1": 28.77, "ask1": 28.79, "bid_qty1": 21070, "ask_qty1": 5863 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-12T14:09:00", "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": 148.1485, "price_vs_vwap_pct": 2.9508, "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": 0.1767, "prev_amount_yi": 0.1953, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 0.9048, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "14:05", "open": 152.88, "high": 153.03, "low": 152.88, "close": 153.03, "amount_yi": 0.091 }, { "time": "14:06", "open": 153.02, "high": 153.07, "low": 153.02, "close": 153.07, "amount_yi": 0.0349 }, { "time": "14:07", "open": 152.67, "high": 152.67, "low": 152.66, "close": 152.66, "amount_yi": 0.0357 }, { "time": "14:08", "open": 152.54, "high": 152.54, "low": 152.54, "close": 152.54, "amount_yi": 0.0085 }, { "time": "14:09", "open": 152.52, "high": 152.52, "low": 152.52, "close": 152.52, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28675.23, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 101.142, "quote": { "last": 152.52, "ts": "2026-06-12T14:08:58", "prev_close": 128.0, "open": 138.0, "high": 153.6, "low": 133.54, "bid1": 152.32, "ask1": 152.51, "bid_qty1": 1000, "ask_qty1": 237 }, "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": "2026-06-12T14:09:00", "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": 229.0478, "price_vs_vwap_pct": -2.1165, "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": 0.1649, "prev_amount_yi": 0.1033, "amount_floor_yi": 0.5, "amount_base_hint_yi": 1.0, "energy_ratio": 1.5963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "GAP_UP_DYNAMIC_RECLAIM", "bars": [ { "time": "14:05", "open": 225.38, "high": 225.5, "low": 225.38, "close": 225.5, "amount_yi": 0.018 }, { "time": "14:06", "open": 225.51, "high": 225.51, "low": 225.12, "close": 225.12, "amount_yi": 0.0117 }, { "time": "14:07", "open": 224.25, "high": 224.25, "low": 223.95, "close": 223.95, "amount_yi": 0.0893 }, { "time": "14:08", "open": 223.9, "high": 223.9, "low": 223.9, "close": 223.9, "amount_yi": 0.0325 }, { "time": "14:09", "open": 224.2, "high": 224.2, "low": 224.2, "close": 224.2, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 3.0, "target_position_pct": 3.0, "target_amount": 28675.23, "current_position_value": 0.0, "cash_before_order": 632133.0, "sizing_reason": "position_sizing_no_room_or_cash", "ma5": 209.846, "quote": { "last": 224.2, "ts": "2026-06-12T14:08:57", "prev_close": 226.83, "open": 229.76, "high": 235.96, "low": 223.88, "bid1": 224.04, "ask1": 224.76, "bid_qty1": 100, "ask_qty1": 300 }, "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": 323789.0, "total_value": 955922.0, "unrealized_pnl": -5581.000000000004, "unrealized_pnl_pct_of_initial": -0.5581000000000004, "realized_pnl": -38497.0, "realized_pnl_pct_of_initial": -3.8497000000000003, "total_pnl": -44078.0, "total_pnl_pct": -4.407799999999995 }, "paper_positions": [ { "symbol": "SZSE.002643", "name": "万润股份", "quantity": 7300, "sellable_qty": 0, "avg_cost": 15.84, "last_price": 14.9, "market_value": 108770.0, "unrealized_pnl": -6861.999999999996, "unrealized_pnl_pct": -5.934343434343436, "updated_at": "2026-06-12T14:09:00", "position_pct_of_total": 11.378543437644494 }, { "symbol": "SHSE.601678", "name": "滨化股份", "quantity": 16500, "sellable_qty": 0, "avg_cost": 5.85, "last_price": 5.85, "market_value": 96525.0, "unrealized_pnl": 0.0, "unrealized_pnl_pct": 0.0, "updated_at": "2026-06-12T14:09:00", "position_pct_of_total": 10.097581183401994 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 27.96, "last_price": 28.99, "market_value": 49283.0, "unrealized_pnl": 1750.999999999996, "unrealized_pnl_pct": 3.6838340486408994, "updated_at": "2026-06-12T14:09:00", "position_pct_of_total": 5.155546163808344 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 500, "sellable_qty": 500, "avg_cost": 95.37, "last_price": 95.61, "market_value": 47805.0, "unrealized_pnl": 119.99999999999744, "unrealized_pnl_pct": 0.25165146272412287, "updated_at": "2026-06-12T14:09:00", "position_pct_of_total": 5.000931038306473 }, { "symbol": "SHSE.688545", "name": "兴福电子", "quantity": 200, "sellable_qty": 0, "avg_cost": 109.98, "last_price": 107.03, "market_value": 21406.0, "unrealized_pnl": -590.0000000000006, "unrealized_pnl_pct": -2.682305873795243, "updated_at": "2026-06-12T14:09:00", "position_pct_of_total": 2.2393040436353595 } ], "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": 14.9, "avg_cost": 15.84, "pnl_pct": -5.9343, "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 } ], "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": 30.0, "max_shadow_total_position_pct": 20.0, "base_max_total_position_pct": 60.0, "base_max_shadow_total_position_pct": 35.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "信号池或 active 龙头承接不足，总仓降到防守档", "base_total_position_pct": 60.0, "base_shadow_total_position_pct": 35.0, "effective_total_position_pct": 30.0, "effective_shadow_total_position_pct": 20.0, "defensive_total_position_pct": 30.0, "warm_total_position_pct": 75.0, "hot_total_position_pct": 85.0, "defensive_shadow_total_position_pct": 20.0, "warm_shadow_total_position_pct": 45.0, "hot_shadow_total_position_pct": 55.0, "checks": { "pool_up_ratio": 0.4, "active_up_ratio": 0.3333, "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": 1, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 1, "qfq_position_adjustments": 0 } }